CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7204 |
0.7117 |
-0.0087 |
-1.2% |
0.7281 |
| High |
0.7219 |
0.7167 |
-0.0052 |
-0.7% |
0.7333 |
| Low |
0.7107 |
0.7113 |
0.0007 |
0.1% |
0.7107 |
| Close |
0.7114 |
0.7132 |
0.0018 |
0.3% |
0.7114 |
| Range |
0.0113 |
0.0054 |
-0.0059 |
-52.0% |
0.0227 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
222,829 |
155,196 |
-67,633 |
-30.4% |
913,944 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7299 |
0.7270 |
0.7162 |
|
| R3 |
0.7245 |
0.7216 |
0.7147 |
|
| R2 |
0.7191 |
0.7191 |
0.7142 |
|
| R1 |
0.7162 |
0.7162 |
0.7137 |
0.7177 |
| PP |
0.7137 |
0.7137 |
0.7137 |
0.7145 |
| S1 |
0.7108 |
0.7108 |
0.7127 |
0.7123 |
| S2 |
0.7083 |
0.7083 |
0.7122 |
|
| S3 |
0.7029 |
0.7054 |
0.7117 |
|
| S4 |
0.6975 |
0.7000 |
0.7102 |
|
|
| 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% |
0.0076 |
1.1% |
11% |
False |
False |
182,924 |
| 10 |
0.7359 |
0.7107 |
0.0252 |
3.5% |
0.0079 |
1.1% |
10% |
False |
False |
199,990 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0066 |
0.9% |
41% |
False |
False |
194,702 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0066 |
0.9% |
41% |
False |
False |
138,707 |
| 60 |
0.7657 |
0.6976 |
0.0682 |
9.6% |
0.0065 |
0.9% |
23% |
False |
False |
92,703 |
| 80 |
0.7842 |
0.6976 |
0.0866 |
12.1% |
0.0062 |
0.9% |
18% |
False |
False |
69,556 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.0% |
0.0061 |
0.8% |
17% |
False |
False |
55,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7397 |
|
2.618 |
0.7308 |
|
1.618 |
0.7254 |
|
1.000 |
0.7221 |
|
0.618 |
0.7200 |
|
HIGH |
0.7167 |
|
0.618 |
0.7146 |
|
0.500 |
0.7140 |
|
0.382 |
0.7134 |
|
LOW |
0.7113 |
|
0.618 |
0.7080 |
|
1.000 |
0.7059 |
|
1.618 |
0.7026 |
|
2.618 |
0.6972 |
|
4.250 |
0.6884 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7180 |
| PP |
0.7137 |
0.7164 |
| S1 |
0.7135 |
0.7148 |
|