CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6881 |
0.6852 |
-0.0030 |
-0.4% |
0.6909 |
| High |
0.6886 |
0.6859 |
-0.0027 |
-0.4% |
0.6947 |
| Low |
0.6843 |
0.6837 |
-0.0006 |
-0.1% |
0.6843 |
| Close |
0.6857 |
0.6847 |
-0.0010 |
-0.1% |
0.6857 |
| Range |
0.0043 |
0.0022 |
-0.0021 |
-48.8% |
0.0104 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
141,511 |
100,665 |
-40,846 |
-28.9% |
630,895 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6914 |
0.6902 |
0.6859 |
|
| R3 |
0.6892 |
0.6880 |
0.6853 |
|
| R2 |
0.6870 |
0.6870 |
0.6851 |
|
| R1 |
0.6858 |
0.6858 |
0.6849 |
0.6853 |
| PP |
0.6848 |
0.6848 |
0.6848 |
0.6845 |
| S1 |
0.6836 |
0.6836 |
0.6845 |
0.6831 |
| S2 |
0.6826 |
0.6826 |
0.6843 |
|
| S3 |
0.6804 |
0.6814 |
0.6841 |
|
| S4 |
0.6782 |
0.6792 |
0.6835 |
|
|
| 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 |
0.6837 |
0.0110 |
1.6% |
0.0048 |
0.7% |
9% |
False |
True |
123,619 |
| 10 |
0.6947 |
0.6837 |
0.0110 |
1.6% |
0.0048 |
0.7% |
9% |
False |
True |
122,740 |
| 20 |
0.7113 |
0.6837 |
0.0276 |
4.0% |
0.0053 |
0.8% |
4% |
False |
True |
128,939 |
| 40 |
0.7359 |
0.6837 |
0.0522 |
7.6% |
0.0069 |
1.0% |
2% |
False |
True |
166,870 |
| 60 |
0.7359 |
0.6837 |
0.0522 |
7.6% |
0.0066 |
1.0% |
2% |
False |
True |
152,074 |
| 80 |
0.7638 |
0.6837 |
0.0801 |
11.7% |
0.0064 |
0.9% |
1% |
False |
True |
114,369 |
| 100 |
0.7823 |
0.6837 |
0.0986 |
14.4% |
0.0063 |
0.9% |
1% |
False |
True |
91,533 |
| 120 |
0.7904 |
0.6837 |
0.1067 |
15.6% |
0.0063 |
0.9% |
1% |
False |
True |
76,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6953 |
|
2.618 |
0.6917 |
|
1.618 |
0.6895 |
|
1.000 |
0.6881 |
|
0.618 |
0.6873 |
|
HIGH |
0.6859 |
|
0.618 |
0.6851 |
|
0.500 |
0.6848 |
|
0.382 |
0.6845 |
|
LOW |
0.6837 |
|
0.618 |
0.6823 |
|
1.000 |
0.6815 |
|
1.618 |
0.6801 |
|
2.618 |
0.6779 |
|
4.250 |
0.6744 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6848 |
0.6889 |
| PP |
0.6848 |
0.6875 |
| S1 |
0.6847 |
0.6861 |
|