CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6858 |
0.6888 |
0.0030 |
0.4% |
0.6852 |
| High |
0.6897 |
0.6940 |
0.0044 |
0.6% |
0.6940 |
| Low |
0.6852 |
0.6851 |
-0.0001 |
0.0% |
0.6807 |
| Close |
0.6892 |
0.6858 |
-0.0034 |
-0.5% |
0.6858 |
| Range |
0.0045 |
0.0089 |
0.0045 |
100.0% |
0.0134 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
3.7% |
0.0000 |
| Volume |
149,676 |
201,321 |
51,645 |
34.5% |
812,432 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7150 |
0.7093 |
0.6907 |
|
| R3 |
0.7061 |
0.7004 |
0.6882 |
|
| R2 |
0.6972 |
0.6972 |
0.6874 |
|
| R1 |
0.6915 |
0.6915 |
0.6866 |
0.6899 |
| PP |
0.6883 |
0.6883 |
0.6883 |
0.6875 |
| S1 |
0.6826 |
0.6826 |
0.6850 |
0.6810 |
| S2 |
0.6794 |
0.6794 |
0.6842 |
|
| S3 |
0.6705 |
0.6737 |
0.6834 |
|
| S4 |
0.6616 |
0.6648 |
0.6809 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7269 |
0.7197 |
0.6931 |
|
| R3 |
0.7135 |
0.7063 |
0.6895 |
|
| R2 |
0.7002 |
0.7002 |
0.6882 |
|
| R1 |
0.6930 |
0.6930 |
0.6870 |
0.6966 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6886 |
| S1 |
0.6796 |
0.6796 |
0.6846 |
0.6832 |
| S2 |
0.6735 |
0.6735 |
0.6834 |
|
| S3 |
0.6601 |
0.6663 |
0.6821 |
|
| S4 |
0.6468 |
0.6529 |
0.6785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6940 |
0.6807 |
0.0134 |
1.9% |
0.0056 |
0.8% |
39% |
True |
False |
162,486 |
| 10 |
0.6947 |
0.6807 |
0.0140 |
2.0% |
0.0056 |
0.8% |
37% |
False |
False |
144,332 |
| 20 |
0.7113 |
0.6807 |
0.0307 |
4.5% |
0.0051 |
0.8% |
17% |
False |
False |
133,106 |
| 40 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0070 |
1.0% |
9% |
False |
False |
162,047 |
| 60 |
0.7359 |
0.6807 |
0.0552 |
8.0% |
0.0066 |
1.0% |
9% |
False |
False |
163,152 |
| 80 |
0.7619 |
0.6807 |
0.0813 |
11.8% |
0.0065 |
0.9% |
6% |
False |
False |
123,256 |
| 100 |
0.7744 |
0.6807 |
0.0937 |
13.7% |
0.0063 |
0.9% |
5% |
False |
False |
98,647 |
| 120 |
0.7904 |
0.6807 |
0.1098 |
16.0% |
0.0063 |
0.9% |
5% |
False |
False |
82,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7318 |
|
2.618 |
0.7173 |
|
1.618 |
0.7084 |
|
1.000 |
0.7029 |
|
0.618 |
0.6995 |
|
HIGH |
0.6940 |
|
0.618 |
0.6906 |
|
0.500 |
0.6896 |
|
0.382 |
0.6885 |
|
LOW |
0.6851 |
|
0.618 |
0.6796 |
|
1.000 |
0.6762 |
|
1.618 |
0.6707 |
|
2.618 |
0.6618 |
|
4.250 |
0.6473 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6896 |
0.6892 |
| PP |
0.6883 |
0.6881 |
| S1 |
0.6871 |
0.6869 |
|