CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7315 |
0.7281 |
-0.0034 |
-0.5% |
0.7113 |
High |
0.7359 |
0.7319 |
-0.0040 |
-0.5% |
0.7359 |
Low |
0.7257 |
0.7244 |
-0.0013 |
-0.2% |
0.7069 |
Close |
0.7275 |
0.7283 |
0.0009 |
0.1% |
0.7275 |
Range |
0.0102 |
0.0075 |
-0.0027 |
-26.5% |
0.0290 |
ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
Volume |
231,144 |
154,519 |
-76,625 |
-33.2% |
1,111,630 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7507 |
0.7470 |
0.7324 |
|
R3 |
0.7432 |
0.7395 |
0.7304 |
|
R2 |
0.7357 |
0.7357 |
0.7297 |
|
R1 |
0.7320 |
0.7320 |
0.7290 |
0.7338 |
PP |
0.7282 |
0.7282 |
0.7282 |
0.7291 |
S1 |
0.7245 |
0.7245 |
0.7276 |
0.7263 |
S2 |
0.7207 |
0.7207 |
0.7269 |
|
S3 |
0.7132 |
0.7170 |
0.7262 |
|
S4 |
0.7057 |
0.7095 |
0.7242 |
|
|
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 |
0.7145 |
0.0214 |
2.9% |
0.0083 |
1.1% |
65% |
False |
False |
217,056 |
10 |
0.7359 |
0.6983 |
0.0376 |
5.2% |
0.0074 |
1.0% |
80% |
False |
False |
217,080 |
20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0065 |
0.9% |
80% |
False |
False |
195,271 |
40 |
0.7419 |
0.6976 |
0.0444 |
6.1% |
0.0064 |
0.9% |
69% |
False |
False |
116,051 |
60 |
0.7678 |
0.6976 |
0.0702 |
9.6% |
0.0062 |
0.9% |
44% |
False |
False |
77,471 |
80 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0061 |
0.8% |
33% |
False |
False |
58,126 |
100 |
0.7904 |
0.6976 |
0.0929 |
12.7% |
0.0059 |
0.8% |
33% |
False |
False |
46,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7637 |
2.618 |
0.7515 |
1.618 |
0.7440 |
1.000 |
0.7394 |
0.618 |
0.7365 |
HIGH |
0.7319 |
0.618 |
0.7290 |
0.500 |
0.7281 |
0.382 |
0.7272 |
LOW |
0.7244 |
0.618 |
0.7197 |
1.000 |
0.7169 |
1.618 |
0.7122 |
2.618 |
0.7047 |
4.250 |
0.6925 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7282 |
0.7301 |
PP |
0.7282 |
0.7295 |
S1 |
0.7281 |
0.7289 |
|