CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6844 |
0.6875 |
0.0031 |
0.4% |
0.6909 |
| High |
0.6887 |
0.6891 |
0.0004 |
0.1% |
0.6947 |
| Low |
0.6807 |
0.6845 |
0.0038 |
0.6% |
0.6843 |
| Close |
0.6879 |
0.6862 |
-0.0017 |
-0.2% |
0.6857 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0104 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
208,361 |
152,409 |
-55,952 |
-26.9% |
630,895 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7004 |
0.6979 |
0.6887 |
|
| R3 |
0.6958 |
0.6933 |
0.6874 |
|
| R2 |
0.6912 |
0.6912 |
0.6870 |
|
| R1 |
0.6887 |
0.6887 |
0.6866 |
0.6876 |
| PP |
0.6866 |
0.6866 |
0.6866 |
0.6860 |
| S1 |
0.6841 |
0.6841 |
0.6857 |
0.6830 |
| S2 |
0.6820 |
0.6820 |
0.6853 |
|
| S3 |
0.6774 |
0.6795 |
0.6849 |
|
| S4 |
0.6728 |
0.6749 |
0.6836 |
|
|
| 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 |
0.6941 |
0.6807 |
0.0135 |
2.0% |
0.0052 |
0.8% |
41% |
False |
False |
148,283 |
| 10 |
0.6947 |
0.6807 |
0.0140 |
2.0% |
0.0051 |
0.7% |
39% |
False |
False |
135,468 |
| 20 |
0.7113 |
0.6807 |
0.0307 |
4.5% |
0.0053 |
0.8% |
18% |
False |
False |
131,334 |
| 40 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0071 |
1.0% |
10% |
False |
False |
165,753 |
| 60 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0066 |
1.0% |
10% |
False |
False |
157,908 |
| 80 |
0.7619 |
0.6807 |
0.0813 |
11.8% |
0.0064 |
0.9% |
7% |
False |
False |
118,874 |
| 100 |
0.7750 |
0.6807 |
0.0944 |
13.8% |
0.0063 |
0.9% |
6% |
False |
False |
95,140 |
| 120 |
0.7904 |
0.6807 |
0.1098 |
16.0% |
0.0063 |
0.9% |
5% |
False |
False |
79,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7086 |
|
2.618 |
0.7011 |
|
1.618 |
0.6965 |
|
1.000 |
0.6937 |
|
0.618 |
0.6919 |
|
HIGH |
0.6891 |
|
0.618 |
0.6873 |
|
0.500 |
0.6868 |
|
0.382 |
0.6862 |
|
LOW |
0.6845 |
|
0.618 |
0.6816 |
|
1.000 |
0.6799 |
|
1.618 |
0.6770 |
|
2.618 |
0.6724 |
|
4.250 |
0.6649 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6868 |
0.6857 |
| PP |
0.6866 |
0.6853 |
| S1 |
0.6864 |
0.6849 |
|