CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7220 |
-0.0100 |
-1.4% |
0.7384 |
| High |
0.7322 |
0.7266 |
-0.0056 |
-0.8% |
0.7427 |
| Low |
0.7212 |
0.7220 |
0.0009 |
0.1% |
0.7212 |
| Close |
0.7218 |
0.7237 |
0.0019 |
0.3% |
0.7218 |
| Range |
0.0110 |
0.0046 |
-0.0065 |
-58.6% |
0.0215 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
303 |
689 |
386 |
127.4% |
962 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7377 |
0.7352 |
0.7262 |
|
| R3 |
0.7332 |
0.7307 |
0.7249 |
|
| R2 |
0.7286 |
0.7286 |
0.7245 |
|
| R1 |
0.7261 |
0.7261 |
0.7241 |
0.7274 |
| PP |
0.7241 |
0.7241 |
0.7241 |
0.7247 |
| S1 |
0.7216 |
0.7216 |
0.7232 |
0.7228 |
| S2 |
0.7195 |
0.7195 |
0.7228 |
|
| S3 |
0.7150 |
0.7170 |
0.7224 |
|
| S4 |
0.7104 |
0.7125 |
0.7211 |
|
|
| 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% |
0.0064 |
0.9% |
12% |
False |
False |
291 |
| 10 |
0.7465 |
0.7212 |
0.0254 |
3.5% |
0.0067 |
0.9% |
10% |
False |
False |
244 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0056 |
0.8% |
41% |
False |
False |
157 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0050 |
0.7% |
41% |
False |
False |
104 |
| 60 |
0.7729 |
0.7080 |
0.0649 |
9.0% |
0.0040 |
0.6% |
24% |
False |
False |
72 |
| 80 |
0.7907 |
0.7080 |
0.0827 |
11.4% |
0.0038 |
0.5% |
19% |
False |
False |
56 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.6% |
0.0035 |
0.5% |
17% |
False |
False |
49 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.7% |
0.0035 |
0.5% |
15% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7385 |
|
1.618 |
0.7339 |
|
1.000 |
0.7311 |
|
0.618 |
0.7294 |
|
HIGH |
0.7266 |
|
0.618 |
0.7248 |
|
0.500 |
0.7243 |
|
0.382 |
0.7237 |
|
LOW |
0.7220 |
|
0.618 |
0.7192 |
|
1.000 |
0.7175 |
|
1.618 |
0.7146 |
|
2.618 |
0.7101 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7243 |
0.7285 |
| PP |
0.7241 |
0.7269 |
| S1 |
0.7239 |
0.7253 |
|