CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7255 |
0.0017 |
0.2% |
0.7384 |
| High |
0.7265 |
0.7308 |
0.0044 |
0.6% |
0.7427 |
| Low |
0.7222 |
0.7254 |
0.0032 |
0.4% |
0.7212 |
| Close |
0.7257 |
0.7308 |
0.0052 |
0.7% |
0.7218 |
| Range |
0.0043 |
0.0055 |
0.0012 |
26.7% |
0.0215 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
168 |
268 |
100 |
59.5% |
962 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7435 |
0.7338 |
|
| R3 |
0.7399 |
0.7381 |
0.7323 |
|
| R2 |
0.7344 |
0.7344 |
0.7318 |
|
| R1 |
0.7326 |
0.7326 |
0.7313 |
0.7335 |
| PP |
0.7290 |
0.7290 |
0.7290 |
0.7294 |
| S1 |
0.7272 |
0.7272 |
0.7303 |
0.7281 |
| S2 |
0.7235 |
0.7235 |
0.7298 |
|
| S3 |
0.7181 |
0.7217 |
0.7293 |
|
| S4 |
0.7126 |
0.7163 |
0.7278 |
|
|
| 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 |
0.7358 |
0.7212 |
0.0146 |
2.0% |
0.0065 |
0.9% |
66% |
False |
False |
312 |
| 10 |
0.7465 |
0.7212 |
0.0254 |
3.5% |
0.0063 |
0.9% |
38% |
False |
False |
256 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0057 |
0.8% |
59% |
False |
False |
176 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0050 |
0.7% |
59% |
False |
False |
111 |
| 60 |
0.7716 |
0.7080 |
0.0636 |
8.7% |
0.0041 |
0.6% |
36% |
False |
False |
79 |
| 80 |
0.7907 |
0.7080 |
0.0827 |
11.3% |
0.0038 |
0.5% |
28% |
False |
False |
61 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.4% |
0.0036 |
0.5% |
25% |
False |
False |
52 |
| 120 |
0.8141 |
0.7080 |
0.1061 |
14.5% |
0.0036 |
0.5% |
21% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7451 |
|
1.618 |
0.7396 |
|
1.000 |
0.7363 |
|
0.618 |
0.7342 |
|
HIGH |
0.7308 |
|
0.618 |
0.7287 |
|
0.500 |
0.7281 |
|
0.382 |
0.7274 |
|
LOW |
0.7254 |
|
0.618 |
0.7220 |
|
1.000 |
0.7199 |
|
1.618 |
0.7165 |
|
2.618 |
0.7111 |
|
4.250 |
0.7022 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7299 |
0.7293 |
| PP |
0.7290 |
0.7279 |
| S1 |
0.7281 |
0.7264 |
|