CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7230 |
0.7142 |
-0.0088 |
-1.2% |
0.7117 |
| High |
0.7302 |
0.7162 |
-0.0140 |
-1.9% |
0.7302 |
| Low |
0.7050 |
0.7062 |
0.0012 |
0.2% |
0.7050 |
| Close |
0.7148 |
0.7082 |
-0.0066 |
-0.9% |
0.7148 |
| Range |
0.0252 |
0.0101 |
-0.0151 |
-60.0% |
0.0252 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
| Volume |
303,065 |
189,337 |
-113,728 |
-37.5% |
976,443 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7343 |
0.7137 |
|
| R3 |
0.7303 |
0.7243 |
0.7110 |
|
| R2 |
0.7202 |
0.7202 |
0.7100 |
|
| R1 |
0.7142 |
0.7142 |
0.7091 |
0.7122 |
| PP |
0.7102 |
0.7102 |
0.7102 |
0.7092 |
| S1 |
0.7042 |
0.7042 |
0.7073 |
0.7022 |
| S2 |
0.7001 |
0.7001 |
0.7064 |
|
| S3 |
0.6901 |
0.6941 |
0.7054 |
|
| S4 |
0.6800 |
0.6841 |
0.7027 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7921 |
0.7786 |
0.7286 |
|
| R3 |
0.7670 |
0.7535 |
0.7217 |
|
| R2 |
0.7418 |
0.7418 |
0.7194 |
|
| R1 |
0.7283 |
0.7283 |
0.7171 |
0.7351 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7200 |
| S1 |
0.7032 |
0.7032 |
0.7125 |
0.7099 |
| S2 |
0.6915 |
0.6915 |
0.7102 |
|
| S3 |
0.6664 |
0.6780 |
0.7079 |
|
| S4 |
0.6412 |
0.6529 |
0.7010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7302 |
0.7050 |
0.0252 |
3.6% |
0.0119 |
1.7% |
13% |
False |
False |
202,116 |
| 10 |
0.7333 |
0.7050 |
0.0283 |
4.0% |
0.0097 |
1.4% |
11% |
False |
False |
192,520 |
| 20 |
0.7359 |
0.6983 |
0.0376 |
5.3% |
0.0086 |
1.2% |
26% |
False |
False |
204,800 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0072 |
1.0% |
28% |
False |
False |
163,641 |
| 60 |
0.7638 |
0.6976 |
0.0663 |
9.4% |
0.0068 |
1.0% |
16% |
False |
False |
109,512 |
| 80 |
0.7823 |
0.6976 |
0.0847 |
12.0% |
0.0066 |
0.9% |
13% |
False |
False |
82,181 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0065 |
0.9% |
11% |
False |
False |
65,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7589 |
|
2.618 |
0.7425 |
|
1.618 |
0.7325 |
|
1.000 |
0.7263 |
|
0.618 |
0.7224 |
|
HIGH |
0.7162 |
|
0.618 |
0.7124 |
|
0.500 |
0.7112 |
|
0.382 |
0.7100 |
|
LOW |
0.7062 |
|
0.618 |
0.6999 |
|
1.000 |
0.6961 |
|
1.618 |
0.6899 |
|
2.618 |
0.6798 |
|
4.250 |
0.6634 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7112 |
0.7176 |
| PP |
0.7102 |
0.7145 |
| S1 |
0.7092 |
0.7113 |
|