CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7742 |
0.7751 |
0.0009 |
0.1% |
0.7710 |
| High |
0.7811 |
0.7758 |
-0.0053 |
-0.7% |
0.7811 |
| Low |
0.7734 |
0.7684 |
-0.0050 |
-0.6% |
0.7617 |
| Close |
0.7746 |
0.7695 |
-0.0051 |
-0.7% |
0.7746 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0195 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
192,041 |
127,844 |
-64,197 |
-33.4% |
903,529 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7890 |
0.7736 |
|
| R3 |
0.7861 |
0.7815 |
0.7715 |
|
| R2 |
0.7787 |
0.7787 |
0.7709 |
|
| R1 |
0.7741 |
0.7741 |
0.7702 |
0.7727 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7705 |
| S1 |
0.7666 |
0.7666 |
0.7688 |
0.7652 |
| S2 |
0.7638 |
0.7638 |
0.7681 |
|
| S3 |
0.7563 |
0.7592 |
0.7675 |
|
| S4 |
0.7489 |
0.7517 |
0.7654 |
|
|
| 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% |
0.0088 |
1.1% |
40% |
False |
False |
163,487 |
| 10 |
0.7811 |
0.7506 |
0.0305 |
4.0% |
0.0109 |
1.4% |
62% |
False |
False |
194,291 |
| 20 |
0.7811 |
0.7364 |
0.0447 |
5.8% |
0.0096 |
1.3% |
74% |
False |
False |
144,835 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.6% |
0.0089 |
1.2% |
56% |
False |
False |
72,793 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0095 |
1.2% |
50% |
False |
False |
48,611 |
| 80 |
0.8027 |
0.7362 |
0.0665 |
8.6% |
0.0093 |
1.2% |
50% |
False |
False |
36,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.7953 |
|
1.618 |
0.7879 |
|
1.000 |
0.7833 |
|
0.618 |
0.7804 |
|
HIGH |
0.7758 |
|
0.618 |
0.7730 |
|
0.500 |
0.7721 |
|
0.382 |
0.7712 |
|
LOW |
0.7684 |
|
0.618 |
0.7637 |
|
1.000 |
0.7609 |
|
1.618 |
0.7563 |
|
2.618 |
0.7488 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7747 |
| PP |
0.7712 |
0.7730 |
| S1 |
0.7704 |
0.7712 |
|