CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6823 |
0.6830 |
0.0007 |
0.1% |
0.6856 |
| High |
0.6862 |
0.6835 |
-0.0027 |
-0.4% |
0.6863 |
| Low |
0.6797 |
0.6798 |
0.0001 |
0.0% |
0.6771 |
| Close |
0.6832 |
0.6805 |
-0.0027 |
-0.4% |
0.6774 |
| Range |
0.0065 |
0.0037 |
-0.0028 |
-42.6% |
0.0093 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
253,954 |
172,546 |
-81,408 |
-32.1% |
622,552 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6901 |
0.6825 |
|
| R3 |
0.6887 |
0.6864 |
0.6815 |
|
| R2 |
0.6850 |
0.6850 |
0.6811 |
|
| R1 |
0.6827 |
0.6827 |
0.6808 |
0.6820 |
| PP |
0.6813 |
0.6813 |
0.6813 |
0.6809 |
| S1 |
0.6790 |
0.6790 |
0.6801 |
0.6783 |
| S2 |
0.6776 |
0.6776 |
0.6798 |
|
| S3 |
0.6739 |
0.6753 |
0.6794 |
|
| S4 |
0.6702 |
0.6716 |
0.6784 |
|
|
| 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 |
0.6862 |
0.6771 |
0.0091 |
1.3% |
0.0048 |
0.7% |
37% |
False |
False |
167,156 |
| 10 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0058 |
0.9% |
20% |
False |
False |
176,081 |
| 20 |
0.6947 |
0.6771 |
0.0176 |
2.6% |
0.0053 |
0.8% |
19% |
False |
False |
149,411 |
| 40 |
0.7333 |
0.6771 |
0.0563 |
8.3% |
0.0065 |
1.0% |
6% |
False |
False |
156,620 |
| 60 |
0.7359 |
0.6771 |
0.0588 |
8.6% |
0.0065 |
1.0% |
6% |
False |
False |
169,504 |
| 80 |
0.7419 |
0.6771 |
0.0649 |
9.5% |
0.0065 |
0.9% |
5% |
False |
False |
136,335 |
| 100 |
0.7678 |
0.6771 |
0.0907 |
13.3% |
0.0064 |
0.9% |
4% |
False |
False |
109,131 |
| 120 |
0.7904 |
0.6771 |
0.1134 |
16.7% |
0.0062 |
0.9% |
3% |
False |
False |
90,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6992 |
|
2.618 |
0.6932 |
|
1.618 |
0.6895 |
|
1.000 |
0.6872 |
|
0.618 |
0.6858 |
|
HIGH |
0.6835 |
|
0.618 |
0.6821 |
|
0.500 |
0.6817 |
|
0.382 |
0.6812 |
|
LOW |
0.6798 |
|
0.618 |
0.6775 |
|
1.000 |
0.6761 |
|
1.618 |
0.6738 |
|
2.618 |
0.6701 |
|
4.250 |
0.6641 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6817 |
0.6816 |
| PP |
0.6813 |
0.6812 |
| S1 |
0.6809 |
0.6808 |
|