CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7253 |
-0.0073 |
-1.0% |
0.7386 |
| High |
0.7337 |
0.7279 |
-0.0058 |
-0.8% |
0.7391 |
| Low |
0.7252 |
0.7235 |
-0.0017 |
-0.2% |
0.7252 |
| Close |
0.7257 |
0.7278 |
0.0021 |
0.3% |
0.7257 |
| Range |
0.0085 |
0.0044 |
-0.0041 |
-48.2% |
0.0140 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
185 |
59 |
-126 |
-68.1% |
461 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7381 |
0.7302 |
|
| R3 |
0.7352 |
0.7337 |
0.7290 |
|
| R2 |
0.7308 |
0.7308 |
0.7286 |
|
| R1 |
0.7293 |
0.7293 |
0.7282 |
0.7300 |
| PP |
0.7264 |
0.7264 |
0.7264 |
0.7267 |
| S1 |
0.7249 |
0.7249 |
0.7273 |
0.7256 |
| S2 |
0.7220 |
0.7220 |
0.7269 |
|
| S3 |
0.7176 |
0.7205 |
0.7265 |
|
| S4 |
0.7132 |
0.7161 |
0.7253 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7627 |
0.7334 |
|
| R3 |
0.7579 |
0.7488 |
0.7295 |
|
| R2 |
0.7439 |
0.7439 |
0.7283 |
|
| R1 |
0.7348 |
0.7348 |
0.7270 |
0.7324 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7288 |
| S1 |
0.7209 |
0.7209 |
0.7244 |
0.7185 |
| S2 |
0.7160 |
0.7160 |
0.7231 |
|
| S3 |
0.7021 |
0.7069 |
0.7219 |
|
| S4 |
0.6881 |
0.6930 |
0.7180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7389 |
0.7235 |
0.0155 |
2.1% |
0.0050 |
0.7% |
28% |
False |
True |
93 |
| 10 |
0.7418 |
0.7235 |
0.0184 |
2.5% |
0.0042 |
0.6% |
23% |
False |
True |
69 |
| 20 |
0.7466 |
0.7235 |
0.0232 |
3.2% |
0.0038 |
0.5% |
19% |
False |
True |
47 |
| 40 |
0.7772 |
0.7235 |
0.0538 |
7.4% |
0.0028 |
0.4% |
8% |
False |
True |
28 |
| 60 |
0.7940 |
0.7235 |
0.0705 |
9.7% |
0.0029 |
0.4% |
6% |
False |
True |
21 |
| 80 |
0.7990 |
0.7235 |
0.0755 |
10.4% |
0.0029 |
0.4% |
6% |
False |
True |
21 |
| 100 |
0.8141 |
0.7235 |
0.0906 |
12.4% |
0.0030 |
0.4% |
5% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7394 |
|
1.618 |
0.7350 |
|
1.000 |
0.7323 |
|
0.618 |
0.7306 |
|
HIGH |
0.7279 |
|
0.618 |
0.7262 |
|
0.500 |
0.7257 |
|
0.382 |
0.7251 |
|
LOW |
0.7235 |
|
0.618 |
0.7207 |
|
1.000 |
0.7191 |
|
1.618 |
0.7163 |
|
2.618 |
0.7119 |
|
4.250 |
0.7048 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7271 |
0.7287 |
| PP |
0.7264 |
0.7284 |
| S1 |
0.7257 |
0.7281 |
|