CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7395 |
0.0059 |
0.8% |
0.7452 |
| High |
0.7388 |
0.7410 |
0.0023 |
0.3% |
0.7466 |
| Low |
0.7330 |
0.7387 |
0.0057 |
0.8% |
0.7341 |
| Close |
0.7382 |
0.7410 |
0.0029 |
0.4% |
0.7344 |
| Range |
0.0058 |
0.0024 |
-0.0034 |
-59.1% |
0.0126 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
20 |
17 |
-3 |
-15.0% |
155 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7465 |
0.7423 |
|
| R3 |
0.7449 |
0.7441 |
0.7416 |
|
| R2 |
0.7426 |
0.7426 |
0.7414 |
|
| R1 |
0.7418 |
0.7418 |
0.7412 |
0.7422 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7404 |
| S1 |
0.7394 |
0.7394 |
0.7408 |
0.7398 |
| S2 |
0.7379 |
0.7379 |
0.7406 |
|
| S3 |
0.7355 |
0.7371 |
0.7404 |
|
| S4 |
0.7332 |
0.7347 |
0.7397 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7677 |
0.7413 |
|
| R3 |
0.7634 |
0.7552 |
0.7378 |
|
| R2 |
0.7509 |
0.7509 |
0.7367 |
|
| R1 |
0.7426 |
0.7426 |
0.7355 |
0.7405 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7373 |
| S1 |
0.7301 |
0.7301 |
0.7332 |
0.7279 |
| S2 |
0.7258 |
0.7258 |
0.7320 |
|
| S3 |
0.7132 |
0.7175 |
0.7309 |
|
| S4 |
0.7007 |
0.7050 |
0.7274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7466 |
0.7330 |
0.0136 |
1.8% |
0.0044 |
0.6% |
59% |
False |
False |
38 |
| 10 |
0.7511 |
0.7330 |
0.0181 |
2.4% |
0.0034 |
0.5% |
44% |
False |
False |
19 |
| 20 |
0.7716 |
0.7330 |
0.0386 |
5.2% |
0.0027 |
0.4% |
21% |
False |
False |
17 |
| 40 |
0.7907 |
0.7330 |
0.0577 |
7.8% |
0.0025 |
0.3% |
14% |
False |
False |
10 |
| 60 |
0.7990 |
0.7330 |
0.0660 |
8.9% |
0.0027 |
0.4% |
12% |
False |
False |
13 |
| 80 |
0.8051 |
0.7330 |
0.0721 |
9.7% |
0.0028 |
0.4% |
11% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7472 |
|
1.618 |
0.7448 |
|
1.000 |
0.7434 |
|
0.618 |
0.7425 |
|
HIGH |
0.7410 |
|
0.618 |
0.7401 |
|
0.500 |
0.7398 |
|
0.382 |
0.7395 |
|
LOW |
0.7387 |
|
0.618 |
0.7372 |
|
1.000 |
0.7363 |
|
1.618 |
0.7348 |
|
2.618 |
0.7325 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7397 |
| PP |
0.7402 |
0.7383 |
| S1 |
0.7398 |
0.7370 |
|