CME Japanese Yen Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7144 |
0.7133 |
-0.0011 |
-0.1% |
0.7186 |
| High |
0.7147 |
0.7152 |
0.0005 |
0.1% |
0.7206 |
| Low |
0.7068 |
0.7065 |
-0.0003 |
0.0% |
0.7065 |
| Close |
0.7128 |
0.7067 |
-0.0061 |
-0.8% |
0.7067 |
| Range |
0.0079 |
0.0087 |
0.0008 |
9.5% |
0.0141 |
| ATR |
0.0066 |
0.0068 |
0.0001 |
2.2% |
0.0000 |
| Volume |
100,593 |
4,927 |
-95,666 |
-95.1% |
826,363 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7354 |
0.7297 |
0.7115 |
|
| R3 |
0.7268 |
0.7211 |
0.7091 |
|
| R2 |
0.7181 |
0.7181 |
0.7083 |
|
| R1 |
0.7124 |
0.7124 |
0.7075 |
0.7109 |
| PP |
0.7095 |
0.7095 |
0.7095 |
0.7087 |
| S1 |
0.7038 |
0.7038 |
0.7059 |
0.7023 |
| S2 |
0.7008 |
0.7008 |
0.7051 |
|
| S3 |
0.6922 |
0.6951 |
0.7043 |
|
| S4 |
0.6835 |
0.6865 |
0.7019 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7442 |
0.7145 |
|
| R3 |
0.7395 |
0.7301 |
0.7106 |
|
| R2 |
0.7254 |
0.7254 |
0.7093 |
|
| R1 |
0.7160 |
0.7160 |
0.7080 |
0.7137 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7101 |
| S1 |
0.7019 |
0.7019 |
0.7054 |
0.6996 |
| S2 |
0.6972 |
0.6972 |
0.7041 |
|
| S3 |
0.6831 |
0.6878 |
0.7028 |
|
| S4 |
0.6690 |
0.6737 |
0.6989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7206 |
0.7065 |
0.0141 |
2.0% |
0.0066 |
0.9% |
1% |
False |
True |
165,272 |
| 10 |
0.7215 |
0.7065 |
0.0150 |
2.1% |
0.0062 |
0.9% |
1% |
False |
True |
162,414 |
| 20 |
0.7308 |
0.7065 |
0.0243 |
3.4% |
0.0064 |
0.9% |
1% |
False |
True |
178,982 |
| 40 |
0.7579 |
0.7065 |
0.0514 |
7.3% |
0.0067 |
0.9% |
0% |
False |
True |
166,472 |
| 60 |
0.7811 |
0.7065 |
0.0746 |
10.6% |
0.0069 |
1.0% |
0% |
False |
True |
158,948 |
| 80 |
0.7811 |
0.7065 |
0.0746 |
10.6% |
0.0076 |
1.1% |
0% |
False |
True |
149,154 |
| 100 |
0.7951 |
0.7065 |
0.0886 |
12.5% |
0.0077 |
1.1% |
0% |
False |
True |
119,441 |
| 120 |
0.8027 |
0.7065 |
0.0962 |
13.6% |
0.0081 |
1.1% |
0% |
False |
True |
99,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7378 |
|
1.618 |
0.7291 |
|
1.000 |
0.7238 |
|
0.618 |
0.7205 |
|
HIGH |
0.7152 |
|
0.618 |
0.7118 |
|
0.500 |
0.7108 |
|
0.382 |
0.7098 |
|
LOW |
0.7065 |
|
0.618 |
0.7012 |
|
1.000 |
0.6979 |
|
1.618 |
0.6925 |
|
2.618 |
0.6839 |
|
4.250 |
0.6697 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7108 |
0.7125 |
| PP |
0.7095 |
0.7106 |
| S1 |
0.7081 |
0.7086 |
|