CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7255 |
0.7284 |
0.0030 |
0.4% |
0.7384 |
| High |
0.7308 |
0.7355 |
0.0047 |
0.6% |
0.7427 |
| Low |
0.7254 |
0.7239 |
-0.0015 |
-0.2% |
0.7212 |
| Close |
0.7308 |
0.7339 |
0.0031 |
0.4% |
0.7218 |
| Range |
0.0055 |
0.0117 |
0.0062 |
113.8% |
0.0215 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.8% |
0.0000 |
| Volume |
268 |
345 |
77 |
28.7% |
962 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7660 |
0.7616 |
0.7403 |
|
| R3 |
0.7544 |
0.7500 |
0.7371 |
|
| R2 |
0.7427 |
0.7427 |
0.7360 |
|
| R1 |
0.7383 |
0.7383 |
0.7350 |
0.7405 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7322 |
| S1 |
0.7267 |
0.7267 |
0.7328 |
0.7289 |
| S2 |
0.7194 |
0.7194 |
0.7318 |
|
| S3 |
0.7078 |
0.7150 |
0.7307 |
|
| S4 |
0.6961 |
0.7034 |
0.7275 |
|
|
| 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 |
0.7355 |
0.7212 |
0.0144 |
2.0% |
0.0074 |
1.0% |
89% |
True |
False |
354 |
| 10 |
0.7465 |
0.7212 |
0.0254 |
3.5% |
0.0070 |
1.0% |
50% |
False |
False |
279 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.2% |
0.0061 |
0.8% |
67% |
False |
False |
191 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.2% |
0.0051 |
0.7% |
67% |
False |
False |
119 |
| 60 |
0.7716 |
0.7080 |
0.0636 |
8.7% |
0.0043 |
0.6% |
41% |
False |
False |
85 |
| 80 |
0.7907 |
0.7080 |
0.0827 |
11.3% |
0.0039 |
0.5% |
31% |
False |
False |
65 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.4% |
0.0037 |
0.5% |
28% |
False |
False |
56 |
| 120 |
0.8051 |
0.7080 |
0.0971 |
13.2% |
0.0036 |
0.5% |
27% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7660 |
|
1.618 |
0.7543 |
|
1.000 |
0.7472 |
|
0.618 |
0.7427 |
|
HIGH |
0.7355 |
|
0.618 |
0.7310 |
|
0.500 |
0.7297 |
|
0.382 |
0.7283 |
|
LOW |
0.7239 |
|
0.618 |
0.7167 |
|
1.000 |
0.7122 |
|
1.618 |
0.7050 |
|
2.618 |
0.6934 |
|
4.250 |
0.6743 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7325 |
0.7322 |
| PP |
0.7311 |
0.7305 |
| S1 |
0.7297 |
0.7288 |
|