CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7018 |
0.6999 |
-0.0019 |
-0.3% |
0.7142 |
| High |
0.7034 |
0.7020 |
-0.0014 |
-0.2% |
0.7162 |
| Low |
0.6997 |
0.6944 |
-0.0053 |
-0.8% |
0.6997 |
| Close |
0.7000 |
0.6949 |
-0.0052 |
-0.7% |
0.7097 |
| Range |
0.0037 |
0.0076 |
0.0039 |
104.1% |
0.0165 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
111,885 |
150,229 |
38,344 |
34.3% |
817,771 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7197 |
0.7148 |
0.6990 |
|
| R3 |
0.7122 |
0.7073 |
0.6969 |
|
| R2 |
0.7046 |
0.7046 |
0.6962 |
|
| R1 |
0.6997 |
0.6997 |
0.6955 |
0.6984 |
| PP |
0.6971 |
0.6971 |
0.6971 |
0.6964 |
| S1 |
0.6922 |
0.6922 |
0.6942 |
0.6909 |
| S2 |
0.6895 |
0.6895 |
0.6935 |
|
| S3 |
0.6820 |
0.6846 |
0.6928 |
|
| S4 |
0.6744 |
0.6771 |
0.6907 |
|
|
| 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 |
0.6944 |
0.0169 |
2.4% |
0.0059 |
0.9% |
3% |
False |
True |
131,679 |
| 10 |
0.7302 |
0.6944 |
0.0358 |
5.1% |
0.0087 |
1.2% |
1% |
False |
True |
162,770 |
| 20 |
0.7359 |
0.6944 |
0.0415 |
6.0% |
0.0083 |
1.2% |
1% |
False |
True |
172,308 |
| 40 |
0.7359 |
0.6944 |
0.0415 |
6.0% |
0.0073 |
1.1% |
1% |
False |
True |
184,760 |
| 60 |
0.7512 |
0.6944 |
0.0568 |
8.2% |
0.0069 |
1.0% |
1% |
False |
True |
128,402 |
| 80 |
0.7678 |
0.6944 |
0.0734 |
10.6% |
0.0066 |
1.0% |
1% |
False |
True |
96,360 |
| 100 |
0.7904 |
0.6944 |
0.0960 |
13.8% |
0.0065 |
0.9% |
0% |
False |
True |
77,106 |
| 120 |
0.7904 |
0.6944 |
0.0960 |
13.8% |
0.0061 |
0.9% |
0% |
False |
True |
64,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7217 |
|
1.618 |
0.7142 |
|
1.000 |
0.7095 |
|
0.618 |
0.7066 |
|
HIGH |
0.7020 |
|
0.618 |
0.6991 |
|
0.500 |
0.6982 |
|
0.382 |
0.6973 |
|
LOW |
0.6944 |
|
0.618 |
0.6897 |
|
1.000 |
0.6869 |
|
1.618 |
0.6822 |
|
2.618 |
0.6746 |
|
4.250 |
0.6623 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6982 |
0.7006 |
| PP |
0.6971 |
0.6987 |
| S1 |
0.6960 |
0.6968 |
|