CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6932 |
0.6881 |
-0.0051 |
-0.7% |
0.6909 |
| High |
0.6941 |
0.6886 |
-0.0055 |
-0.8% |
0.6947 |
| Low |
0.6875 |
0.6843 |
-0.0032 |
-0.5% |
0.6843 |
| Close |
0.6881 |
0.6857 |
-0.0024 |
-0.3% |
0.6857 |
| Range |
0.0067 |
0.0043 |
-0.0024 |
-35.3% |
0.0104 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
138,471 |
141,511 |
3,040 |
2.2% |
630,895 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6991 |
0.6967 |
0.6881 |
|
| R3 |
0.6948 |
0.6924 |
0.6869 |
|
| R2 |
0.6905 |
0.6905 |
0.6865 |
|
| R1 |
0.6881 |
0.6881 |
0.6861 |
0.6872 |
| PP |
0.6862 |
0.6862 |
0.6862 |
0.6857 |
| S1 |
0.6838 |
0.6838 |
0.6853 |
0.6829 |
| S2 |
0.6819 |
0.6819 |
0.6849 |
|
| S3 |
0.6776 |
0.6795 |
0.6845 |
|
| S4 |
0.6733 |
0.6752 |
0.6833 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7193 |
0.7128 |
0.6914 |
|
| R3 |
0.7089 |
0.7025 |
0.6885 |
|
| R2 |
0.6986 |
0.6986 |
0.6876 |
|
| R1 |
0.6921 |
0.6921 |
0.6866 |
0.6902 |
| PP |
0.6882 |
0.6882 |
0.6882 |
0.6872 |
| S1 |
0.6818 |
0.6818 |
0.6848 |
0.6798 |
| S2 |
0.6779 |
0.6779 |
0.6838 |
|
| S3 |
0.6675 |
0.6714 |
0.6829 |
|
| S4 |
0.6572 |
0.6611 |
0.6800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6947 |
0.6843 |
0.0104 |
1.5% |
0.0055 |
0.8% |
14% |
False |
True |
126,179 |
| 10 |
0.6951 |
0.6843 |
0.0108 |
1.6% |
0.0050 |
0.7% |
13% |
False |
True |
123,500 |
| 20 |
0.7162 |
0.6843 |
0.0319 |
4.7% |
0.0057 |
0.8% |
4% |
False |
True |
133,373 |
| 40 |
0.7359 |
0.6843 |
0.0516 |
7.5% |
0.0070 |
1.0% |
3% |
False |
True |
168,457 |
| 60 |
0.7359 |
0.6843 |
0.0516 |
7.5% |
0.0067 |
1.0% |
3% |
False |
True |
150,430 |
| 80 |
0.7638 |
0.6843 |
0.0795 |
11.6% |
0.0065 |
0.9% |
2% |
False |
True |
113,114 |
| 100 |
0.7842 |
0.6843 |
0.0999 |
14.6% |
0.0063 |
0.9% |
1% |
False |
True |
90,527 |
| 120 |
0.7904 |
0.6843 |
0.1061 |
15.5% |
0.0063 |
0.9% |
1% |
False |
True |
75,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7069 |
|
2.618 |
0.6999 |
|
1.618 |
0.6956 |
|
1.000 |
0.6929 |
|
0.618 |
0.6913 |
|
HIGH |
0.6886 |
|
0.618 |
0.6870 |
|
0.500 |
0.6865 |
|
0.382 |
0.6859 |
|
LOW |
0.6843 |
|
0.618 |
0.6816 |
|
1.000 |
0.6800 |
|
1.618 |
0.6773 |
|
2.618 |
0.6730 |
|
4.250 |
0.6660 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6865 |
0.6895 |
| PP |
0.6862 |
0.6882 |
| S1 |
0.6860 |
0.6870 |
|