CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7165 |
-0.0001 |
0.0% |
0.7253 |
| High |
0.7182 |
0.7168 |
-0.0015 |
-0.2% |
0.7279 |
| Low |
0.7159 |
0.7130 |
-0.0029 |
-0.4% |
0.7148 |
| Close |
0.7166 |
0.7136 |
-0.0030 |
-0.4% |
0.7149 |
| Range |
0.0024 |
0.0038 |
0.0014 |
59.6% |
0.0131 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
42 |
17 |
-25 |
-59.5% |
148 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7257 |
0.7234 |
0.7157 |
|
| R3 |
0.7220 |
0.7197 |
0.7146 |
|
| R2 |
0.7182 |
0.7182 |
0.7143 |
|
| R1 |
0.7159 |
0.7159 |
0.7139 |
0.7152 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7141 |
| S1 |
0.7122 |
0.7122 |
0.7133 |
0.7114 |
| S2 |
0.7107 |
0.7107 |
0.7129 |
|
| S3 |
0.7070 |
0.7084 |
0.7126 |
|
| S4 |
0.7032 |
0.7047 |
0.7115 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7498 |
0.7221 |
|
| R3 |
0.7454 |
0.7367 |
0.7185 |
|
| R2 |
0.7323 |
0.7323 |
0.7173 |
|
| R1 |
0.7236 |
0.7236 |
0.7161 |
0.7214 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7181 |
| S1 |
0.7105 |
0.7105 |
0.7137 |
0.7083 |
| S2 |
0.7061 |
0.7061 |
0.7125 |
|
| S3 |
0.6930 |
0.6974 |
0.7113 |
|
| S4 |
0.6799 |
0.6843 |
0.7077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7276 |
0.7130 |
0.0146 |
2.0% |
0.0045 |
0.6% |
4% |
False |
True |
29 |
| 10 |
0.7389 |
0.7130 |
0.0259 |
3.6% |
0.0048 |
0.7% |
2% |
False |
True |
61 |
| 20 |
0.7437 |
0.7130 |
0.0307 |
4.3% |
0.0043 |
0.6% |
2% |
False |
True |
47 |
| 40 |
0.7716 |
0.7130 |
0.0586 |
8.2% |
0.0033 |
0.5% |
1% |
False |
True |
31 |
| 60 |
0.7907 |
0.7130 |
0.0777 |
10.9% |
0.0032 |
0.4% |
1% |
False |
True |
22 |
| 80 |
0.7990 |
0.7130 |
0.0860 |
12.0% |
0.0031 |
0.4% |
1% |
False |
True |
21 |
| 100 |
0.8141 |
0.7130 |
0.1011 |
14.2% |
0.0032 |
0.4% |
1% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7327 |
|
2.618 |
0.7266 |
|
1.618 |
0.7228 |
|
1.000 |
0.7205 |
|
0.618 |
0.7191 |
|
HIGH |
0.7168 |
|
0.618 |
0.7153 |
|
0.500 |
0.7149 |
|
0.382 |
0.7144 |
|
LOW |
0.7130 |
|
0.618 |
0.7107 |
|
1.000 |
0.7093 |
|
1.618 |
0.7069 |
|
2.618 |
0.7032 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7149 |
0.7166 |
| PP |
0.7145 |
0.7156 |
| S1 |
0.7140 |
0.7146 |
|