CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7054 |
0.7028 |
-0.0026 |
-0.4% |
0.7117 |
| High |
0.7082 |
0.7087 |
0.0005 |
0.1% |
0.7302 |
| Low |
0.7021 |
0.6997 |
-0.0024 |
-0.3% |
0.7050 |
| Close |
0.7031 |
0.7056 |
0.0025 |
0.4% |
0.7148 |
| Range |
0.0061 |
0.0090 |
0.0029 |
47.5% |
0.0252 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.6% |
0.0000 |
| Volume |
163,214 |
164,020 |
806 |
0.5% |
976,443 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7317 |
0.7276 |
0.7106 |
|
| R3 |
0.7227 |
0.7186 |
0.7081 |
|
| R2 |
0.7137 |
0.7137 |
0.7073 |
|
| R1 |
0.7096 |
0.7096 |
0.7064 |
0.7117 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7057 |
| S1 |
0.7006 |
0.7006 |
0.7048 |
0.7027 |
| S2 |
0.6957 |
0.6957 |
0.7040 |
|
| S3 |
0.6867 |
0.6916 |
0.7031 |
|
| S4 |
0.6777 |
0.6826 |
0.7007 |
|
|
| 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 |
0.6997 |
0.0305 |
4.3% |
0.0114 |
1.6% |
19% |
False |
True |
193,861 |
| 10 |
0.7302 |
0.6997 |
0.0305 |
4.3% |
0.0098 |
1.4% |
19% |
False |
True |
186,551 |
| 20 |
0.7359 |
0.6997 |
0.0362 |
5.1% |
0.0090 |
1.3% |
16% |
False |
True |
196,125 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0073 |
1.0% |
21% |
False |
False |
175,080 |
| 60 |
0.7619 |
0.6976 |
0.0644 |
9.1% |
0.0069 |
1.0% |
13% |
False |
False |
117,450 |
| 80 |
0.7744 |
0.6976 |
0.0768 |
10.9% |
0.0066 |
0.9% |
10% |
False |
False |
88,140 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0065 |
0.9% |
9% |
False |
False |
70,529 |
| 120 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0060 |
0.9% |
9% |
False |
False |
58,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7470 |
|
2.618 |
0.7323 |
|
1.618 |
0.7233 |
|
1.000 |
0.7177 |
|
0.618 |
0.7143 |
|
HIGH |
0.7087 |
|
0.618 |
0.7053 |
|
0.500 |
0.7042 |
|
0.382 |
0.7031 |
|
LOW |
0.6997 |
|
0.618 |
0.6941 |
|
1.000 |
0.6907 |
|
1.618 |
0.6851 |
|
2.618 |
0.6761 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7051 |
0.7051 |
| PP |
0.7047 |
0.7047 |
| S1 |
0.7042 |
0.7042 |
|