CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7083 |
-0.0060 |
-0.8% |
0.7117 |
| High |
0.7162 |
0.7085 |
-0.0077 |
-1.1% |
0.7302 |
| Low |
0.7062 |
0.7018 |
-0.0044 |
-0.6% |
0.7050 |
| Close |
0.7082 |
0.7025 |
-0.0058 |
-0.8% |
0.7148 |
| Range |
0.0101 |
0.0067 |
-0.0034 |
-33.3% |
0.0252 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
189,337 |
149,672 |
-39,665 |
-20.9% |
976,443 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7244 |
0.7201 |
0.7061 |
|
| R3 |
0.7177 |
0.7134 |
0.7043 |
|
| R2 |
0.7110 |
0.7110 |
0.7037 |
|
| R1 |
0.7067 |
0.7067 |
0.7031 |
0.7055 |
| PP |
0.7043 |
0.7043 |
0.7043 |
0.7036 |
| S1 |
0.7000 |
0.7000 |
0.7018 |
0.6988 |
| S2 |
0.6976 |
0.6976 |
0.7012 |
|
| S3 |
0.6909 |
0.6933 |
0.7006 |
|
| S4 |
0.6842 |
0.6866 |
0.6988 |
|
|
| 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 |
0.7018 |
0.0284 |
4.0% |
0.0123 |
1.8% |
2% |
False |
True |
204,775 |
| 10 |
0.7302 |
0.7018 |
0.0284 |
4.0% |
0.0096 |
1.4% |
2% |
False |
True |
185,070 |
| 20 |
0.7359 |
0.6989 |
0.0370 |
5.3% |
0.0087 |
1.2% |
10% |
False |
False |
203,497 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.5% |
0.0072 |
1.0% |
13% |
False |
False |
167,321 |
| 60 |
0.7622 |
0.6976 |
0.0647 |
9.2% |
0.0068 |
1.0% |
8% |
False |
False |
112,002 |
| 80 |
0.7781 |
0.6976 |
0.0805 |
11.5% |
0.0066 |
0.9% |
6% |
False |
False |
84,052 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0066 |
0.9% |
5% |
False |
False |
67,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7370 |
|
2.618 |
0.7260 |
|
1.618 |
0.7193 |
|
1.000 |
0.7152 |
|
0.618 |
0.7126 |
|
HIGH |
0.7085 |
|
0.618 |
0.7059 |
|
0.500 |
0.7052 |
|
0.382 |
0.7044 |
|
LOW |
0.7018 |
|
0.618 |
0.6977 |
|
1.000 |
0.6951 |
|
1.618 |
0.6910 |
|
2.618 |
0.6843 |
|
4.250 |
0.6733 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7052 |
0.7160 |
| PP |
0.7043 |
0.7115 |
| S1 |
0.7034 |
0.7070 |
|