CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6800 |
0.6823 |
0.0023 |
0.3% |
0.6856 |
High |
0.6831 |
0.6862 |
0.0031 |
0.5% |
0.6863 |
Low |
0.6771 |
0.6797 |
0.0027 |
0.4% |
0.6771 |
Close |
0.6774 |
0.6832 |
0.0058 |
0.9% |
0.6774 |
Range |
0.0060 |
0.0065 |
0.0005 |
7.5% |
0.0093 |
ATR |
0.0059 |
0.0061 |
0.0002 |
3.5% |
0.0000 |
Volume |
139,157 |
253,954 |
114,797 |
82.5% |
622,552 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7024 |
0.6992 |
0.6867 |
|
R3 |
0.6959 |
0.6928 |
0.6849 |
|
R2 |
0.6895 |
0.6895 |
0.6843 |
|
R1 |
0.6863 |
0.6863 |
0.6837 |
0.6879 |
PP |
0.6830 |
0.6830 |
0.6830 |
0.6838 |
S1 |
0.6799 |
0.6799 |
0.6826 |
0.6814 |
S2 |
0.6766 |
0.6766 |
0.6820 |
|
S3 |
0.6701 |
0.6734 |
0.6814 |
|
S4 |
0.6637 |
0.6670 |
0.6796 |
|
|
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 |
0.6863 |
0.6771 |
0.0093 |
1.4% |
0.0057 |
0.8% |
66% |
False |
False |
175,301 |
10 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0057 |
0.8% |
36% |
False |
False |
168,893 |
20 |
0.6951 |
0.6771 |
0.0181 |
2.6% |
0.0053 |
0.8% |
34% |
False |
False |
146,197 |
40 |
0.7333 |
0.6771 |
0.0563 |
8.2% |
0.0066 |
1.0% |
11% |
False |
False |
156,169 |
60 |
0.7359 |
0.6771 |
0.0588 |
8.6% |
0.0066 |
1.0% |
10% |
False |
False |
170,837 |
80 |
0.7477 |
0.6771 |
0.0706 |
10.3% |
0.0065 |
1.0% |
9% |
False |
False |
134,192 |
100 |
0.7678 |
0.6771 |
0.0907 |
13.3% |
0.0064 |
0.9% |
7% |
False |
False |
107,406 |
120 |
0.7904 |
0.6771 |
0.1134 |
16.6% |
0.0063 |
0.9% |
5% |
False |
False |
89,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7136 |
2.618 |
0.7030 |
1.618 |
0.6966 |
1.000 |
0.6926 |
0.618 |
0.6901 |
HIGH |
0.6862 |
0.618 |
0.6837 |
0.500 |
0.6829 |
0.382 |
0.6822 |
LOW |
0.6797 |
0.618 |
0.6757 |
1.000 |
0.6733 |
1.618 |
0.6693 |
2.618 |
0.6628 |
4.250 |
0.6523 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6831 |
0.6826 |
PP |
0.6830 |
0.6821 |
S1 |
0.6829 |
0.6816 |
|