CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6852 |
0.6844 |
-0.0008 |
-0.1% |
0.6909 |
High |
0.6859 |
0.6887 |
0.0028 |
0.4% |
0.6947 |
Low |
0.6837 |
0.6807 |
-0.0031 |
-0.4% |
0.6843 |
Close |
0.6847 |
0.6879 |
0.0032 |
0.5% |
0.6857 |
Range |
0.0022 |
0.0080 |
0.0058 |
263.6% |
0.0104 |
ATR |
0.0059 |
0.0061 |
0.0001 |
2.5% |
0.0000 |
Volume |
100,665 |
208,361 |
107,696 |
107.0% |
630,895 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7097 |
0.7068 |
0.6923 |
|
R3 |
0.7017 |
0.6988 |
0.6901 |
|
R2 |
0.6937 |
0.6937 |
0.6893 |
|
R1 |
0.6908 |
0.6908 |
0.6886 |
0.6923 |
PP |
0.6857 |
0.6857 |
0.6857 |
0.6865 |
S1 |
0.6828 |
0.6828 |
0.6871 |
0.6843 |
S2 |
0.6777 |
0.6777 |
0.6864 |
|
S3 |
0.6697 |
0.6748 |
0.6857 |
|
S4 |
0.6617 |
0.6668 |
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 |
0.6807 |
0.0140 |
2.0% |
0.0055 |
0.8% |
51% |
False |
True |
147,801 |
10 |
0.6947 |
0.6807 |
0.0140 |
2.0% |
0.0052 |
0.8% |
51% |
False |
True |
131,292 |
20 |
0.7113 |
0.6807 |
0.0307 |
4.5% |
0.0054 |
0.8% |
23% |
False |
True |
131,874 |
40 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0070 |
1.0% |
13% |
False |
True |
167,686 |
60 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0066 |
1.0% |
13% |
False |
True |
155,505 |
80 |
0.7622 |
0.6807 |
0.0816 |
11.9% |
0.0064 |
0.9% |
9% |
False |
True |
116,970 |
100 |
0.7781 |
0.6807 |
0.0974 |
14.2% |
0.0063 |
0.9% |
7% |
False |
True |
93,616 |
120 |
0.7904 |
0.6807 |
0.1098 |
16.0% |
0.0064 |
0.9% |
7% |
False |
True |
78,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7227 |
2.618 |
0.7096 |
1.618 |
0.7016 |
1.000 |
0.6967 |
0.618 |
0.6936 |
HIGH |
0.6887 |
0.618 |
0.6856 |
0.500 |
0.6847 |
0.382 |
0.6837 |
LOW |
0.6807 |
0.618 |
0.6757 |
1.000 |
0.6727 |
1.618 |
0.6677 |
2.618 |
0.6597 |
4.250 |
0.6467 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6868 |
0.6868 |
PP |
0.6857 |
0.6857 |
S1 |
0.6847 |
0.6847 |
|