CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7103 |
0.7065 |
-0.0038 |
-0.5% |
0.7142 |
| High |
0.7113 |
0.7068 |
-0.0045 |
-0.6% |
0.7162 |
| Low |
0.7060 |
0.7014 |
-0.0046 |
-0.7% |
0.6997 |
| Close |
0.7068 |
0.7019 |
-0.0049 |
-0.7% |
0.7097 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0165 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
104,412 |
140,342 |
35,930 |
34.4% |
817,771 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7197 |
0.7162 |
0.7048 |
|
| R3 |
0.7142 |
0.7108 |
0.7033 |
|
| R2 |
0.7088 |
0.7088 |
0.7028 |
|
| R1 |
0.7053 |
0.7053 |
0.7023 |
0.7043 |
| PP |
0.7033 |
0.7033 |
0.7033 |
0.7028 |
| S1 |
0.6999 |
0.6999 |
0.7014 |
0.6989 |
| S2 |
0.6979 |
0.6979 |
0.7009 |
|
| S3 |
0.6924 |
0.6944 |
0.7004 |
|
| S4 |
0.6870 |
0.6890 |
0.6989 |
|
|
| 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 |
1.7% |
0.0067 |
1.0% |
19% |
False |
False |
144,703 |
| 10 |
0.7302 |
0.6997 |
0.0305 |
4.3% |
0.0095 |
1.4% |
7% |
False |
False |
174,739 |
| 20 |
0.7359 |
0.6997 |
0.0362 |
5.2% |
0.0086 |
1.2% |
6% |
False |
False |
184,000 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.5% |
0.0073 |
1.0% |
11% |
False |
False |
182,703 |
| 60 |
0.7585 |
0.6976 |
0.0609 |
8.7% |
0.0069 |
1.0% |
7% |
False |
False |
124,042 |
| 80 |
0.7739 |
0.6976 |
0.0763 |
10.9% |
0.0066 |
0.9% |
6% |
False |
False |
93,085 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0065 |
0.9% |
5% |
False |
False |
74,485 |
| 120 |
0.7904 |
0.6976 |
0.0929 |
13.2% |
0.0061 |
0.9% |
5% |
False |
False |
62,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7300 |
|
2.618 |
0.7211 |
|
1.618 |
0.7156 |
|
1.000 |
0.7123 |
|
0.618 |
0.7102 |
|
HIGH |
0.7068 |
|
0.618 |
0.7047 |
|
0.500 |
0.7041 |
|
0.382 |
0.7034 |
|
LOW |
0.7014 |
|
0.618 |
0.6980 |
|
1.000 |
0.6959 |
|
1.618 |
0.6925 |
|
2.618 |
0.6871 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7041 |
0.7063 |
| PP |
0.7033 |
0.7048 |
| S1 |
0.7026 |
0.7033 |
|