CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7320 |
-0.0015 |
-0.2% |
0.7384 |
| High |
0.7358 |
0.7322 |
-0.0036 |
-0.5% |
0.7427 |
| Low |
0.7288 |
0.7212 |
-0.0077 |
-1.0% |
0.7212 |
| Close |
0.7302 |
0.7218 |
-0.0084 |
-1.2% |
0.7218 |
| Range |
0.0070 |
0.0110 |
0.0041 |
58.3% |
0.0215 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.2% |
0.0000 |
| Volume |
134 |
303 |
169 |
126.1% |
962 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7509 |
0.7279 |
|
| R3 |
0.7470 |
0.7399 |
0.7248 |
|
| R2 |
0.7360 |
0.7360 |
0.7238 |
|
| R1 |
0.7289 |
0.7289 |
0.7228 |
0.7270 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7241 |
| S1 |
0.7179 |
0.7179 |
0.7208 |
0.7160 |
| S2 |
0.7140 |
0.7140 |
0.7198 |
|
| S3 |
0.7030 |
0.7069 |
0.7188 |
|
| S4 |
0.6920 |
0.6959 |
0.7158 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7789 |
0.7336 |
|
| R3 |
0.7715 |
0.7574 |
0.7277 |
|
| R2 |
0.7500 |
0.7500 |
0.7257 |
|
| R1 |
0.7359 |
0.7359 |
0.7238 |
0.7322 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7267 |
| S1 |
0.7144 |
0.7144 |
0.7198 |
0.7107 |
| S2 |
0.7070 |
0.7070 |
0.7179 |
|
| S3 |
0.6855 |
0.6929 |
0.7159 |
|
| S4 |
0.6640 |
0.6714 |
0.7100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7427 |
0.7212 |
0.0215 |
3.0% |
0.0069 |
0.9% |
3% |
False |
True |
192 |
| 10 |
0.7465 |
0.7175 |
0.0291 |
4.0% |
0.0071 |
1.0% |
15% |
False |
False |
186 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0056 |
0.8% |
36% |
False |
False |
124 |
| 40 |
0.7466 |
0.7080 |
0.0386 |
5.3% |
0.0050 |
0.7% |
36% |
False |
False |
87 |
| 60 |
0.7772 |
0.7080 |
0.0692 |
9.6% |
0.0039 |
0.5% |
20% |
False |
False |
61 |
| 80 |
0.7907 |
0.7080 |
0.0827 |
11.5% |
0.0037 |
0.5% |
17% |
False |
False |
48 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.6% |
0.0035 |
0.5% |
15% |
False |
False |
42 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.7% |
0.0035 |
0.5% |
13% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7789 |
|
2.618 |
0.7609 |
|
1.618 |
0.7499 |
|
1.000 |
0.7432 |
|
0.618 |
0.7389 |
|
HIGH |
0.7322 |
|
0.618 |
0.7279 |
|
0.500 |
0.7267 |
|
0.382 |
0.7254 |
|
LOW |
0.7212 |
|
0.618 |
0.7144 |
|
1.000 |
0.7102 |
|
1.618 |
0.7034 |
|
2.618 |
0.6924 |
|
4.250 |
0.6744 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7267 |
0.7285 |
| PP |
0.7250 |
0.7262 |
| S1 |
0.7234 |
0.7240 |
|