CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7581 |
0.7710 |
0.0130 |
1.7% |
0.7572 |
| High |
0.7704 |
0.7763 |
0.0059 |
0.8% |
0.7704 |
| Low |
0.7581 |
0.7639 |
0.0059 |
0.8% |
0.7506 |
| Close |
0.7699 |
0.7719 |
0.0020 |
0.3% |
0.7699 |
| Range |
0.0124 |
0.0124 |
0.0000 |
0.0% |
0.0198 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.8% |
0.0000 |
| Volume |
183,415 |
213,935 |
30,520 |
16.6% |
1,196,412 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8021 |
0.7786 |
|
| R3 |
0.7954 |
0.7898 |
0.7752 |
|
| R2 |
0.7830 |
0.7830 |
0.7741 |
|
| R1 |
0.7774 |
0.7774 |
0.7730 |
0.7802 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7721 |
| S1 |
0.7651 |
0.7651 |
0.7707 |
0.7679 |
| S2 |
0.7583 |
0.7583 |
0.7696 |
|
| S3 |
0.7460 |
0.7527 |
0.7685 |
|
| S4 |
0.7336 |
0.7404 |
0.7651 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8163 |
0.7808 |
|
| R3 |
0.8032 |
0.7965 |
0.7753 |
|
| R2 |
0.7834 |
0.7834 |
0.7735 |
|
| R1 |
0.7767 |
0.7767 |
0.7717 |
0.7801 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7653 |
| S1 |
0.7569 |
0.7569 |
0.7681 |
0.7603 |
| S2 |
0.7438 |
0.7438 |
0.7663 |
|
| S3 |
0.7240 |
0.7371 |
0.7645 |
|
| S4 |
0.7042 |
0.7173 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7763 |
0.7506 |
0.0257 |
3.3% |
0.0129 |
1.7% |
83% |
True |
False |
225,096 |
| 10 |
0.7763 |
0.7364 |
0.0399 |
5.2% |
0.0120 |
1.6% |
89% |
True |
False |
201,105 |
| 20 |
0.7763 |
0.7364 |
0.0399 |
5.2% |
0.0090 |
1.2% |
89% |
True |
False |
104,205 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.6% |
0.0087 |
1.1% |
60% |
False |
False |
52,368 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0091 |
1.2% |
53% |
False |
False |
34,992 |
| 80 |
0.8027 |
0.7286 |
0.0741 |
9.6% |
0.0089 |
1.2% |
58% |
False |
False |
26,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8287 |
|
2.618 |
0.8086 |
|
1.618 |
0.7962 |
|
1.000 |
0.7886 |
|
0.618 |
0.7839 |
|
HIGH |
0.7763 |
|
0.618 |
0.7715 |
|
0.500 |
0.7701 |
|
0.382 |
0.7686 |
|
LOW |
0.7639 |
|
0.618 |
0.7563 |
|
1.000 |
0.7516 |
|
1.618 |
0.7439 |
|
2.618 |
0.7316 |
|
4.250 |
0.7114 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7702 |
| PP |
0.7707 |
0.7686 |
| S1 |
0.7701 |
0.7670 |
|