CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7637 |
0.0047 |
0.6% |
0.7751 |
| High |
0.7650 |
0.7688 |
0.0038 |
0.5% |
0.7763 |
| Low |
0.7561 |
0.7593 |
0.0033 |
0.4% |
0.7571 |
| Close |
0.7640 |
0.7682 |
0.0042 |
0.5% |
0.7623 |
| Range |
0.0090 |
0.0095 |
0.0005 |
5.6% |
0.0192 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
129,727 |
165,244 |
35,517 |
27.4% |
733,016 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7904 |
0.7734 |
|
| R3 |
0.7843 |
0.7810 |
0.7708 |
|
| R2 |
0.7749 |
0.7749 |
0.7699 |
|
| R1 |
0.7715 |
0.7715 |
0.7691 |
0.7732 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7663 |
| S1 |
0.7621 |
0.7621 |
0.7673 |
0.7638 |
| S2 |
0.7560 |
0.7560 |
0.7665 |
|
| S3 |
0.7465 |
0.7526 |
0.7656 |
|
| S4 |
0.7371 |
0.7432 |
0.7630 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8117 |
0.7728 |
|
| R3 |
0.8036 |
0.7925 |
0.7675 |
|
| R2 |
0.7844 |
0.7844 |
0.7658 |
|
| R1 |
0.7733 |
0.7733 |
0.7640 |
0.7693 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7632 |
| S1 |
0.7541 |
0.7541 |
0.7605 |
0.7501 |
| S2 |
0.7460 |
0.7460 |
0.7587 |
|
| S3 |
0.7268 |
0.7349 |
0.7570 |
|
| S4 |
0.7076 |
0.7157 |
0.7517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7741 |
0.7561 |
0.0180 |
2.3% |
0.0083 |
1.1% |
68% |
False |
False |
153,248 |
| 10 |
0.7811 |
0.7561 |
0.0251 |
3.3% |
0.0083 |
1.1% |
49% |
False |
False |
157,605 |
| 20 |
0.7811 |
0.7364 |
0.0447 |
5.8% |
0.0102 |
1.3% |
71% |
False |
False |
182,542 |
| 40 |
0.7844 |
0.7364 |
0.0480 |
6.2% |
0.0088 |
1.1% |
66% |
False |
False |
95,249 |
| 60 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0090 |
1.2% |
48% |
False |
False |
63,600 |
| 80 |
0.8027 |
0.7364 |
0.0663 |
8.6% |
0.0092 |
1.2% |
48% |
False |
False |
47,731 |
| 100 |
0.8027 |
0.7032 |
0.0995 |
13.0% |
0.0086 |
1.1% |
65% |
False |
False |
38,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.7935 |
|
1.618 |
0.7840 |
|
1.000 |
0.7782 |
|
0.618 |
0.7746 |
|
HIGH |
0.7688 |
|
0.618 |
0.7651 |
|
0.500 |
0.7640 |
|
0.382 |
0.7629 |
|
LOW |
0.7593 |
|
0.618 |
0.7535 |
|
1.000 |
0.7499 |
|
1.618 |
0.7440 |
|
2.618 |
0.7346 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7668 |
0.7663 |
| PP |
0.7654 |
0.7643 |
| S1 |
0.7640 |
0.7624 |
|