CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7246 |
0.7248 |
0.0003 |
0.0% |
0.7408 |
| High |
0.7263 |
0.7263 |
0.0001 |
0.0% |
0.7409 |
| Low |
0.7227 |
0.7190 |
-0.0037 |
-0.5% |
0.7240 |
| Close |
0.7250 |
0.7215 |
-0.0035 |
-0.5% |
0.7274 |
| Range |
0.0036 |
0.0073 |
0.0037 |
102.8% |
0.0170 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
155,099 |
173,854 |
18,755 |
12.1% |
756,228 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7401 |
0.7255 |
|
| R3 |
0.7369 |
0.7328 |
0.7235 |
|
| R2 |
0.7296 |
0.7296 |
0.7228 |
|
| R1 |
0.7255 |
0.7255 |
0.7221 |
0.7239 |
| PP |
0.7223 |
0.7223 |
0.7223 |
0.7214 |
| S1 |
0.7182 |
0.7182 |
0.7208 |
0.7166 |
| S2 |
0.7150 |
0.7150 |
0.7201 |
|
| S3 |
0.7077 |
0.7109 |
0.7194 |
|
| S4 |
0.7004 |
0.7036 |
0.7174 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7714 |
0.7367 |
|
| R3 |
0.7646 |
0.7545 |
0.7320 |
|
| R2 |
0.7477 |
0.7477 |
0.7305 |
|
| R1 |
0.7375 |
0.7375 |
0.7289 |
0.7341 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7290 |
| S1 |
0.7206 |
0.7206 |
0.7258 |
0.7172 |
| S2 |
0.7138 |
0.7138 |
0.7242 |
|
| S3 |
0.6968 |
0.7036 |
0.7227 |
|
| S4 |
0.6799 |
0.6867 |
0.7180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7317 |
0.7190 |
0.0127 |
1.8% |
0.0063 |
0.9% |
19% |
False |
True |
172,779 |
| 10 |
0.7520 |
0.7190 |
0.0330 |
4.6% |
0.0062 |
0.9% |
7% |
False |
True |
152,875 |
| 20 |
0.7565 |
0.7190 |
0.0375 |
5.2% |
0.0070 |
1.0% |
7% |
False |
True |
160,838 |
| 40 |
0.7743 |
0.7190 |
0.0553 |
7.7% |
0.0070 |
1.0% |
4% |
False |
True |
150,186 |
| 60 |
0.7811 |
0.7190 |
0.0621 |
8.6% |
0.0079 |
1.1% |
4% |
False |
True |
150,575 |
| 80 |
0.7951 |
0.7190 |
0.0761 |
10.5% |
0.0080 |
1.1% |
3% |
False |
True |
113,161 |
| 100 |
0.8027 |
0.7190 |
0.0837 |
11.6% |
0.0085 |
1.2% |
3% |
False |
True |
90,579 |
| 120 |
0.8027 |
0.7190 |
0.0837 |
11.6% |
0.0085 |
1.2% |
3% |
False |
True |
75,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7573 |
|
2.618 |
0.7454 |
|
1.618 |
0.7381 |
|
1.000 |
0.7336 |
|
0.618 |
0.7308 |
|
HIGH |
0.7263 |
|
0.618 |
0.7235 |
|
0.500 |
0.7227 |
|
0.382 |
0.7218 |
|
LOW |
0.7190 |
|
0.618 |
0.7145 |
|
1.000 |
0.7117 |
|
1.618 |
0.7072 |
|
2.618 |
0.6999 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7227 |
0.7247 |
| PP |
0.7223 |
0.7236 |
| S1 |
0.7219 |
0.7225 |
|