CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7346 |
0.7247 |
-0.0100 |
-1.4% |
0.7220 |
High |
0.7410 |
0.7262 |
-0.0148 |
-2.0% |
0.7410 |
Low |
0.7192 |
0.7167 |
-0.0025 |
-0.3% |
0.7192 |
Close |
0.7253 |
0.7185 |
-0.0068 |
-0.9% |
0.7253 |
Range |
0.0218 |
0.0096 |
-0.0123 |
-56.2% |
0.0218 |
ATR |
0.0075 |
0.0076 |
0.0001 |
2.0% |
0.0000 |
Volume |
467 |
310 |
-157 |
-33.6% |
1,937 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7491 |
0.7434 |
0.7238 |
|
R3 |
0.7396 |
0.7338 |
0.7211 |
|
R2 |
0.7300 |
0.7300 |
0.7203 |
|
R1 |
0.7243 |
0.7243 |
0.7194 |
0.7224 |
PP |
0.7205 |
0.7205 |
0.7205 |
0.7195 |
S1 |
0.7147 |
0.7147 |
0.7176 |
0.7128 |
S2 |
0.7109 |
0.7109 |
0.7167 |
|
S3 |
0.7014 |
0.7052 |
0.7159 |
|
S4 |
0.6918 |
0.6956 |
0.7132 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7939 |
0.7814 |
0.7372 |
|
R3 |
0.7721 |
0.7596 |
0.7312 |
|
R2 |
0.7503 |
0.7503 |
0.7292 |
|
R1 |
0.7378 |
0.7378 |
0.7272 |
0.7440 |
PP |
0.7285 |
0.7285 |
0.7285 |
0.7316 |
S1 |
0.7160 |
0.7160 |
0.7233 |
0.7222 |
S2 |
0.7067 |
0.7067 |
0.7213 |
|
S3 |
0.6849 |
0.6942 |
0.7193 |
|
S4 |
0.6631 |
0.6724 |
0.7133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7410 |
0.7167 |
0.0243 |
3.4% |
0.0106 |
1.5% |
8% |
False |
True |
311 |
10 |
0.7427 |
0.7167 |
0.0260 |
3.6% |
0.0085 |
1.2% |
7% |
False |
True |
301 |
20 |
0.7465 |
0.7086 |
0.0379 |
5.3% |
0.0073 |
1.0% |
26% |
False |
False |
219 |
40 |
0.7465 |
0.7080 |
0.0385 |
5.4% |
0.0059 |
0.8% |
27% |
False |
False |
138 |
60 |
0.7716 |
0.7080 |
0.0636 |
8.8% |
0.0048 |
0.7% |
17% |
False |
False |
98 |
80 |
0.7890 |
0.7080 |
0.0810 |
11.3% |
0.0042 |
0.6% |
13% |
False |
False |
74 |
100 |
0.7990 |
0.7080 |
0.0910 |
12.7% |
0.0040 |
0.6% |
12% |
False |
False |
63 |
120 |
0.8051 |
0.7080 |
0.0971 |
13.5% |
0.0037 |
0.5% |
11% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7668 |
2.618 |
0.7512 |
1.618 |
0.7417 |
1.000 |
0.7358 |
0.618 |
0.7321 |
HIGH |
0.7262 |
0.618 |
0.7226 |
0.500 |
0.7214 |
0.382 |
0.7203 |
LOW |
0.7167 |
0.618 |
0.7107 |
1.000 |
0.7071 |
1.618 |
0.7012 |
2.618 |
0.6916 |
4.250 |
0.6761 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7214 |
0.7288 |
PP |
0.7205 |
0.7254 |
S1 |
0.7195 |
0.7219 |
|