CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6888 |
0.6856 |
-0.0032 |
-0.5% |
0.6852 |
| High |
0.6940 |
0.6863 |
-0.0077 |
-1.1% |
0.6940 |
| Low |
0.6851 |
0.6779 |
-0.0072 |
-1.1% |
0.6807 |
| Close |
0.6858 |
0.6781 |
-0.0077 |
-1.1% |
0.6858 |
| Range |
0.0089 |
0.0084 |
-0.0005 |
-5.6% |
0.0134 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
201,321 |
213,272 |
11,951 |
5.9% |
812,432 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7060 |
0.7004 |
0.6827 |
|
| R3 |
0.6976 |
0.6920 |
0.6804 |
|
| R2 |
0.6892 |
0.6892 |
0.6796 |
|
| R1 |
0.6836 |
0.6836 |
0.6789 |
0.6822 |
| PP |
0.6808 |
0.6808 |
0.6808 |
0.6801 |
| S1 |
0.6752 |
0.6752 |
0.6773 |
0.6738 |
| S2 |
0.6724 |
0.6724 |
0.6766 |
|
| S3 |
0.6640 |
0.6668 |
0.6758 |
|
| S4 |
0.6556 |
0.6584 |
0.6735 |
|
|
| 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 |
0.6779 |
0.0161 |
2.4% |
0.0069 |
1.0% |
1% |
False |
True |
185,007 |
| 10 |
0.6947 |
0.6779 |
0.0168 |
2.5% |
0.0058 |
0.9% |
1% |
False |
True |
154,313 |
| 20 |
0.7068 |
0.6779 |
0.0289 |
4.3% |
0.0053 |
0.8% |
1% |
False |
True |
138,549 |
| 40 |
0.7359 |
0.6779 |
0.0580 |
8.5% |
0.0070 |
1.0% |
0% |
False |
True |
162,858 |
| 60 |
0.7359 |
0.6779 |
0.0580 |
8.5% |
0.0066 |
1.0% |
0% |
False |
True |
166,430 |
| 80 |
0.7619 |
0.6779 |
0.0840 |
12.4% |
0.0065 |
1.0% |
0% |
False |
True |
125,917 |
| 100 |
0.7744 |
0.6779 |
0.0965 |
14.2% |
0.0064 |
0.9% |
0% |
False |
True |
100,776 |
| 120 |
0.7904 |
0.6779 |
0.1125 |
16.6% |
0.0063 |
0.9% |
0% |
False |
True |
83,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7220 |
|
2.618 |
0.7083 |
|
1.618 |
0.6999 |
|
1.000 |
0.6947 |
|
0.618 |
0.6915 |
|
HIGH |
0.6863 |
|
0.618 |
0.6831 |
|
0.500 |
0.6821 |
|
0.382 |
0.6811 |
|
LOW |
0.6779 |
|
0.618 |
0.6727 |
|
1.000 |
0.6695 |
|
1.618 |
0.6643 |
|
2.618 |
0.6559 |
|
4.250 |
0.6422 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6821 |
0.6860 |
| PP |
0.6808 |
0.6833 |
| S1 |
0.6794 |
0.6807 |
|