CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7422 |
0.0014 |
0.2% |
0.7219 |
| High |
0.7426 |
0.7465 |
0.0039 |
0.5% |
0.7465 |
| Low |
0.7383 |
0.7364 |
-0.0019 |
-0.3% |
0.7175 |
| Close |
0.7425 |
0.7381 |
-0.0044 |
-0.6% |
0.7381 |
| Range |
0.0044 |
0.0101 |
0.0058 |
132.2% |
0.0291 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
6.2% |
0.0000 |
| Volume |
115 |
359 |
244 |
212.2% |
898 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7706 |
0.7645 |
0.7437 |
|
| R3 |
0.7605 |
0.7544 |
0.7409 |
|
| R2 |
0.7504 |
0.7504 |
0.7400 |
|
| R1 |
0.7443 |
0.7443 |
0.7390 |
0.7423 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7394 |
| S1 |
0.7342 |
0.7342 |
0.7372 |
0.7322 |
| S2 |
0.7302 |
0.7302 |
0.7362 |
|
| S3 |
0.7201 |
0.7241 |
0.7353 |
|
| S4 |
0.7100 |
0.7140 |
0.7325 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8087 |
0.7541 |
|
| R3 |
0.7921 |
0.7796 |
0.7461 |
|
| R2 |
0.7631 |
0.7631 |
0.7434 |
|
| R1 |
0.7506 |
0.7506 |
0.7408 |
0.7568 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7371 |
| S1 |
0.7215 |
0.7215 |
0.7354 |
0.7278 |
| S2 |
0.7050 |
0.7050 |
0.7328 |
|
| S3 |
0.6759 |
0.6925 |
0.7301 |
|
| S4 |
0.6469 |
0.6634 |
0.7221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7465 |
0.7175 |
0.0291 |
3.9% |
0.0073 |
1.0% |
71% |
True |
False |
179 |
| 10 |
0.7465 |
0.7080 |
0.0385 |
5.2% |
0.0059 |
0.8% |
78% |
True |
False |
122 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.2% |
0.0054 |
0.7% |
78% |
True |
False |
92 |
| 40 |
0.7511 |
0.7080 |
0.0431 |
5.8% |
0.0044 |
0.6% |
70% |
False |
False |
63 |
| 60 |
0.7772 |
0.7080 |
0.0692 |
9.4% |
0.0035 |
0.5% |
43% |
False |
False |
45 |
| 80 |
0.7990 |
0.7080 |
0.0910 |
12.3% |
0.0034 |
0.5% |
33% |
False |
False |
36 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.3% |
0.0033 |
0.4% |
33% |
False |
False |
33 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.4% |
0.0033 |
0.4% |
28% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7729 |
|
1.618 |
0.7628 |
|
1.000 |
0.7566 |
|
0.618 |
0.7527 |
|
HIGH |
0.7465 |
|
0.618 |
0.7426 |
|
0.500 |
0.7415 |
|
0.382 |
0.7403 |
|
LOW |
0.7364 |
|
0.618 |
0.7302 |
|
1.000 |
0.7263 |
|
1.618 |
0.7201 |
|
2.618 |
0.7100 |
|
4.250 |
0.6935 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7415 |
0.7402 |
| PP |
0.7403 |
0.7395 |
| S1 |
0.7392 |
0.7388 |
|