CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6784 |
0.0000 |
0.0% |
0.6852 |
| High |
0.6815 |
0.6811 |
-0.0004 |
-0.1% |
0.6940 |
| Low |
0.6777 |
0.6772 |
-0.0005 |
-0.1% |
0.6807 |
| Close |
0.6784 |
0.6805 |
0.0021 |
0.3% |
0.6858 |
| Range |
0.0038 |
0.0039 |
0.0001 |
2.7% |
0.0134 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
144,955 |
125,168 |
-19,787 |
-13.7% |
812,432 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6896 |
0.6826 |
|
| R3 |
0.6873 |
0.6858 |
0.6815 |
|
| R2 |
0.6834 |
0.6834 |
0.6812 |
|
| R1 |
0.6819 |
0.6819 |
0.6808 |
0.6827 |
| PP |
0.6796 |
0.6796 |
0.6796 |
0.6799 |
| S1 |
0.6781 |
0.6781 |
0.6801 |
0.6788 |
| S2 |
0.6757 |
0.6757 |
0.6797 |
|
| S3 |
0.6719 |
0.6742 |
0.6794 |
|
| S4 |
0.6680 |
0.6704 |
0.6783 |
|
|
| 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 |
0.6772 |
0.0168 |
2.5% |
0.0059 |
0.9% |
19% |
False |
True |
166,878 |
| 10 |
0.6941 |
0.6772 |
0.0169 |
2.5% |
0.0055 |
0.8% |
19% |
False |
True |
157,580 |
| 20 |
0.7020 |
0.6772 |
0.0248 |
3.6% |
0.0052 |
0.8% |
13% |
False |
True |
139,444 |
| 40 |
0.7359 |
0.6772 |
0.0587 |
8.6% |
0.0067 |
1.0% |
6% |
False |
True |
157,788 |
| 60 |
0.7359 |
0.6772 |
0.0587 |
8.6% |
0.0066 |
1.0% |
6% |
False |
True |
168,878 |
| 80 |
0.7512 |
0.6772 |
0.0740 |
10.9% |
0.0064 |
0.9% |
4% |
False |
True |
129,288 |
| 100 |
0.7678 |
0.6772 |
0.0906 |
13.3% |
0.0063 |
0.9% |
4% |
False |
True |
103,475 |
| 120 |
0.7904 |
0.6772 |
0.1132 |
16.6% |
0.0062 |
0.9% |
3% |
False |
True |
86,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6974 |
|
2.618 |
0.6911 |
|
1.618 |
0.6873 |
|
1.000 |
0.6849 |
|
0.618 |
0.6834 |
|
HIGH |
0.6811 |
|
0.618 |
0.6796 |
|
0.500 |
0.6791 |
|
0.382 |
0.6787 |
|
LOW |
0.6772 |
|
0.618 |
0.6748 |
|
1.000 |
0.6734 |
|
1.618 |
0.6710 |
|
2.618 |
0.6671 |
|
4.250 |
0.6608 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6800 |
0.6818 |
| PP |
0.6796 |
0.6813 |
| S1 |
0.6791 |
0.6809 |
|