CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7028 |
0.7065 |
0.0037 |
0.5% |
0.7142 |
| High |
0.7087 |
0.7113 |
0.0026 |
0.4% |
0.7162 |
| Low |
0.6997 |
0.7036 |
0.0039 |
0.6% |
0.6997 |
| Close |
0.7056 |
0.7097 |
0.0041 |
0.6% |
0.7097 |
| Range |
0.0090 |
0.0077 |
-0.0014 |
-15.0% |
0.0165 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
164,020 |
151,528 |
-12,492 |
-7.6% |
817,771 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7311 |
0.7281 |
0.7139 |
|
| R3 |
0.7235 |
0.7204 |
0.7118 |
|
| R2 |
0.7158 |
0.7158 |
0.7111 |
|
| R1 |
0.7128 |
0.7128 |
0.7104 |
0.7143 |
| PP |
0.7082 |
0.7082 |
0.7082 |
0.7090 |
| S1 |
0.7051 |
0.7051 |
0.7090 |
0.7067 |
| S2 |
0.7005 |
0.7005 |
0.7083 |
|
| S3 |
0.6929 |
0.6975 |
0.7076 |
|
| S4 |
0.6852 |
0.6898 |
0.7055 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7504 |
0.7188 |
|
| R3 |
0.7415 |
0.7339 |
0.7142 |
|
| R2 |
0.7250 |
0.7250 |
0.7127 |
|
| R1 |
0.7174 |
0.7174 |
0.7112 |
0.7130 |
| PP |
0.7085 |
0.7085 |
0.7085 |
0.7063 |
| S1 |
0.7009 |
0.7009 |
0.7082 |
0.6965 |
| S2 |
0.6920 |
0.6920 |
0.7067 |
|
| S3 |
0.6755 |
0.6844 |
0.7052 |
|
| S4 |
0.6590 |
0.6679 |
0.7006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7162 |
0.6997 |
0.0165 |
2.3% |
0.0079 |
1.1% |
61% |
False |
False |
163,554 |
| 10 |
0.7302 |
0.6997 |
0.0305 |
4.3% |
0.0094 |
1.3% |
33% |
False |
False |
179,421 |
| 20 |
0.7359 |
0.6997 |
0.0362 |
5.1% |
0.0088 |
1.2% |
28% |
False |
False |
190,989 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0073 |
1.0% |
32% |
False |
False |
178,176 |
| 60 |
0.7619 |
0.6976 |
0.0644 |
9.1% |
0.0069 |
1.0% |
19% |
False |
False |
119,972 |
| 80 |
0.7744 |
0.6976 |
0.0768 |
10.8% |
0.0066 |
0.9% |
16% |
False |
False |
90,033 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0065 |
0.9% |
13% |
False |
False |
72,042 |
| 120 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0061 |
0.9% |
13% |
False |
False |
60,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7438 |
|
2.618 |
0.7313 |
|
1.618 |
0.7236 |
|
1.000 |
0.7189 |
|
0.618 |
0.7160 |
|
HIGH |
0.7113 |
|
0.618 |
0.7083 |
|
0.500 |
0.7074 |
|
0.382 |
0.7065 |
|
LOW |
0.7036 |
|
0.618 |
0.6989 |
|
1.000 |
0.6960 |
|
1.618 |
0.6912 |
|
2.618 |
0.6836 |
|
4.250 |
0.6711 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7089 |
0.7083 |
| PP |
0.7082 |
0.7069 |
| S1 |
0.7074 |
0.7055 |
|