CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7130 |
0.7155 |
0.0025 |
0.4% |
0.7281 |
| High |
0.7161 |
0.7207 |
0.0047 |
0.6% |
0.7333 |
| Low |
0.7115 |
0.7143 |
0.0028 |
0.4% |
0.7107 |
| Close |
0.7152 |
0.7203 |
0.0052 |
0.7% |
0.7114 |
| Range |
0.0046 |
0.0065 |
0.0019 |
41.8% |
0.0227 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
136,377 |
134,934 |
-1,443 |
-1.1% |
913,944 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7378 |
0.7355 |
0.7238 |
|
| R3 |
0.7313 |
0.7290 |
0.7221 |
|
| R2 |
0.7249 |
0.7249 |
0.7215 |
|
| R1 |
0.7226 |
0.7226 |
0.7209 |
0.7237 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7190 |
| S1 |
0.7161 |
0.7161 |
0.7197 |
0.7173 |
| S2 |
0.7120 |
0.7120 |
0.7191 |
|
| S3 |
0.7055 |
0.7097 |
0.7185 |
|
| S4 |
0.6991 |
0.7032 |
0.7168 |
|
|
| 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 |
0.7254 |
0.7107 |
0.0147 |
2.0% |
0.0070 |
1.0% |
66% |
False |
False |
159,895 |
| 10 |
0.7359 |
0.7107 |
0.0252 |
3.5% |
0.0072 |
1.0% |
38% |
False |
False |
179,831 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0068 |
0.9% |
59% |
False |
False |
193,255 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0065 |
0.9% |
59% |
False |
False |
145,401 |
| 60 |
0.7638 |
0.6976 |
0.0663 |
9.2% |
0.0064 |
0.9% |
34% |
False |
False |
97,205 |
| 80 |
0.7842 |
0.6976 |
0.0866 |
12.0% |
0.0062 |
0.9% |
26% |
False |
False |
72,946 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.9% |
0.0061 |
0.8% |
25% |
False |
False |
58,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7376 |
|
1.618 |
0.7311 |
|
1.000 |
0.7272 |
|
0.618 |
0.7247 |
|
HIGH |
0.7207 |
|
0.618 |
0.7182 |
|
0.500 |
0.7175 |
|
0.382 |
0.7167 |
|
LOW |
0.7143 |
|
0.618 |
0.7103 |
|
1.000 |
0.7078 |
|
1.618 |
0.7038 |
|
2.618 |
0.6974 |
|
4.250 |
0.6868 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7189 |
| PP |
0.7184 |
0.7174 |
| S1 |
0.7175 |
0.7160 |
|