CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7694 |
-0.0057 |
-0.7% |
0.7710 |
| High |
0.7758 |
0.7763 |
0.0005 |
0.1% |
0.7811 |
| Low |
0.7684 |
0.7694 |
0.0010 |
0.1% |
0.7617 |
| Close |
0.7695 |
0.7740 |
0.0045 |
0.6% |
0.7746 |
| Range |
0.0075 |
0.0070 |
-0.0005 |
-6.7% |
0.0195 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
127,844 |
133,900 |
6,056 |
4.7% |
903,529 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7910 |
0.7778 |
|
| R3 |
0.7871 |
0.7840 |
0.7759 |
|
| R2 |
0.7802 |
0.7802 |
0.7752 |
|
| R1 |
0.7771 |
0.7771 |
0.7746 |
0.7786 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7740 |
| S1 |
0.7701 |
0.7701 |
0.7733 |
0.7717 |
| S2 |
0.7663 |
0.7663 |
0.7727 |
|
| S3 |
0.7593 |
0.7632 |
0.7720 |
|
| S4 |
0.7524 |
0.7562 |
0.7701 |
|
|
| 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% |
0.0083 |
1.1% |
63% |
False |
False |
161,963 |
| 10 |
0.7811 |
0.7506 |
0.0305 |
3.9% |
0.0105 |
1.4% |
77% |
False |
False |
186,219 |
| 20 |
0.7811 |
0.7364 |
0.0447 |
5.8% |
0.0097 |
1.2% |
84% |
False |
False |
151,352 |
| 40 |
0.7951 |
0.7364 |
0.0587 |
7.6% |
0.0089 |
1.1% |
64% |
False |
False |
76,136 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0094 |
1.2% |
57% |
False |
False |
50,842 |
| 80 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0093 |
1.2% |
57% |
False |
False |
38,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7945 |
|
1.618 |
0.7875 |
|
1.000 |
0.7833 |
|
0.618 |
0.7806 |
|
HIGH |
0.7763 |
|
0.618 |
0.7736 |
|
0.500 |
0.7728 |
|
0.382 |
0.7720 |
|
LOW |
0.7694 |
|
0.618 |
0.7651 |
|
1.000 |
0.7624 |
|
1.618 |
0.7581 |
|
2.618 |
0.7512 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7747 |
| PP |
0.7732 |
0.7745 |
| S1 |
0.7728 |
0.7742 |
|