its not possible to open and close the members one by one. suppose if file have 25 members, its inappropriate. There should be some other method which reads each members and checks.
REGISTER or login:
F pfname if e disk usropn extmbr(var1)
D var1 s 10a
C eval var1='mbr1'
C open pfname
****** do you operation using setll and read*******
C close pfname