CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7335 |
-0.0020 |
-0.3% |
0.7219 |
| High |
0.7356 |
0.7358 |
0.0002 |
0.0% |
0.7465 |
| Low |
0.7316 |
0.7288 |
-0.0028 |
-0.4% |
0.7175 |
| Close |
0.7336 |
0.7302 |
-0.0034 |
-0.5% |
0.7381 |
| Range |
0.0040 |
0.0070 |
0.0030 |
73.8% |
0.0291 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.4% |
0.0000 |
| Volume |
185 |
134 |
-51 |
-27.6% |
898 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7483 |
0.7340 |
|
| R3 |
0.7455 |
0.7413 |
0.7321 |
|
| R2 |
0.7385 |
0.7385 |
0.7315 |
|
| R1 |
0.7344 |
0.7344 |
0.7308 |
0.7330 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7309 |
| S1 |
0.7274 |
0.7274 |
0.7296 |
0.7260 |
| S2 |
0.7246 |
0.7246 |
0.7289 |
|
| S3 |
0.7177 |
0.7205 |
0.7283 |
|
| S4 |
0.7107 |
0.7135 |
0.7264 |
|
|
| 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 |
0.7288 |
0.0177 |
2.4% |
0.0067 |
0.9% |
8% |
False |
True |
203 |
| 10 |
0.7465 |
0.7118 |
0.0347 |
4.8% |
0.0070 |
1.0% |
53% |
False |
False |
175 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0054 |
0.7% |
58% |
False |
False |
110 |
| 40 |
0.7466 |
0.7080 |
0.0386 |
5.3% |
0.0047 |
0.6% |
58% |
False |
False |
79 |
| 60 |
0.7772 |
0.7080 |
0.0692 |
9.5% |
0.0038 |
0.5% |
32% |
False |
False |
56 |
| 80 |
0.7940 |
0.7080 |
0.0860 |
11.8% |
0.0036 |
0.5% |
26% |
False |
False |
44 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.5% |
0.0034 |
0.5% |
24% |
False |
False |
39 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.5% |
0.0034 |
0.5% |
21% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7539 |
|
1.618 |
0.7470 |
|
1.000 |
0.7427 |
|
0.618 |
0.7400 |
|
HIGH |
0.7358 |
|
0.618 |
0.7331 |
|
0.500 |
0.7323 |
|
0.382 |
0.7315 |
|
LOW |
0.7288 |
|
0.618 |
0.7245 |
|
1.000 |
0.7219 |
|
1.618 |
0.7176 |
|
2.618 |
0.7106 |
|
4.250 |
0.6993 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7323 |
0.7357 |
| PP |
0.7316 |
0.7339 |
| S1 |
0.7309 |
0.7320 |
|