CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7296 |
0.7315 |
0.0020 |
0.3% |
0.7113 |
High |
0.7323 |
0.7359 |
0.0036 |
0.5% |
0.7359 |
Low |
0.7268 |
0.7257 |
-0.0012 |
-0.2% |
0.7069 |
Close |
0.7318 |
0.7275 |
-0.0044 |
-0.6% |
0.7275 |
Range |
0.0055 |
0.0102 |
0.0047 |
85.5% |
0.0290 |
ATR |
0.0065 |
0.0067 |
0.0003 |
4.1% |
0.0000 |
Volume |
226,721 |
231,144 |
4,423 |
2.0% |
1,111,630 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7603 |
0.7541 |
0.7331 |
|
R3 |
0.7501 |
0.7439 |
0.7303 |
|
R2 |
0.7399 |
0.7399 |
0.7293 |
|
R1 |
0.7337 |
0.7337 |
0.7284 |
0.7317 |
PP |
0.7297 |
0.7297 |
0.7297 |
0.7287 |
S1 |
0.7235 |
0.7235 |
0.7265 |
0.7215 |
S2 |
0.7195 |
0.7195 |
0.7256 |
|
S3 |
0.7093 |
0.7133 |
0.7246 |
|
S4 |
0.6991 |
0.7031 |
0.7218 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8104 |
0.7979 |
0.7434 |
|
R3 |
0.7814 |
0.7689 |
0.7354 |
|
R2 |
0.7524 |
0.7524 |
0.7328 |
|
R1 |
0.7399 |
0.7399 |
0.7301 |
0.7462 |
PP |
0.7234 |
0.7234 |
0.7234 |
0.7265 |
S1 |
0.7109 |
0.7109 |
0.7248 |
0.7172 |
S2 |
0.6944 |
0.6944 |
0.7221 |
|
S3 |
0.6654 |
0.6819 |
0.7195 |
|
S4 |
0.6364 |
0.6529 |
0.7115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7359 |
0.7069 |
0.0290 |
4.0% |
0.0085 |
1.2% |
71% |
True |
False |
222,326 |
10 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0071 |
1.0% |
78% |
True |
False |
218,044 |
20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0065 |
0.9% |
78% |
True |
False |
200,171 |
40 |
0.7477 |
0.6976 |
0.0501 |
6.9% |
0.0064 |
0.9% |
60% |
False |
False |
112,215 |
60 |
0.7678 |
0.6976 |
0.0702 |
9.7% |
0.0062 |
0.8% |
43% |
False |
False |
74,897 |
80 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0061 |
0.8% |
32% |
False |
False |
56,195 |
100 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0058 |
0.8% |
32% |
False |
False |
44,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7792 |
2.618 |
0.7626 |
1.618 |
0.7524 |
1.000 |
0.7461 |
0.618 |
0.7422 |
HIGH |
0.7359 |
0.618 |
0.7320 |
0.500 |
0.7308 |
0.382 |
0.7295 |
LOW |
0.7257 |
0.618 |
0.7193 |
1.000 |
0.7155 |
1.618 |
0.7091 |
2.618 |
0.6989 |
4.250 |
0.6823 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7308 |
0.7279 |
PP |
0.7297 |
0.7277 |
S1 |
0.7286 |
0.7276 |
|