CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7408 |
-0.0067 |
-0.9% |
0.7462 |
| High |
0.7481 |
0.7409 |
-0.0072 |
-1.0% |
0.7520 |
| Low |
0.7404 |
0.7374 |
-0.0030 |
-0.4% |
0.7404 |
| Close |
0.7410 |
0.7387 |
-0.0023 |
-0.3% |
0.7410 |
| Range |
0.0077 |
0.0035 |
-0.0042 |
-54.2% |
0.0116 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
134,580 |
117,556 |
-17,024 |
-12.6% |
675,125 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7476 |
0.7406 |
|
| R3 |
0.7460 |
0.7441 |
0.7397 |
|
| R2 |
0.7425 |
0.7425 |
0.7393 |
|
| R1 |
0.7406 |
0.7406 |
0.7390 |
0.7398 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7386 |
| S1 |
0.7371 |
0.7371 |
0.7384 |
0.7363 |
| S2 |
0.7355 |
0.7355 |
0.7381 |
|
| S3 |
0.7320 |
0.7336 |
0.7377 |
|
| S4 |
0.7285 |
0.7301 |
0.7368 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7716 |
0.7473 |
|
| R3 |
0.7675 |
0.7600 |
0.7441 |
|
| R2 |
0.7560 |
0.7560 |
0.7431 |
|
| R1 |
0.7485 |
0.7485 |
0.7420 |
0.7465 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7434 |
| S1 |
0.7369 |
0.7369 |
0.7399 |
0.7349 |
| S2 |
0.7329 |
0.7329 |
0.7388 |
|
| S3 |
0.7213 |
0.7254 |
0.7378 |
|
| S4 |
0.7098 |
0.7138 |
0.7346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7520 |
0.7374 |
0.0146 |
2.0% |
0.0057 |
0.8% |
9% |
False |
True |
137,264 |
| 10 |
0.7540 |
0.7306 |
0.0234 |
3.2% |
0.0065 |
0.9% |
35% |
False |
False |
152,020 |
| 20 |
0.7579 |
0.7306 |
0.0274 |
3.7% |
0.0067 |
0.9% |
30% |
False |
False |
149,813 |
| 40 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0075 |
1.0% |
16% |
False |
False |
151,113 |
| 60 |
0.7811 |
0.7306 |
0.0506 |
6.8% |
0.0079 |
1.1% |
16% |
False |
False |
131,930 |
| 80 |
0.7953 |
0.7306 |
0.0647 |
8.8% |
0.0081 |
1.1% |
13% |
False |
False |
99,069 |
| 100 |
0.8027 |
0.7306 |
0.0722 |
9.8% |
0.0087 |
1.2% |
11% |
False |
False |
79,303 |
| 120 |
0.8027 |
0.7243 |
0.0785 |
10.6% |
0.0083 |
1.1% |
18% |
False |
False |
66,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7558 |
|
2.618 |
0.7501 |
|
1.618 |
0.7466 |
|
1.000 |
0.7444 |
|
0.618 |
0.7431 |
|
HIGH |
0.7409 |
|
0.618 |
0.7396 |
|
0.500 |
0.7392 |
|
0.382 |
0.7387 |
|
LOW |
0.7374 |
|
0.618 |
0.7352 |
|
1.000 |
0.7339 |
|
1.618 |
0.7317 |
|
2.618 |
0.7282 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7447 |
| PP |
0.7390 |
0.7427 |
| S1 |
0.7389 |
0.7407 |
|