CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7083 |
0.7054 |
-0.0029 |
-0.4% |
0.7117 |
High |
0.7085 |
0.7082 |
-0.0003 |
0.0% |
0.7302 |
Low |
0.7018 |
0.7021 |
0.0003 |
0.0% |
0.7050 |
Close |
0.7025 |
0.7031 |
0.0007 |
0.1% |
0.7148 |
Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0252 |
ATR |
0.0085 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
149,672 |
163,214 |
13,542 |
9.0% |
976,443 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7228 |
0.7190 |
0.7065 |
|
R3 |
0.7167 |
0.7129 |
0.7048 |
|
R2 |
0.7106 |
0.7106 |
0.7042 |
|
R1 |
0.7068 |
0.7068 |
0.7037 |
0.7057 |
PP |
0.7045 |
0.7045 |
0.7045 |
0.7039 |
S1 |
0.7007 |
0.7007 |
0.7025 |
0.6996 |
S2 |
0.6984 |
0.6984 |
0.7020 |
|
S3 |
0.6923 |
0.6946 |
0.7014 |
|
S4 |
0.6862 |
0.6885 |
0.6997 |
|
|
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% |
0.0122 |
1.7% |
5% |
False |
False |
210,431 |
10 |
0.7302 |
0.7018 |
0.0284 |
4.0% |
0.0096 |
1.4% |
5% |
False |
False |
185,163 |
20 |
0.7359 |
0.6990 |
0.0369 |
5.2% |
0.0088 |
1.3% |
11% |
False |
False |
200,172 |
40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0072 |
1.0% |
14% |
False |
False |
171,195 |
60 |
0.7619 |
0.6976 |
0.0644 |
9.2% |
0.0068 |
1.0% |
9% |
False |
False |
114,721 |
80 |
0.7750 |
0.6976 |
0.0775 |
11.0% |
0.0066 |
0.9% |
7% |
False |
False |
86,092 |
100 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0065 |
0.9% |
6% |
False |
False |
68,893 |
120 |
0.7946 |
0.6976 |
0.0970 |
13.8% |
0.0060 |
0.9% |
6% |
False |
False |
57,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7341 |
2.618 |
0.7242 |
1.618 |
0.7181 |
1.000 |
0.7143 |
0.618 |
0.7120 |
HIGH |
0.7082 |
0.618 |
0.7059 |
0.500 |
0.7052 |
0.382 |
0.7044 |
LOW |
0.7021 |
0.618 |
0.6983 |
1.000 |
0.6960 |
1.618 |
0.6922 |
2.618 |
0.6861 |
4.250 |
0.6762 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7052 |
0.7090 |
PP |
0.7045 |
0.7070 |
S1 |
0.7038 |
0.7051 |
|