CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7201 |
0.7296 |
0.0095 |
1.3% |
0.7014 |
| High |
0.7315 |
0.7323 |
0.0009 |
0.1% |
0.7118 |
| Low |
0.7199 |
0.7268 |
0.0069 |
1.0% |
0.6983 |
| Close |
0.7307 |
0.7318 |
0.0012 |
0.2% |
0.7114 |
| Range |
0.0116 |
0.0055 |
-0.0061 |
-52.4% |
0.0136 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
269,235 |
226,721 |
-42,514 |
-15.8% |
904,658 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7448 |
0.7348 |
|
| R3 |
0.7413 |
0.7393 |
0.7333 |
|
| R2 |
0.7358 |
0.7358 |
0.7328 |
|
| R1 |
0.7338 |
0.7338 |
0.7323 |
0.7348 |
| PP |
0.7303 |
0.7303 |
0.7303 |
0.7308 |
| S1 |
0.7283 |
0.7283 |
0.7313 |
0.7293 |
| S2 |
0.7248 |
0.7248 |
0.7308 |
|
| S3 |
0.7193 |
0.7228 |
0.7303 |
|
| S4 |
0.7138 |
0.7173 |
0.7288 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7431 |
0.7188 |
|
| R3 |
0.7342 |
0.7296 |
0.7151 |
|
| R2 |
0.7207 |
0.7207 |
0.7138 |
|
| R1 |
0.7160 |
0.7160 |
0.7126 |
0.7184 |
| PP |
0.7071 |
0.7071 |
0.7071 |
0.7083 |
| S1 |
0.7025 |
0.7025 |
0.7101 |
0.7048 |
| S2 |
0.6936 |
0.6936 |
0.7089 |
|
| S3 |
0.6800 |
0.6889 |
0.7076 |
|
| S4 |
0.6665 |
0.6754 |
0.7039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7323 |
0.7011 |
0.0313 |
4.3% |
0.0086 |
1.2% |
98% |
True |
False |
226,945 |
| 10 |
0.7323 |
0.6976 |
0.0348 |
4.7% |
0.0064 |
0.9% |
99% |
True |
False |
213,366 |
| 20 |
0.7323 |
0.6976 |
0.0348 |
4.7% |
0.0063 |
0.9% |
99% |
True |
False |
197,212 |
| 40 |
0.7512 |
0.6976 |
0.0536 |
7.3% |
0.0062 |
0.9% |
64% |
False |
False |
106,448 |
| 60 |
0.7678 |
0.6976 |
0.0702 |
9.6% |
0.0060 |
0.8% |
49% |
False |
False |
71,045 |
| 80 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0060 |
0.8% |
37% |
False |
False |
53,305 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0057 |
0.8% |
37% |
False |
False |
42,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7467 |
|
1.618 |
0.7412 |
|
1.000 |
0.7378 |
|
0.618 |
0.7357 |
|
HIGH |
0.7323 |
|
0.618 |
0.7302 |
|
0.500 |
0.7296 |
|
0.382 |
0.7289 |
|
LOW |
0.7268 |
|
0.618 |
0.7234 |
|
1.000 |
0.7213 |
|
1.618 |
0.7179 |
|
2.618 |
0.7124 |
|
4.250 |
0.7034 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7290 |
| PP |
0.7303 |
0.7262 |
| S1 |
0.7296 |
0.7234 |
|