CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6784 |
0.6800 |
0.0016 |
0.2% |
0.6856 |
High |
0.6811 |
0.6831 |
0.0020 |
0.3% |
0.6863 |
Low |
0.6772 |
0.6771 |
-0.0002 |
0.0% |
0.6771 |
Close |
0.6805 |
0.6774 |
-0.0031 |
-0.5% |
0.6774 |
Range |
0.0039 |
0.0060 |
0.0022 |
55.8% |
0.0093 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
Volume |
125,168 |
139,157 |
13,989 |
11.2% |
622,552 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6972 |
0.6933 |
0.6807 |
|
R3 |
0.6912 |
0.6873 |
0.6790 |
|
R2 |
0.6852 |
0.6852 |
0.6785 |
|
R1 |
0.6813 |
0.6813 |
0.6779 |
0.6802 |
PP |
0.6792 |
0.6792 |
0.6792 |
0.6786 |
S1 |
0.6753 |
0.6753 |
0.6768 |
0.6742 |
S2 |
0.6732 |
0.6732 |
0.6763 |
|
S3 |
0.6672 |
0.6693 |
0.6757 |
|
S4 |
0.6612 |
0.6633 |
0.6741 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7080 |
0.7019 |
0.6824 |
|
R3 |
0.6987 |
0.6927 |
0.6799 |
|
R2 |
0.6895 |
0.6895 |
0.6790 |
|
R1 |
0.6834 |
0.6834 |
0.6782 |
0.6818 |
PP |
0.6802 |
0.6802 |
0.6802 |
0.6794 |
S1 |
0.6742 |
0.6742 |
0.6765 |
0.6726 |
S2 |
0.6710 |
0.6710 |
0.6757 |
|
S3 |
0.6617 |
0.6649 |
0.6748 |
|
S4 |
0.6525 |
0.6557 |
0.6723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0062 |
0.9% |
2% |
False |
True |
164,774 |
10 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0054 |
0.8% |
2% |
False |
True |
157,649 |
20 |
0.6963 |
0.6771 |
0.0193 |
2.8% |
0.0051 |
0.8% |
2% |
False |
True |
138,890 |
40 |
0.7359 |
0.6771 |
0.0588 |
8.7% |
0.0067 |
1.0% |
1% |
False |
True |
155,599 |
60 |
0.7359 |
0.6771 |
0.0588 |
8.7% |
0.0066 |
1.0% |
1% |
False |
True |
169,470 |
80 |
0.7512 |
0.6771 |
0.0741 |
10.9% |
0.0065 |
1.0% |
0% |
False |
True |
131,024 |
100 |
0.7678 |
0.6771 |
0.0907 |
13.4% |
0.0063 |
0.9% |
0% |
False |
True |
104,866 |
120 |
0.7904 |
0.6771 |
0.1134 |
16.7% |
0.0062 |
0.9% |
0% |
False |
True |
87,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7086 |
2.618 |
0.6988 |
1.618 |
0.6928 |
1.000 |
0.6891 |
0.618 |
0.6868 |
HIGH |
0.6831 |
0.618 |
0.6808 |
0.500 |
0.6801 |
0.382 |
0.6793 |
LOW |
0.6771 |
0.618 |
0.6733 |
1.000 |
0.6711 |
1.618 |
0.6673 |
2.618 |
0.6613 |
4.250 |
0.6516 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6801 |
0.6801 |
PP |
0.6792 |
0.6792 |
S1 |
0.6783 |
0.6783 |
|