CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7103 |
0.0038 |
0.5% |
0.7142 |
| High |
0.7113 |
0.7113 |
0.0001 |
0.0% |
0.7162 |
| Low |
0.7036 |
0.7060 |
0.0024 |
0.3% |
0.6997 |
| Close |
0.7097 |
0.7068 |
-0.0030 |
-0.4% |
0.7097 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-30.1% |
0.0165 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
151,528 |
104,412 |
-47,116 |
-31.1% |
817,771 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7241 |
0.7208 |
0.7097 |
|
| R3 |
0.7187 |
0.7154 |
0.7082 |
|
| R2 |
0.7134 |
0.7134 |
0.7077 |
|
| R1 |
0.7101 |
0.7101 |
0.7072 |
0.7090 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7075 |
| S1 |
0.7047 |
0.7047 |
0.7063 |
0.7037 |
| S2 |
0.7027 |
0.7027 |
0.7058 |
|
| S3 |
0.6973 |
0.6994 |
0.7053 |
|
| S4 |
0.6920 |
0.6940 |
0.7038 |
|
|
| 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 |
0.7113 |
0.6997 |
0.0116 |
1.6% |
0.0070 |
1.0% |
61% |
True |
False |
146,569 |
| 10 |
0.7302 |
0.6997 |
0.0305 |
4.3% |
0.0094 |
1.3% |
23% |
False |
False |
174,343 |
| 20 |
0.7359 |
0.6997 |
0.0362 |
5.1% |
0.0087 |
1.2% |
20% |
False |
False |
187,166 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.4% |
0.0073 |
1.0% |
24% |
False |
False |
180,370 |
| 60 |
0.7619 |
0.6976 |
0.0644 |
9.1% |
0.0069 |
1.0% |
14% |
False |
False |
121,707 |
| 80 |
0.7744 |
0.6976 |
0.0768 |
10.9% |
0.0066 |
0.9% |
12% |
False |
False |
91,333 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0065 |
0.9% |
10% |
False |
False |
73,083 |
| 120 |
0.7904 |
0.6976 |
0.0929 |
13.1% |
0.0061 |
0.9% |
10% |
False |
False |
60,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7253 |
|
1.618 |
0.7200 |
|
1.000 |
0.7167 |
|
0.618 |
0.7146 |
|
HIGH |
0.7113 |
|
0.618 |
0.7093 |
|
0.500 |
0.7086 |
|
0.382 |
0.7080 |
|
LOW |
0.7060 |
|
0.618 |
0.7026 |
|
1.000 |
0.7006 |
|
1.618 |
0.6973 |
|
2.618 |
0.6919 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7086 |
0.7063 |
| PP |
0.7080 |
0.7059 |
| S1 |
0.7074 |
0.7055 |
|