CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7281 |
0.7280 |
-0.0002 |
0.0% |
0.7113 |
High |
0.7319 |
0.7333 |
0.0015 |
0.2% |
0.7359 |
Low |
0.7244 |
0.7257 |
0.0013 |
0.2% |
0.7069 |
Close |
0.7283 |
0.7272 |
-0.0011 |
-0.2% |
0.7275 |
Range |
0.0075 |
0.0077 |
0.0002 |
2.0% |
0.0290 |
ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
Volume |
154,519 |
224,173 |
69,654 |
45.1% |
1,111,630 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7517 |
0.7471 |
0.7314 |
|
R3 |
0.7440 |
0.7394 |
0.7293 |
|
R2 |
0.7364 |
0.7364 |
0.7286 |
|
R1 |
0.7318 |
0.7318 |
0.7279 |
0.7303 |
PP |
0.7287 |
0.7287 |
0.7287 |
0.7280 |
S1 |
0.7241 |
0.7241 |
0.7265 |
0.7226 |
S2 |
0.7211 |
0.7211 |
0.7258 |
|
S3 |
0.7134 |
0.7165 |
0.7251 |
|
S4 |
0.7058 |
0.7088 |
0.7230 |
|
|
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 |
0.7199 |
0.0160 |
2.2% |
0.0085 |
1.2% |
46% |
False |
False |
221,158 |
10 |
0.7359 |
0.6989 |
0.0370 |
5.1% |
0.0077 |
1.1% |
77% |
False |
False |
221,925 |
20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0064 |
0.9% |
77% |
False |
False |
195,480 |
40 |
0.7412 |
0.6976 |
0.0436 |
6.0% |
0.0064 |
0.9% |
68% |
False |
False |
121,636 |
60 |
0.7678 |
0.6976 |
0.0702 |
9.7% |
0.0063 |
0.9% |
42% |
False |
False |
81,206 |
80 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0061 |
0.8% |
32% |
False |
False |
60,928 |
100 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0059 |
0.8% |
32% |
False |
False |
48,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7658 |
2.618 |
0.7533 |
1.618 |
0.7457 |
1.000 |
0.7410 |
0.618 |
0.7380 |
HIGH |
0.7333 |
0.618 |
0.7304 |
0.500 |
0.7295 |
0.382 |
0.7286 |
LOW |
0.7257 |
0.618 |
0.7209 |
1.000 |
0.7180 |
1.618 |
0.7133 |
2.618 |
0.7056 |
4.250 |
0.6931 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7295 |
0.7301 |
PP |
0.7287 |
0.7291 |
S1 |
0.7280 |
0.7282 |
|