CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6884 |
0.6932 |
0.0048 |
0.7% |
0.6937 |
| High |
0.6947 |
0.6941 |
-0.0006 |
-0.1% |
0.6951 |
| Low |
0.6883 |
0.6875 |
-0.0008 |
-0.1% |
0.6855 |
| Close |
0.6936 |
0.6881 |
-0.0055 |
-0.8% |
0.6914 |
| Range |
0.0064 |
0.0067 |
0.0003 |
3.9% |
0.0097 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
150,000 |
138,471 |
-11,529 |
-7.7% |
604,110 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7098 |
0.7056 |
0.6917 |
|
| R3 |
0.7032 |
0.6989 |
0.6899 |
|
| R2 |
0.6965 |
0.6965 |
0.6893 |
|
| R1 |
0.6923 |
0.6923 |
0.6887 |
0.6911 |
| PP |
0.6899 |
0.6899 |
0.6899 |
0.6893 |
| S1 |
0.6856 |
0.6856 |
0.6874 |
0.6844 |
| S2 |
0.6832 |
0.6832 |
0.6868 |
|
| S3 |
0.6766 |
0.6790 |
0.6862 |
|
| S4 |
0.6699 |
0.6723 |
0.6844 |
|
|
| 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 |
0.6859 |
0.0088 |
1.3% |
0.0056 |
0.8% |
25% |
False |
False |
123,010 |
| 10 |
0.6963 |
0.6855 |
0.0109 |
1.6% |
0.0048 |
0.7% |
24% |
False |
False |
120,131 |
| 20 |
0.7302 |
0.6855 |
0.0447 |
6.5% |
0.0068 |
1.0% |
6% |
False |
False |
141,451 |
| 40 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0070 |
1.0% |
5% |
False |
False |
169,528 |
| 60 |
0.7359 |
0.6855 |
0.0504 |
7.3% |
0.0067 |
1.0% |
5% |
False |
False |
148,134 |
| 80 |
0.7638 |
0.6855 |
0.0784 |
11.4% |
0.0065 |
1.0% |
3% |
False |
False |
111,349 |
| 100 |
0.7842 |
0.6855 |
0.0987 |
14.3% |
0.0064 |
0.9% |
3% |
False |
False |
89,113 |
| 120 |
0.7904 |
0.6855 |
0.1050 |
15.3% |
0.0063 |
0.9% |
2% |
False |
False |
74,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7224 |
|
2.618 |
0.7115 |
|
1.618 |
0.7049 |
|
1.000 |
0.7008 |
|
0.618 |
0.6982 |
|
HIGH |
0.6941 |
|
0.618 |
0.6916 |
|
0.500 |
0.6908 |
|
0.382 |
0.6900 |
|
LOW |
0.6875 |
|
0.618 |
0.6833 |
|
1.000 |
0.6808 |
|
1.618 |
0.6767 |
|
2.618 |
0.6700 |
|
4.250 |
0.6592 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6908 |
0.6903 |
| PP |
0.6899 |
0.6895 |
| S1 |
0.6890 |
0.6888 |
|