CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7084 |
0.7111 |
0.0027 |
0.4% |
0.7166 |
| High |
0.7119 |
0.7111 |
-0.0008 |
-0.1% |
0.7182 |
| Low |
0.7080 |
0.7086 |
0.0006 |
0.1% |
0.7080 |
| Close |
0.7116 |
0.7095 |
-0.0021 |
-0.3% |
0.7116 |
| Range |
0.0039 |
0.0025 |
-0.0014 |
-36.4% |
0.0102 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
36 |
43 |
7 |
19.4% |
315 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7171 |
0.7157 |
0.7108 |
|
| R3 |
0.7146 |
0.7133 |
0.7102 |
|
| R2 |
0.7122 |
0.7122 |
0.7099 |
|
| R1 |
0.7108 |
0.7108 |
0.7097 |
0.7103 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7094 |
| S1 |
0.7084 |
0.7084 |
0.7093 |
0.7078 |
| S2 |
0.7073 |
0.7073 |
0.7091 |
|
| S3 |
0.7048 |
0.7059 |
0.7088 |
|
| S4 |
0.7024 |
0.7035 |
0.7082 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7376 |
0.7172 |
|
| R3 |
0.7330 |
0.7274 |
0.7144 |
|
| R2 |
0.7228 |
0.7228 |
0.7135 |
|
| R1 |
0.7172 |
0.7172 |
0.7125 |
0.7149 |
| PP |
0.7126 |
0.7126 |
0.7126 |
0.7115 |
| S1 |
0.7070 |
0.7070 |
0.7107 |
0.7047 |
| S2 |
0.7024 |
0.7024 |
0.7097 |
|
| S3 |
0.6922 |
0.6968 |
0.7088 |
|
| S4 |
0.6820 |
0.6866 |
0.7060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7168 |
0.7080 |
0.0088 |
1.2% |
0.0034 |
0.5% |
17% |
False |
False |
63 |
| 10 |
0.7279 |
0.7080 |
0.0199 |
2.8% |
0.0040 |
0.6% |
8% |
False |
False |
50 |
| 20 |
0.7418 |
0.7080 |
0.0338 |
4.8% |
0.0041 |
0.6% |
4% |
False |
False |
59 |
| 40 |
0.7716 |
0.7080 |
0.0636 |
9.0% |
0.0036 |
0.5% |
2% |
False |
False |
38 |
| 60 |
0.7869 |
0.7080 |
0.0789 |
11.1% |
0.0031 |
0.4% |
2% |
False |
False |
27 |
| 80 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0031 |
0.4% |
2% |
False |
False |
25 |
| 100 |
0.8051 |
0.7080 |
0.0971 |
13.7% |
0.0031 |
0.4% |
2% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7215 |
|
2.618 |
0.7175 |
|
1.618 |
0.7150 |
|
1.000 |
0.7135 |
|
0.618 |
0.7126 |
|
HIGH |
0.7111 |
|
0.618 |
0.7101 |
|
0.500 |
0.7098 |
|
0.382 |
0.7095 |
|
LOW |
0.7086 |
|
0.618 |
0.7071 |
|
1.000 |
0.7062 |
|
1.618 |
0.7046 |
|
2.618 |
0.7022 |
|
4.250 |
0.6982 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7098 |
0.7101 |
| PP |
0.7097 |
0.7099 |
| S1 |
0.7096 |
0.7097 |
|