CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6906 |
0.6869 |
-0.0037 |
-0.5% |
0.7103 |
| High |
0.6917 |
0.6900 |
-0.0018 |
-0.3% |
0.7113 |
| Low |
0.6865 |
0.6855 |
-0.0011 |
-0.2% |
0.6935 |
| Close |
0.6874 |
0.6874 |
0.0001 |
0.0% |
0.6937 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0179 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
110,650 |
136,687 |
26,037 |
23.5% |
614,692 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6988 |
0.6899 |
|
| R3 |
0.6966 |
0.6943 |
0.6886 |
|
| R2 |
0.6921 |
0.6921 |
0.6882 |
|
| R1 |
0.6898 |
0.6898 |
0.6878 |
0.6909 |
| PP |
0.6876 |
0.6876 |
0.6876 |
0.6882 |
| S1 |
0.6853 |
0.6853 |
0.6870 |
0.6864 |
| S2 |
0.6831 |
0.6831 |
0.6866 |
|
| S3 |
0.6786 |
0.6808 |
0.6862 |
|
| S4 |
0.6741 |
0.6763 |
0.6849 |
|
|
| 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 |
0.6963 |
0.6855 |
0.0109 |
1.6% |
0.0041 |
0.6% |
18% |
False |
True |
117,253 |
| 10 |
0.7113 |
0.6855 |
0.0259 |
3.8% |
0.0050 |
0.7% |
8% |
False |
True |
124,466 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.5% |
0.0074 |
1.1% |
4% |
False |
True |
155,508 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0070 |
1.0% |
4% |
False |
True |
174,177 |
| 60 |
0.7366 |
0.6855 |
0.0511 |
7.4% |
0.0067 |
1.0% |
4% |
False |
True |
138,068 |
| 80 |
0.7678 |
0.6855 |
0.0823 |
12.0% |
0.0066 |
1.0% |
2% |
False |
True |
103,683 |
| 100 |
0.7850 |
0.6855 |
0.0996 |
14.5% |
0.0064 |
0.9% |
2% |
False |
True |
82,967 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.3% |
0.0062 |
0.9% |
2% |
False |
True |
69,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7091 |
|
2.618 |
0.7017 |
|
1.618 |
0.6972 |
|
1.000 |
0.6945 |
|
0.618 |
0.6927 |
|
HIGH |
0.6900 |
|
0.618 |
0.6882 |
|
0.500 |
0.6877 |
|
0.382 |
0.6872 |
|
LOW |
0.6855 |
|
0.618 |
0.6827 |
|
1.000 |
0.6810 |
|
1.618 |
0.6782 |
|
2.618 |
0.6737 |
|
4.250 |
0.6663 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6877 |
0.6891 |
| PP |
0.6876 |
0.6886 |
| S1 |
0.6875 |
0.6880 |
|