CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6907 |
0.6906 |
-0.0002 |
0.0% |
0.7103 |
| High |
0.6928 |
0.6917 |
-0.0011 |
-0.2% |
0.7113 |
| Low |
0.6892 |
0.6865 |
-0.0027 |
-0.4% |
0.6935 |
| Close |
0.6902 |
0.6874 |
-0.0028 |
-0.4% |
0.6937 |
| Range |
0.0036 |
0.0052 |
0.0016 |
44.4% |
0.0179 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
122,837 |
110,650 |
-12,187 |
-9.9% |
614,692 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7041 |
0.7009 |
0.6902 |
|
| R3 |
0.6989 |
0.6957 |
0.6888 |
|
| R2 |
0.6937 |
0.6937 |
0.6883 |
|
| R1 |
0.6905 |
0.6905 |
0.6878 |
0.6895 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6880 |
| S1 |
0.6853 |
0.6853 |
0.6869 |
0.6843 |
| S2 |
0.6833 |
0.6833 |
0.6864 |
|
| S3 |
0.6781 |
0.6801 |
0.6859 |
|
| S4 |
0.6729 |
0.6749 |
0.6845 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7412 |
0.7035 |
|
| R3 |
0.7352 |
0.7234 |
0.6986 |
|
| R2 |
0.7173 |
0.7173 |
0.6970 |
|
| R1 |
0.7055 |
0.7055 |
0.6953 |
0.7025 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6980 |
| S1 |
0.6877 |
0.6877 |
0.6921 |
0.6847 |
| S2 |
0.6816 |
0.6816 |
0.6904 |
|
| S3 |
0.6638 |
0.6698 |
0.6888 |
|
| S4 |
0.6459 |
0.6520 |
0.6839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7020 |
0.6865 |
0.0155 |
2.2% |
0.0047 |
0.7% |
6% |
False |
True |
119,961 |
| 10 |
0.7113 |
0.6865 |
0.0248 |
3.6% |
0.0055 |
0.8% |
3% |
False |
True |
127,199 |
| 20 |
0.7302 |
0.6865 |
0.0437 |
6.4% |
0.0075 |
1.1% |
2% |
False |
True |
156,181 |
| 40 |
0.7359 |
0.6865 |
0.0494 |
7.2% |
0.0070 |
1.0% |
2% |
False |
True |
174,471 |
| 60 |
0.7406 |
0.6865 |
0.0541 |
7.9% |
0.0068 |
1.0% |
2% |
False |
True |
135,841 |
| 80 |
0.7678 |
0.6865 |
0.0813 |
11.8% |
0.0066 |
1.0% |
1% |
False |
True |
101,975 |
| 100 |
0.7850 |
0.6865 |
0.0985 |
14.3% |
0.0064 |
0.9% |
1% |
False |
True |
81,601 |
| 120 |
0.7904 |
0.6865 |
0.1039 |
15.1% |
0.0062 |
0.9% |
1% |
False |
True |
68,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7138 |
|
2.618 |
0.7053 |
|
1.618 |
0.7001 |
|
1.000 |
0.6969 |
|
0.618 |
0.6949 |
|
HIGH |
0.6917 |
|
0.618 |
0.6897 |
|
0.500 |
0.6891 |
|
0.382 |
0.6885 |
|
LOW |
0.6865 |
|
0.618 |
0.6833 |
|
1.000 |
0.6813 |
|
1.618 |
0.6781 |
|
2.618 |
0.6729 |
|
4.250 |
0.6644 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6891 |
0.6908 |
| PP |
0.6885 |
0.6897 |
| S1 |
0.6879 |
0.6885 |
|