CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7204 |
-0.0024 |
-0.3% |
0.7281 |
| High |
0.7254 |
0.7219 |
-0.0035 |
-0.5% |
0.7333 |
| Low |
0.7182 |
0.7107 |
-0.0075 |
-1.0% |
0.7107 |
| Close |
0.7197 |
0.7114 |
-0.0083 |
-1.1% |
0.7114 |
| Range |
0.0072 |
0.0113 |
0.0041 |
56.3% |
0.0227 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
150,143 |
222,829 |
72,686 |
48.4% |
913,944 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7412 |
0.7176 |
|
| R3 |
0.7372 |
0.7299 |
0.7145 |
|
| R2 |
0.7259 |
0.7259 |
0.7135 |
|
| R1 |
0.7187 |
0.7187 |
0.7124 |
0.7167 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7137 |
| S1 |
0.7074 |
0.7074 |
0.7104 |
0.7054 |
| S2 |
0.7034 |
0.7034 |
0.7093 |
|
| S3 |
0.6922 |
0.6962 |
0.7083 |
|
| S4 |
0.6809 |
0.6849 |
0.7052 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7864 |
0.7716 |
0.7239 |
|
| R3 |
0.7638 |
0.7489 |
0.7176 |
|
| R2 |
0.7411 |
0.7411 |
0.7156 |
|
| R1 |
0.7263 |
0.7263 |
0.7135 |
0.7224 |
| PP |
0.7185 |
0.7185 |
0.7185 |
0.7165 |
| S1 |
0.7036 |
0.7036 |
0.7093 |
0.6997 |
| S2 |
0.6958 |
0.6958 |
0.7072 |
|
| S3 |
0.6732 |
0.6810 |
0.7052 |
|
| S4 |
0.6505 |
0.6583 |
0.6989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7333 |
0.7107 |
0.0227 |
3.2% |
0.0080 |
1.1% |
3% |
False |
True |
182,788 |
| 10 |
0.7359 |
0.7069 |
0.0290 |
4.1% |
0.0083 |
1.2% |
16% |
False |
False |
202,557 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0067 |
0.9% |
36% |
False |
False |
196,542 |
| 40 |
0.7366 |
0.6976 |
0.0390 |
5.5% |
0.0066 |
0.9% |
36% |
False |
False |
134,888 |
| 60 |
0.7678 |
0.6976 |
0.0702 |
9.9% |
0.0065 |
0.9% |
20% |
False |
False |
90,118 |
| 80 |
0.7842 |
0.6976 |
0.0866 |
12.2% |
0.0062 |
0.9% |
16% |
False |
False |
67,617 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0060 |
0.8% |
15% |
False |
False |
54,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7697 |
|
2.618 |
0.7514 |
|
1.618 |
0.7401 |
|
1.000 |
0.7332 |
|
0.618 |
0.7289 |
|
HIGH |
0.7219 |
|
0.618 |
0.7176 |
|
0.500 |
0.7163 |
|
0.382 |
0.7149 |
|
LOW |
0.7107 |
|
0.618 |
0.7037 |
|
1.000 |
0.6994 |
|
1.618 |
0.6924 |
|
2.618 |
0.6812 |
|
4.250 |
0.6628 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7163 |
0.7191 |
| PP |
0.7147 |
0.7165 |
| S1 |
0.7130 |
0.7140 |
|