CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7272 |
-0.0008 |
-0.1% |
0.7113 |
| High |
0.7333 |
0.7275 |
-0.0058 |
-0.8% |
0.7359 |
| Low |
0.7257 |
0.7211 |
-0.0046 |
-0.6% |
0.7069 |
| Close |
0.7272 |
0.7231 |
-0.0042 |
-0.6% |
0.7275 |
| Range |
0.0077 |
0.0065 |
-0.0012 |
-15.7% |
0.0290 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
224,173 |
162,280 |
-61,893 |
-27.6% |
1,111,630 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7396 |
0.7266 |
|
| R3 |
0.7368 |
0.7331 |
0.7248 |
|
| R2 |
0.7303 |
0.7303 |
0.7242 |
|
| R1 |
0.7267 |
0.7267 |
0.7236 |
0.7253 |
| PP |
0.7239 |
0.7239 |
0.7239 |
0.7232 |
| S1 |
0.7202 |
0.7202 |
0.7225 |
0.7188 |
| S2 |
0.7174 |
0.7174 |
0.7219 |
|
| S3 |
0.7110 |
0.7138 |
0.7213 |
|
| S4 |
0.7045 |
0.7073 |
0.7195 |
|
|
| 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 |
0.7211 |
0.0148 |
2.0% |
0.0075 |
1.0% |
14% |
False |
True |
199,767 |
| 10 |
0.7359 |
0.6990 |
0.0369 |
5.1% |
0.0080 |
1.1% |
65% |
False |
False |
215,181 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0064 |
0.9% |
67% |
False |
False |
192,760 |
| 40 |
0.7406 |
0.6976 |
0.0431 |
6.0% |
0.0064 |
0.9% |
59% |
False |
False |
125,672 |
| 60 |
0.7678 |
0.6976 |
0.0702 |
9.7% |
0.0063 |
0.9% |
36% |
False |
False |
83,906 |
| 80 |
0.7850 |
0.6976 |
0.0875 |
12.1% |
0.0061 |
0.8% |
29% |
False |
False |
62,955 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0059 |
0.8% |
27% |
False |
False |
50,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7444 |
|
1.618 |
0.7379 |
|
1.000 |
0.7340 |
|
0.618 |
0.7315 |
|
HIGH |
0.7275 |
|
0.618 |
0.7250 |
|
0.500 |
0.7243 |
|
0.382 |
0.7235 |
|
LOW |
0.7211 |
|
0.618 |
0.7171 |
|
1.000 |
0.7146 |
|
1.618 |
0.7106 |
|
2.618 |
0.7042 |
|
4.250 |
0.6936 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7243 |
0.7272 |
| PP |
0.7239 |
0.7258 |
| S1 |
0.7235 |
0.7244 |
|