CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7272 |
0.7228 |
-0.0045 |
-0.6% |
0.7113 |
| High |
0.7275 |
0.7254 |
-0.0022 |
-0.3% |
0.7359 |
| Low |
0.7211 |
0.7182 |
-0.0029 |
-0.4% |
0.7069 |
| Close |
0.7231 |
0.7197 |
-0.0034 |
-0.5% |
0.7275 |
| Range |
0.0065 |
0.0072 |
0.0008 |
11.6% |
0.0290 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
162,280 |
150,143 |
-12,137 |
-7.5% |
1,111,630 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7384 |
0.7236 |
|
| R3 |
0.7355 |
0.7312 |
0.7216 |
|
| R2 |
0.7283 |
0.7283 |
0.7210 |
|
| R1 |
0.7240 |
0.7240 |
0.7203 |
0.7225 |
| PP |
0.7211 |
0.7211 |
0.7211 |
0.7203 |
| S1 |
0.7168 |
0.7168 |
0.7190 |
0.7153 |
| S2 |
0.7139 |
0.7139 |
0.7183 |
|
| S3 |
0.7067 |
0.7096 |
0.7177 |
|
| S4 |
0.6995 |
0.7024 |
0.7157 |
|
|
| 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 |
0.7182 |
0.0177 |
2.5% |
0.0078 |
1.1% |
8% |
False |
True |
184,451 |
| 10 |
0.7359 |
0.7011 |
0.0348 |
4.8% |
0.0082 |
1.1% |
53% |
False |
False |
205,698 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0065 |
0.9% |
58% |
False |
False |
192,845 |
| 40 |
0.7366 |
0.6976 |
0.0390 |
5.4% |
0.0064 |
0.9% |
57% |
False |
False |
129,348 |
| 60 |
0.7678 |
0.6976 |
0.0702 |
9.8% |
0.0064 |
0.9% |
31% |
False |
False |
86,408 |
| 80 |
0.7850 |
0.6976 |
0.0875 |
12.2% |
0.0061 |
0.8% |
25% |
False |
False |
64,832 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.9% |
0.0059 |
0.8% |
24% |
False |
False |
51,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7560 |
|
2.618 |
0.7442 |
|
1.618 |
0.7370 |
|
1.000 |
0.7326 |
|
0.618 |
0.7298 |
|
HIGH |
0.7254 |
|
0.618 |
0.7226 |
|
0.500 |
0.7218 |
|
0.382 |
0.7209 |
|
LOW |
0.7182 |
|
0.618 |
0.7137 |
|
1.000 |
0.7110 |
|
1.618 |
0.7065 |
|
2.618 |
0.6993 |
|
4.250 |
0.6876 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7218 |
0.7257 |
| PP |
0.7211 |
0.7237 |
| S1 |
0.7204 |
0.7217 |
|