CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7219 |
0.7252 |
0.0034 |
0.5% |
0.7111 |
| High |
0.7259 |
0.7310 |
0.0052 |
0.7% |
0.7219 |
| Low |
0.7175 |
0.7252 |
0.0078 |
1.1% |
0.7086 |
| Close |
0.7259 |
0.7303 |
0.0044 |
0.6% |
0.7219 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.0% |
0.0133 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
100 |
134 |
34 |
34.0% |
286 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7462 |
0.7440 |
0.7334 |
|
| R3 |
0.7404 |
0.7382 |
0.7318 |
|
| R2 |
0.7346 |
0.7346 |
0.7313 |
|
| R1 |
0.7324 |
0.7324 |
0.7308 |
0.7335 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7294 |
| S1 |
0.7266 |
0.7266 |
0.7297 |
0.7277 |
| S2 |
0.7230 |
0.7230 |
0.7292 |
|
| S3 |
0.7172 |
0.7208 |
0.7287 |
|
| S4 |
0.7114 |
0.7150 |
0.7271 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7572 |
0.7528 |
0.7291 |
|
| R3 |
0.7439 |
0.7395 |
0.7255 |
|
| R2 |
0.7307 |
0.7307 |
0.7243 |
|
| R1 |
0.7263 |
0.7263 |
0.7231 |
0.7285 |
| PP |
0.7174 |
0.7174 |
0.7174 |
0.7185 |
| S1 |
0.7130 |
0.7130 |
0.7206 |
0.7152 |
| S2 |
0.7042 |
0.7042 |
0.7194 |
|
| S3 |
0.6909 |
0.6998 |
0.7182 |
|
| S4 |
0.6777 |
0.6865 |
0.7146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7310 |
0.7096 |
0.0215 |
2.9% |
0.0062 |
0.8% |
97% |
True |
False |
95 |
| 10 |
0.7310 |
0.7080 |
0.0230 |
3.1% |
0.0048 |
0.7% |
97% |
True |
False |
79 |
| 20 |
0.7391 |
0.7080 |
0.0311 |
4.3% |
0.0046 |
0.6% |
72% |
False |
False |
72 |
| 40 |
0.7679 |
0.7080 |
0.0599 |
8.2% |
0.0041 |
0.6% |
37% |
False |
False |
47 |
| 60 |
0.7836 |
0.7080 |
0.0756 |
10.4% |
0.0033 |
0.4% |
29% |
False |
False |
34 |
| 80 |
0.7990 |
0.7080 |
0.0910 |
12.5% |
0.0032 |
0.4% |
24% |
False |
False |
27 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.5% |
0.0031 |
0.4% |
24% |
False |
False |
26 |
| 120 |
0.8156 |
0.7080 |
0.1076 |
14.7% |
0.0032 |
0.4% |
21% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7462 |
|
1.618 |
0.7404 |
|
1.000 |
0.7368 |
|
0.618 |
0.7346 |
|
HIGH |
0.7310 |
|
0.618 |
0.7288 |
|
0.500 |
0.7281 |
|
0.382 |
0.7274 |
|
LOW |
0.7252 |
|
0.618 |
0.7216 |
|
1.000 |
0.7194 |
|
1.618 |
0.7158 |
|
2.618 |
0.7100 |
|
4.250 |
0.7006 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7295 |
0.7273 |
| PP |
0.7288 |
0.7244 |
| S1 |
0.7281 |
0.7214 |
|