CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6869 |
0.6884 |
0.0015 |
0.2% |
0.6937 |
| High |
0.6902 |
0.6947 |
0.0045 |
0.6% |
0.6951 |
| Low |
0.6859 |
0.6883 |
0.0024 |
0.3% |
0.6855 |
| Close |
0.6886 |
0.6936 |
0.0050 |
0.7% |
0.6914 |
| Range |
0.0043 |
0.0064 |
0.0021 |
48.8% |
0.0097 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
87,448 |
150,000 |
62,552 |
71.5% |
604,110 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7114 |
0.7089 |
0.6971 |
|
| R3 |
0.7050 |
0.7025 |
0.6953 |
|
| R2 |
0.6986 |
0.6986 |
0.6947 |
|
| R1 |
0.6961 |
0.6961 |
0.6941 |
0.6973 |
| PP |
0.6922 |
0.6922 |
0.6922 |
0.6928 |
| S1 |
0.6897 |
0.6897 |
0.6930 |
0.6909 |
| S2 |
0.6858 |
0.6858 |
0.6924 |
|
| S3 |
0.6794 |
0.6833 |
0.6918 |
|
| S4 |
0.6730 |
0.6769 |
0.6900 |
|
|
| 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 |
0.6947 |
0.6855 |
0.0092 |
1.3% |
0.0051 |
0.7% |
88% |
True |
False |
122,653 |
| 10 |
0.7020 |
0.6855 |
0.0165 |
2.4% |
0.0049 |
0.7% |
49% |
False |
False |
121,307 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.4% |
0.0071 |
1.0% |
18% |
False |
False |
146,871 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0069 |
1.0% |
16% |
False |
False |
170,063 |
| 60 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0067 |
1.0% |
16% |
False |
False |
145,891 |
| 80 |
0.7638 |
0.6855 |
0.0784 |
11.3% |
0.0065 |
0.9% |
10% |
False |
False |
109,621 |
| 100 |
0.7842 |
0.6855 |
0.0987 |
14.2% |
0.0064 |
0.9% |
8% |
False |
False |
87,731 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.1% |
0.0063 |
0.9% |
8% |
False |
False |
73,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7219 |
|
2.618 |
0.7114 |
|
1.618 |
0.7050 |
|
1.000 |
0.7011 |
|
0.618 |
0.6986 |
|
HIGH |
0.6947 |
|
0.618 |
0.6922 |
|
0.500 |
0.6915 |
|
0.382 |
0.6907 |
|
LOW |
0.6883 |
|
0.618 |
0.6843 |
|
1.000 |
0.6819 |
|
1.618 |
0.6779 |
|
2.618 |
0.6715 |
|
4.250 |
0.6611 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6929 |
0.6925 |
| PP |
0.6922 |
0.6914 |
| S1 |
0.6915 |
0.6903 |
|