CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7018 |
-0.0047 |
-0.7% |
0.7142 |
| High |
0.7068 |
0.7034 |
-0.0035 |
-0.5% |
0.7162 |
| Low |
0.7014 |
0.6997 |
-0.0017 |
-0.2% |
0.6997 |
| Close |
0.7019 |
0.7000 |
-0.0019 |
-0.3% |
0.7097 |
| Range |
0.0055 |
0.0037 |
-0.0018 |
-32.1% |
0.0165 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
140,342 |
111,885 |
-28,457 |
-20.3% |
817,771 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7121 |
0.7098 |
0.7020 |
|
| R3 |
0.7084 |
0.7061 |
0.7010 |
|
| R2 |
0.7047 |
0.7047 |
0.7007 |
|
| R1 |
0.7024 |
0.7024 |
0.7003 |
0.7017 |
| PP |
0.7010 |
0.7010 |
0.7010 |
0.7007 |
| S1 |
0.6987 |
0.6987 |
0.6997 |
0.6980 |
| S2 |
0.6973 |
0.6973 |
0.6993 |
|
| S3 |
0.6936 |
0.6950 |
0.6990 |
|
| S4 |
0.6899 |
0.6913 |
0.6980 |
|
|
| 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 |
0.0117 |
1.7% |
0.0062 |
0.9% |
3% |
False |
True |
134,437 |
| 10 |
0.7302 |
0.6997 |
0.0305 |
4.4% |
0.0092 |
1.3% |
1% |
False |
True |
172,434 |
| 20 |
0.7359 |
0.6997 |
0.0362 |
5.2% |
0.0082 |
1.2% |
1% |
False |
True |
176,133 |
| 40 |
0.7359 |
0.6976 |
0.0383 |
5.5% |
0.0073 |
1.0% |
6% |
False |
False |
183,595 |
| 60 |
0.7512 |
0.6976 |
0.0536 |
7.7% |
0.0069 |
1.0% |
5% |
False |
False |
125,903 |
| 80 |
0.7678 |
0.6976 |
0.0702 |
10.0% |
0.0066 |
0.9% |
3% |
False |
False |
94,483 |
| 100 |
0.7904 |
0.6976 |
0.0929 |
13.3% |
0.0064 |
0.9% |
3% |
False |
False |
75,604 |
| 120 |
0.7904 |
0.6976 |
0.0929 |
13.3% |
0.0061 |
0.9% |
3% |
False |
False |
63,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7191 |
|
2.618 |
0.7130 |
|
1.618 |
0.7093 |
|
1.000 |
0.7071 |
|
0.618 |
0.7056 |
|
HIGH |
0.7034 |
|
0.618 |
0.7019 |
|
0.500 |
0.7015 |
|
0.382 |
0.7011 |
|
LOW |
0.6997 |
|
0.618 |
0.6974 |
|
1.000 |
0.6960 |
|
1.618 |
0.6937 |
|
2.618 |
0.6900 |
|
4.250 |
0.6839 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7015 |
0.7055 |
| PP |
0.7010 |
0.7037 |
| S1 |
0.7005 |
0.7018 |
|