CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7600 |
0.0022 |
0.3% |
0.7487 |
| High |
0.7638 |
0.7622 |
-0.0016 |
-0.2% |
0.7638 |
| Low |
0.7572 |
0.7554 |
-0.0018 |
-0.2% |
0.7409 |
| Close |
0.7608 |
0.7571 |
-0.0037 |
-0.5% |
0.7571 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0230 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
265 |
97 |
-168 |
-63.4% |
1,197 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7747 |
0.7608 |
|
| R3 |
0.7718 |
0.7679 |
0.7590 |
|
| R2 |
0.7650 |
0.7650 |
0.7583 |
|
| R1 |
0.7611 |
0.7611 |
0.7577 |
0.7597 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7575 |
| S1 |
0.7543 |
0.7543 |
0.7565 |
0.7529 |
| S2 |
0.7514 |
0.7514 |
0.7559 |
|
| S3 |
0.7446 |
0.7475 |
0.7552 |
|
| S4 |
0.7378 |
0.7407 |
0.7534 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8129 |
0.7697 |
|
| R3 |
0.7998 |
0.7899 |
0.7634 |
|
| R2 |
0.7769 |
0.7769 |
0.7613 |
|
| R1 |
0.7670 |
0.7670 |
0.7592 |
0.7719 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7564 |
| S1 |
0.7440 |
0.7440 |
0.7550 |
0.7490 |
| S2 |
0.7310 |
0.7310 |
0.7529 |
|
| S3 |
0.7080 |
0.7211 |
0.7508 |
|
| S4 |
0.6851 |
0.6981 |
0.7445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7638 |
0.7409 |
0.0230 |
3.0% |
0.0075 |
1.0% |
71% |
False |
False |
239 |
| 10 |
0.7678 |
0.7409 |
0.0269 |
3.6% |
0.0070 |
0.9% |
60% |
False |
False |
276 |
| 20 |
0.7750 |
0.7409 |
0.0342 |
4.5% |
0.0062 |
0.8% |
48% |
False |
False |
205 |
| 40 |
0.7904 |
0.7409 |
0.0496 |
6.5% |
0.0061 |
0.8% |
33% |
False |
False |
152 |
| 60 |
0.7946 |
0.7409 |
0.0537 |
7.1% |
0.0053 |
0.7% |
30% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7800 |
|
1.618 |
0.7732 |
|
1.000 |
0.7690 |
|
0.618 |
0.7664 |
|
HIGH |
0.7622 |
|
0.618 |
0.7596 |
|
0.500 |
0.7588 |
|
0.382 |
0.7580 |
|
LOW |
0.7554 |
|
0.618 |
0.7512 |
|
1.000 |
0.7486 |
|
1.618 |
0.7444 |
|
2.618 |
0.7376 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7566 |
| PP |
0.7582 |
0.7561 |
| S1 |
0.7577 |
0.7556 |
|