CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7742 |
0.0030 |
0.4% |
0.7710 |
| High |
0.7771 |
0.7811 |
0.0041 |
0.5% |
0.7811 |
| Low |
0.7692 |
0.7734 |
0.0042 |
0.5% |
0.7617 |
| Close |
0.7752 |
0.7746 |
-0.0007 |
-0.1% |
0.7746 |
| Range |
0.0079 |
0.0078 |
-0.0002 |
-1.9% |
0.0195 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
184,929 |
192,041 |
7,112 |
3.8% |
903,529 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7948 |
0.7788 |
|
| R3 |
0.7918 |
0.7871 |
0.7767 |
|
| R2 |
0.7841 |
0.7841 |
0.7760 |
|
| R1 |
0.7793 |
0.7793 |
0.7753 |
0.7817 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7775 |
| S1 |
0.7716 |
0.7716 |
0.7738 |
0.7740 |
| S2 |
0.7686 |
0.7686 |
0.7731 |
|
| S3 |
0.7608 |
0.7638 |
0.7724 |
|
| S4 |
0.7531 |
0.7561 |
0.7703 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8221 |
0.7852 |
|
| R3 |
0.8113 |
0.8027 |
0.7799 |
|
| R2 |
0.7919 |
0.7919 |
0.7781 |
|
| R1 |
0.7832 |
0.7832 |
0.7763 |
0.7876 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7746 |
| S1 |
0.7638 |
0.7638 |
0.7728 |
0.7681 |
| S2 |
0.7530 |
0.7530 |
0.7710 |
|
| S3 |
0.7335 |
0.7443 |
0.7692 |
|
| S4 |
0.7141 |
0.7249 |
0.7639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7811 |
0.7617 |
0.0195 |
2.5% |
0.0098 |
1.3% |
66% |
True |
False |
180,705 |
| 10 |
0.7811 |
0.7506 |
0.0305 |
3.9% |
0.0117 |
1.5% |
79% |
True |
False |
209,994 |
| 20 |
0.7811 |
0.7364 |
0.0447 |
5.8% |
0.0094 |
1.2% |
85% |
True |
False |
138,469 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.6% |
0.0088 |
1.1% |
65% |
False |
False |
69,600 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0094 |
1.2% |
58% |
False |
False |
46,480 |
| 80 |
0.8027 |
0.7362 |
0.0665 |
8.6% |
0.0092 |
1.2% |
58% |
False |
False |
34,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8140 |
|
2.618 |
0.8014 |
|
1.618 |
0.7936 |
|
1.000 |
0.7889 |
|
0.618 |
0.7859 |
|
HIGH |
0.7811 |
|
0.618 |
0.7781 |
|
0.500 |
0.7772 |
|
0.382 |
0.7763 |
|
LOW |
0.7734 |
|
0.618 |
0.7686 |
|
1.000 |
0.7656 |
|
1.618 |
0.7608 |
|
2.618 |
0.7531 |
|
4.250 |
0.7404 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7772 |
0.7735 |
| PP |
0.7763 |
0.7724 |
| S1 |
0.7754 |
0.7714 |
|