CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7191 |
0.7230 |
0.0040 |
0.5% |
0.7117 |
High |
0.7264 |
0.7302 |
0.0038 |
0.5% |
0.7302 |
Low |
0.7132 |
0.7050 |
-0.0082 |
-1.1% |
0.7050 |
Close |
0.7234 |
0.7148 |
-0.0086 |
-1.2% |
0.7148 |
Range |
0.0132 |
0.0252 |
0.0120 |
91.3% |
0.0252 |
ATR |
0.0073 |
0.0086 |
0.0013 |
17.5% |
0.0000 |
Volume |
246,871 |
303,065 |
56,194 |
22.8% |
976,443 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7921 |
0.7786 |
0.7286 |
|
R3 |
0.7670 |
0.7535 |
0.7217 |
|
R2 |
0.7418 |
0.7418 |
0.7194 |
|
R1 |
0.7283 |
0.7283 |
0.7171 |
0.7225 |
PP |
0.7167 |
0.7167 |
0.7167 |
0.7137 |
S1 |
0.7032 |
0.7032 |
0.7125 |
0.6973 |
S2 |
0.6915 |
0.6915 |
0.7102 |
|
S3 |
0.6664 |
0.6780 |
0.7079 |
|
S4 |
0.6412 |
0.6529 |
0.7010 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7921 |
0.7786 |
0.7286 |
|
R3 |
0.7670 |
0.7535 |
0.7217 |
|
R2 |
0.7418 |
0.7418 |
0.7194 |
|
R1 |
0.7283 |
0.7283 |
0.7171 |
0.7351 |
PP |
0.7167 |
0.7167 |
0.7167 |
0.7200 |
S1 |
0.7032 |
0.7032 |
0.7125 |
0.7099 |
S2 |
0.6915 |
0.6915 |
0.7102 |
|
S3 |
0.6664 |
0.6780 |
0.7079 |
|
S4 |
0.6412 |
0.6529 |
0.7010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7302 |
0.7050 |
0.0252 |
3.5% |
0.0109 |
1.5% |
39% |
True |
True |
195,288 |
10 |
0.7333 |
0.7050 |
0.0283 |
4.0% |
0.0095 |
1.3% |
35% |
False |
True |
189,038 |
20 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0083 |
1.2% |
45% |
False |
False |
203,541 |
40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0072 |
1.0% |
45% |
False |
False |
158,958 |
60 |
0.7638 |
0.6976 |
0.0663 |
9.3% |
0.0068 |
0.9% |
26% |
False |
False |
106,361 |
80 |
0.7842 |
0.6976 |
0.0866 |
12.1% |
0.0065 |
0.9% |
20% |
False |
False |
79,815 |
100 |
0.7904 |
0.6976 |
0.0929 |
13.0% |
0.0064 |
0.9% |
19% |
False |
False |
63,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8370 |
2.618 |
0.7960 |
1.618 |
0.7708 |
1.000 |
0.7553 |
0.618 |
0.7457 |
HIGH |
0.7302 |
0.618 |
0.7205 |
0.500 |
0.7176 |
0.382 |
0.7146 |
LOW |
0.7050 |
0.618 |
0.6895 |
1.000 |
0.6799 |
1.618 |
0.6643 |
2.618 |
0.6392 |
4.250 |
0.5981 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7176 |
0.7176 |
PP |
0.7167 |
0.7167 |
S1 |
0.7157 |
0.7157 |
|