CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7155 |
0.7191 |
0.0036 |
0.5% |
0.7281 |
| High |
0.7207 |
0.7264 |
0.0057 |
0.8% |
0.7333 |
| Low |
0.7143 |
0.7132 |
-0.0011 |
-0.1% |
0.7107 |
| Close |
0.7203 |
0.7234 |
0.0031 |
0.4% |
0.7114 |
| Range |
0.0065 |
0.0132 |
0.0067 |
103.9% |
0.0227 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
6.6% |
0.0000 |
| Volume |
134,934 |
246,871 |
111,937 |
83.0% |
913,944 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7551 |
0.7306 |
|
| R3 |
0.7473 |
0.7419 |
0.7270 |
|
| R2 |
0.7341 |
0.7341 |
0.7258 |
|
| R1 |
0.7288 |
0.7288 |
0.7246 |
0.7315 |
| PP |
0.7210 |
0.7210 |
0.7210 |
0.7223 |
| S1 |
0.7156 |
0.7156 |
0.7222 |
0.7183 |
| S2 |
0.7078 |
0.7078 |
0.7210 |
|
| S3 |
0.6947 |
0.7025 |
0.7198 |
|
| S4 |
0.6815 |
0.6893 |
0.7162 |
|
|
| 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 |
0.7264 |
0.7107 |
0.0157 |
2.2% |
0.0082 |
1.1% |
81% |
True |
False |
179,241 |
| 10 |
0.7359 |
0.7107 |
0.0252 |
3.5% |
0.0080 |
1.1% |
51% |
False |
False |
181,846 |
| 20 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0072 |
1.0% |
67% |
False |
False |
197,606 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.3% |
0.0067 |
0.9% |
67% |
False |
False |
151,476 |
| 60 |
0.7638 |
0.6976 |
0.0663 |
9.2% |
0.0065 |
0.9% |
39% |
False |
False |
101,315 |
| 80 |
0.7842 |
0.6976 |
0.0866 |
12.0% |
0.0063 |
0.9% |
30% |
False |
False |
76,028 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
12.8% |
0.0062 |
0.9% |
28% |
False |
False |
60,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7608 |
|
1.618 |
0.7476 |
|
1.000 |
0.7395 |
|
0.618 |
0.7345 |
|
HIGH |
0.7264 |
|
0.618 |
0.7213 |
|
0.500 |
0.7198 |
|
0.382 |
0.7182 |
|
LOW |
0.7132 |
|
0.618 |
0.7051 |
|
1.000 |
0.7001 |
|
1.618 |
0.6919 |
|
2.618 |
0.6788 |
|
4.250 |
0.6573 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7222 |
0.7219 |
| PP |
0.7210 |
0.7204 |
| S1 |
0.7198 |
0.7189 |
|