CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7346 |
0.0062 |
0.9% |
0.7220 |
| High |
0.7355 |
0.7410 |
0.0055 |
0.7% |
0.7410 |
| Low |
0.7239 |
0.7192 |
-0.0047 |
-0.6% |
0.7192 |
| Close |
0.7339 |
0.7253 |
-0.0087 |
-1.2% |
0.7253 |
| Range |
0.0117 |
0.0218 |
0.0102 |
87.1% |
0.0218 |
| ATR |
0.0064 |
0.0075 |
0.0011 |
17.2% |
0.0000 |
| Volume |
345 |
467 |
122 |
35.4% |
1,937 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7814 |
0.7372 |
|
| R3 |
0.7721 |
0.7596 |
0.7312 |
|
| R2 |
0.7503 |
0.7503 |
0.7292 |
|
| R1 |
0.7378 |
0.7378 |
0.7272 |
0.7331 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7261 |
| S1 |
0.7160 |
0.7160 |
0.7233 |
0.7113 |
| S2 |
0.7067 |
0.7067 |
0.7213 |
|
| S3 |
0.6849 |
0.6942 |
0.7193 |
|
| S4 |
0.6631 |
0.6724 |
0.7133 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7814 |
0.7372 |
|
| R3 |
0.7721 |
0.7596 |
0.7312 |
|
| R2 |
0.7503 |
0.7503 |
0.7292 |
|
| R1 |
0.7378 |
0.7378 |
0.7272 |
0.7440 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7316 |
| S1 |
0.7160 |
0.7160 |
0.7233 |
0.7222 |
| S2 |
0.7067 |
0.7067 |
0.7213 |
|
| S3 |
0.6849 |
0.6942 |
0.7193 |
|
| S4 |
0.6631 |
0.6724 |
0.7133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7410 |
0.7192 |
0.0218 |
3.0% |
0.0096 |
1.3% |
28% |
True |
True |
387 |
| 10 |
0.7427 |
0.7192 |
0.0235 |
3.2% |
0.0082 |
1.1% |
26% |
False |
True |
289 |
| 20 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0071 |
1.0% |
45% |
False |
False |
205 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0056 |
0.8% |
45% |
False |
False |
131 |
| 60 |
0.7716 |
0.7080 |
0.0636 |
8.8% |
0.0047 |
0.6% |
27% |
False |
False |
93 |
| 80 |
0.7907 |
0.7080 |
0.0827 |
11.4% |
0.0041 |
0.6% |
21% |
False |
False |
70 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.5% |
0.0039 |
0.5% |
19% |
False |
False |
60 |
| 120 |
0.8051 |
0.7080 |
0.0971 |
13.4% |
0.0037 |
0.5% |
18% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8336 |
|
2.618 |
0.7980 |
|
1.618 |
0.7762 |
|
1.000 |
0.7628 |
|
0.618 |
0.7544 |
|
HIGH |
0.7410 |
|
0.618 |
0.7326 |
|
0.500 |
0.7301 |
|
0.382 |
0.7275 |
|
LOW |
0.7192 |
|
0.618 |
0.7057 |
|
1.000 |
0.6974 |
|
1.618 |
0.6839 |
|
2.618 |
0.6621 |
|
4.250 |
0.6265 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7301 |
| PP |
0.7285 |
0.7285 |
| S1 |
0.7269 |
0.7269 |
|