CME Japanese Yen Future September 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 |
0.7585 |
0.7503 |
-0.0082 |
-1.1% |
0.7561 |
High |
0.7585 |
0.7508 |
-0.0077 |
-1.0% |
0.7619 |
Low |
0.7510 |
0.7480 |
-0.0030 |
-0.4% |
0.7510 |
Close |
0.7514 |
0.7490 |
-0.0024 |
-0.3% |
0.7514 |
Range |
0.0075 |
0.0028 |
-0.0047 |
-63.1% |
0.0109 |
ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
258 |
308 |
50 |
19.4% |
1,247 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7575 |
0.7560 |
0.7505 |
|
R3 |
0.7548 |
0.7533 |
0.7498 |
|
R2 |
0.7520 |
0.7520 |
0.7495 |
|
R1 |
0.7505 |
0.7505 |
0.7493 |
0.7499 |
PP |
0.7493 |
0.7493 |
0.7493 |
0.7489 |
S1 |
0.7478 |
0.7478 |
0.7487 |
0.7471 |
S2 |
0.7465 |
0.7465 |
0.7485 |
|
S3 |
0.7438 |
0.7450 |
0.7482 |
|
S4 |
0.7410 |
0.7423 |
0.7475 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7875 |
0.7803 |
0.7573 |
|
R3 |
0.7766 |
0.7694 |
0.7543 |
|
R2 |
0.7657 |
0.7657 |
0.7533 |
|
R1 |
0.7585 |
0.7585 |
0.7523 |
0.7566 |
PP |
0.7548 |
0.7548 |
0.7548 |
0.7538 |
S1 |
0.7476 |
0.7476 |
0.7504 |
0.7457 |
S2 |
0.7439 |
0.7439 |
0.7494 |
|
S3 |
0.7330 |
0.7367 |
0.7484 |
|
S4 |
0.7221 |
0.7258 |
0.7454 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7619 |
0.7480 |
0.0139 |
1.9% |
0.0050 |
0.7% |
7% |
False |
True |
255 |
10 |
0.7638 |
0.7409 |
0.0230 |
3.1% |
0.0058 |
0.8% |
36% |
False |
False |
252 |
20 |
0.7678 |
0.7409 |
0.0269 |
3.6% |
0.0056 |
0.7% |
30% |
False |
False |
237 |
40 |
0.7904 |
0.7409 |
0.0496 |
6.6% |
0.0057 |
0.8% |
16% |
False |
False |
162 |
60 |
0.7904 |
0.7409 |
0.0496 |
6.6% |
0.0053 |
0.7% |
16% |
False |
False |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7624 |
2.618 |
0.7579 |
1.618 |
0.7552 |
1.000 |
0.7535 |
0.618 |
0.7524 |
HIGH |
0.7508 |
0.618 |
0.7497 |
0.500 |
0.7494 |
0.382 |
0.7491 |
LOW |
0.7480 |
0.618 |
0.7463 |
1.000 |
0.7453 |
1.618 |
0.7436 |
2.618 |
0.7408 |
4.250 |
0.7363 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7550 |
PP |
0.7493 |
0.7530 |
S1 |
0.7491 |
0.7510 |
|