CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6889 |
0.6909 |
0.0021 |
0.3% |
0.6937 |
| High |
0.6932 |
0.6921 |
-0.0011 |
-0.2% |
0.6951 |
| Low |
0.6887 |
0.6861 |
-0.0026 |
-0.4% |
0.6855 |
| Close |
0.6914 |
0.6874 |
-0.0040 |
-0.6% |
0.6914 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.7% |
0.0097 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
125,669 |
113,465 |
-12,204 |
-9.7% |
604,110 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.7028 |
0.6907 |
|
| R3 |
0.7004 |
0.6969 |
0.6890 |
|
| R2 |
0.6945 |
0.6945 |
0.6885 |
|
| R1 |
0.6909 |
0.6909 |
0.6879 |
0.6897 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6879 |
| S1 |
0.6850 |
0.6850 |
0.6869 |
0.6838 |
| S2 |
0.6826 |
0.6826 |
0.6863 |
|
| S3 |
0.6766 |
0.6790 |
0.6858 |
|
| S4 |
0.6707 |
0.6731 |
0.6841 |
|
|
| 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 |
0.6932 |
0.6855 |
0.0077 |
1.1% |
0.0047 |
0.7% |
25% |
False |
False |
121,861 |
| 10 |
0.7068 |
0.6855 |
0.0214 |
3.1% |
0.0048 |
0.7% |
9% |
False |
False |
122,785 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.5% |
0.0071 |
1.0% |
4% |
False |
False |
148,564 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0069 |
1.0% |
4% |
False |
False |
171,633 |
| 60 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0067 |
1.0% |
4% |
False |
False |
141,993 |
| 80 |
0.7657 |
0.6855 |
0.0803 |
11.7% |
0.0067 |
1.0% |
2% |
False |
False |
106,668 |
| 100 |
0.7842 |
0.6855 |
0.0987 |
14.4% |
0.0064 |
0.9% |
2% |
False |
False |
85,357 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.3% |
0.0062 |
0.9% |
2% |
False |
False |
71,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7173 |
|
2.618 |
0.7076 |
|
1.618 |
0.7017 |
|
1.000 |
0.6980 |
|
0.618 |
0.6957 |
|
HIGH |
0.6921 |
|
0.618 |
0.6898 |
|
0.500 |
0.6891 |
|
0.382 |
0.6884 |
|
LOW |
0.6861 |
|
0.618 |
0.6824 |
|
1.000 |
0.6802 |
|
1.618 |
0.6765 |
|
2.618 |
0.6705 |
|
4.250 |
0.6608 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6891 |
0.6893 |
| PP |
0.6885 |
0.6887 |
| S1 |
0.6880 |
0.6880 |
|