CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6856 |
0.6784 |
-0.0072 |
-1.1% |
0.6852 |
| High |
0.6863 |
0.6815 |
-0.0049 |
-0.7% |
0.6940 |
| Low |
0.6779 |
0.6777 |
-0.0002 |
0.0% |
0.6807 |
| Close |
0.6781 |
0.6784 |
0.0003 |
0.0% |
0.6858 |
| Range |
0.0084 |
0.0038 |
-0.0047 |
-55.4% |
0.0134 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
213,272 |
144,955 |
-68,317 |
-32.0% |
812,432 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6904 |
0.6881 |
0.6804 |
|
| R3 |
0.6867 |
0.6844 |
0.6794 |
|
| R2 |
0.6829 |
0.6829 |
0.6790 |
|
| R1 |
0.6806 |
0.6806 |
0.6787 |
0.6799 |
| PP |
0.6792 |
0.6792 |
0.6792 |
0.6788 |
| S1 |
0.6769 |
0.6769 |
0.6780 |
0.6762 |
| S2 |
0.6754 |
0.6754 |
0.6777 |
|
| S3 |
0.6717 |
0.6731 |
0.6773 |
|
| S4 |
0.6679 |
0.6694 |
0.6763 |
|
|
| 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 |
0.6777 |
0.0163 |
2.4% |
0.0060 |
0.9% |
4% |
False |
True |
172,326 |
| 10 |
0.6947 |
0.6777 |
0.0170 |
2.5% |
0.0058 |
0.8% |
4% |
False |
True |
160,064 |
| 20 |
0.7034 |
0.6777 |
0.0257 |
3.8% |
0.0052 |
0.8% |
3% |
False |
True |
138,780 |
| 40 |
0.7359 |
0.6777 |
0.0582 |
8.6% |
0.0069 |
1.0% |
1% |
False |
True |
161,390 |
| 60 |
0.7359 |
0.6777 |
0.0582 |
8.6% |
0.0066 |
1.0% |
1% |
False |
True |
168,062 |
| 80 |
0.7585 |
0.6777 |
0.0808 |
11.9% |
0.0065 |
1.0% |
1% |
False |
True |
127,727 |
| 100 |
0.7739 |
0.6777 |
0.0962 |
14.2% |
0.0063 |
0.9% |
1% |
False |
True |
102,224 |
| 120 |
0.7904 |
0.6777 |
0.1127 |
16.6% |
0.0063 |
0.9% |
1% |
False |
True |
85,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6974 |
|
2.618 |
0.6913 |
|
1.618 |
0.6875 |
|
1.000 |
0.6852 |
|
0.618 |
0.6838 |
|
HIGH |
0.6815 |
|
0.618 |
0.6800 |
|
0.500 |
0.6796 |
|
0.382 |
0.6791 |
|
LOW |
0.6777 |
|
0.618 |
0.6754 |
|
1.000 |
0.6740 |
|
1.618 |
0.6716 |
|
2.618 |
0.6679 |
|
4.250 |
0.6618 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6796 |
0.6859 |
| PP |
0.6792 |
0.6834 |
| S1 |
0.6788 |
0.6809 |
|