CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6869 |
0.6889 |
0.0020 |
0.3% |
0.6937 |
| High |
0.6900 |
0.6932 |
0.0032 |
0.5% |
0.6951 |
| Low |
0.6855 |
0.6887 |
0.0033 |
0.5% |
0.6855 |
| Close |
0.6874 |
0.6914 |
0.0040 |
0.6% |
0.6914 |
| Range |
0.0045 |
0.0045 |
-0.0001 |
-1.1% |
0.0097 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
136,687 |
125,669 |
-11,018 |
-8.1% |
604,110 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7044 |
0.7023 |
0.6938 |
|
| R3 |
0.7000 |
0.6979 |
0.6926 |
|
| R2 |
0.6955 |
0.6955 |
0.6922 |
|
| R1 |
0.6934 |
0.6934 |
0.6918 |
0.6945 |
| PP |
0.6911 |
0.6911 |
0.6911 |
0.6916 |
| S1 |
0.6890 |
0.6890 |
0.6909 |
0.6900 |
| S2 |
0.6866 |
0.6866 |
0.6905 |
|
| S3 |
0.6822 |
0.6845 |
0.6901 |
|
| S4 |
0.6777 |
0.6801 |
0.6889 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7196 |
0.7151 |
0.6967 |
|
| R3 |
0.7099 |
0.7055 |
0.6940 |
|
| R2 |
0.7003 |
0.7003 |
0.6931 |
|
| R1 |
0.6958 |
0.6958 |
0.6922 |
0.6932 |
| PP |
0.6906 |
0.6906 |
0.6906 |
0.6893 |
| S1 |
0.6862 |
0.6862 |
0.6905 |
0.6836 |
| S2 |
0.6810 |
0.6810 |
0.6896 |
|
| S3 |
0.6713 |
0.6765 |
0.6887 |
|
| S4 |
0.6617 |
0.6669 |
0.6860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6951 |
0.6855 |
0.0097 |
1.4% |
0.0045 |
0.6% |
61% |
False |
False |
120,822 |
| 10 |
0.7113 |
0.6855 |
0.0259 |
3.7% |
0.0047 |
0.7% |
23% |
False |
False |
121,880 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.5% |
0.0071 |
1.0% |
13% |
False |
False |
150,650 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0069 |
1.0% |
12% |
False |
False |
173,596 |
| 60 |
0.7366 |
0.6855 |
0.0511 |
7.4% |
0.0068 |
1.0% |
12% |
False |
False |
140,142 |
| 80 |
0.7678 |
0.6855 |
0.0823 |
11.9% |
0.0066 |
1.0% |
7% |
False |
False |
105,251 |
| 100 |
0.7842 |
0.6855 |
0.0987 |
14.3% |
0.0064 |
0.9% |
6% |
False |
False |
84,223 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.2% |
0.0062 |
0.9% |
6% |
False |
False |
70,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7121 |
|
2.618 |
0.7048 |
|
1.618 |
0.7004 |
|
1.000 |
0.6976 |
|
0.618 |
0.6959 |
|
HIGH |
0.6932 |
|
0.618 |
0.6915 |
|
0.500 |
0.6909 |
|
0.382 |
0.6904 |
|
LOW |
0.6887 |
|
0.618 |
0.6859 |
|
1.000 |
0.6843 |
|
1.618 |
0.6815 |
|
2.618 |
0.6770 |
|
4.250 |
0.6698 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6912 |
0.6907 |
| PP |
0.6911 |
0.6900 |
| S1 |
0.6909 |
0.6893 |
|