CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7384 |
-0.0038 |
-0.5% |
0.7219 |
| High |
0.7465 |
0.7420 |
-0.0045 |
-0.6% |
0.7465 |
| Low |
0.7364 |
0.7354 |
-0.0010 |
-0.1% |
0.7175 |
| Close |
0.7381 |
0.7390 |
0.0009 |
0.1% |
0.7381 |
| Range |
0.0101 |
0.0066 |
-0.0035 |
-34.7% |
0.0291 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
| Volume |
359 |
196 |
-163 |
-45.4% |
898 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7554 |
0.7426 |
|
| R3 |
0.7520 |
0.7488 |
0.7408 |
|
| R2 |
0.7454 |
0.7454 |
0.7402 |
|
| R1 |
0.7422 |
0.7422 |
0.7396 |
0.7438 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7396 |
| S1 |
0.7356 |
0.7356 |
0.7383 |
0.7372 |
| S2 |
0.7322 |
0.7322 |
0.7377 |
|
| S3 |
0.7256 |
0.7290 |
0.7371 |
|
| S4 |
0.7190 |
0.7224 |
0.7353 |
|
|
| 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 |
0.7252 |
0.0213 |
2.9% |
0.0069 |
0.9% |
65% |
False |
False |
198 |
| 10 |
0.7465 |
0.7086 |
0.0379 |
5.1% |
0.0062 |
0.8% |
80% |
False |
False |
138 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.2% |
0.0054 |
0.7% |
80% |
False |
False |
101 |
| 40 |
0.7511 |
0.7080 |
0.0431 |
5.8% |
0.0046 |
0.6% |
72% |
False |
False |
68 |
| 60 |
0.7772 |
0.7080 |
0.0692 |
9.4% |
0.0036 |
0.5% |
45% |
False |
False |
48 |
| 80 |
0.7990 |
0.7080 |
0.0910 |
12.3% |
0.0034 |
0.5% |
34% |
False |
False |
38 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.3% |
0.0034 |
0.5% |
34% |
False |
False |
35 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.4% |
0.0033 |
0.4% |
29% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7593 |
|
1.618 |
0.7527 |
|
1.000 |
0.7486 |
|
0.618 |
0.7461 |
|
HIGH |
0.7420 |
|
0.618 |
0.7395 |
|
0.500 |
0.7387 |
|
0.382 |
0.7379 |
|
LOW |
0.7354 |
|
0.618 |
0.7313 |
|
1.000 |
0.7288 |
|
1.618 |
0.7247 |
|
2.618 |
0.7181 |
|
4.250 |
0.7074 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7410 |
| PP |
0.7388 |
0.7403 |
| S1 |
0.7387 |
0.7396 |
|