CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7117 |
0.7130 |
0.0013 |
0.2% |
0.7281 |
| High |
0.7167 |
0.7161 |
-0.0007 |
-0.1% |
0.7333 |
| Low |
0.7113 |
0.7115 |
0.0002 |
0.0% |
0.7107 |
| Close |
0.7132 |
0.7152 |
0.0020 |
0.3% |
0.7114 |
| Range |
0.0054 |
0.0046 |
-0.0009 |
-15.7% |
0.0227 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
155,196 |
136,377 |
-18,819 |
-12.1% |
913,944 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7279 |
0.7261 |
0.7177 |
|
| R3 |
0.7233 |
0.7215 |
0.7164 |
|
| R2 |
0.7188 |
0.7188 |
0.7160 |
|
| R1 |
0.7170 |
0.7170 |
0.7156 |
0.7179 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7147 |
| S1 |
0.7124 |
0.7124 |
0.7147 |
0.7133 |
| S2 |
0.7097 |
0.7097 |
0.7143 |
|
| S3 |
0.7051 |
0.7079 |
0.7139 |
|
| S4 |
0.7006 |
0.7033 |
0.7126 |
|
|
| 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 |
0.7275 |
0.7107 |
0.0169 |
2.4% |
0.0070 |
1.0% |
27% |
False |
False |
165,365 |
| 10 |
0.7359 |
0.7107 |
0.0252 |
3.5% |
0.0077 |
1.1% |
18% |
False |
False |
193,261 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0067 |
0.9% |
46% |
False |
False |
194,153 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0065 |
0.9% |
46% |
False |
False |
142,064 |
| 60 |
0.7644 |
0.6976 |
0.0669 |
9.3% |
0.0065 |
0.9% |
26% |
False |
False |
94,970 |
| 80 |
0.7842 |
0.6976 |
0.0866 |
12.1% |
0.0062 |
0.9% |
20% |
False |
False |
71,259 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.0% |
0.0061 |
0.9% |
19% |
False |
False |
57,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7280 |
|
1.618 |
0.7234 |
|
1.000 |
0.7206 |
|
0.618 |
0.7189 |
|
HIGH |
0.7161 |
|
0.618 |
0.7143 |
|
0.500 |
0.7138 |
|
0.382 |
0.7132 |
|
LOW |
0.7115 |
|
0.618 |
0.7087 |
|
1.000 |
0.7070 |
|
1.618 |
0.7041 |
|
2.618 |
0.6996 |
|
4.250 |
0.6922 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7147 |
0.7163 |
| PP |
0.7142 |
0.7159 |
| S1 |
0.7138 |
0.7155 |
|