CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6830 |
0.6804 |
-0.0027 |
-0.4% |
0.6856 |
| High |
0.6835 |
0.6808 |
-0.0028 |
-0.4% |
0.6863 |
| Low |
0.6798 |
0.6772 |
-0.0026 |
-0.4% |
0.6771 |
| Close |
0.6805 |
0.6788 |
-0.0017 |
-0.2% |
0.6774 |
| Range |
0.0037 |
0.0036 |
-0.0002 |
-4.1% |
0.0093 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
172,546 |
216,147 |
43,601 |
25.3% |
622,552 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6896 |
0.6877 |
0.6807 |
|
| R3 |
0.6860 |
0.6842 |
0.6797 |
|
| R2 |
0.6825 |
0.6825 |
0.6794 |
|
| R1 |
0.6806 |
0.6806 |
0.6791 |
0.6798 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6785 |
| S1 |
0.6771 |
0.6771 |
0.6784 |
0.6762 |
| S2 |
0.6754 |
0.6754 |
0.6781 |
|
| S3 |
0.6718 |
0.6735 |
0.6778 |
|
| S4 |
0.6683 |
0.6700 |
0.6768 |
|
|
| 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% |
0.0047 |
0.7% |
19% |
False |
False |
181,394 |
| 10 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0054 |
0.8% |
10% |
False |
False |
176,860 |
| 20 |
0.6947 |
0.6771 |
0.0176 |
2.6% |
0.0053 |
0.8% |
10% |
False |
False |
154,076 |
| 40 |
0.7302 |
0.6771 |
0.0531 |
7.8% |
0.0064 |
0.9% |
3% |
False |
False |
156,419 |
| 60 |
0.7359 |
0.6771 |
0.0588 |
8.7% |
0.0064 |
0.9% |
3% |
False |
False |
169,439 |
| 80 |
0.7412 |
0.6771 |
0.0641 |
9.4% |
0.0064 |
0.9% |
3% |
False |
False |
139,027 |
| 100 |
0.7678 |
0.6771 |
0.0907 |
13.4% |
0.0064 |
0.9% |
2% |
False |
False |
111,291 |
| 120 |
0.7904 |
0.6771 |
0.1134 |
16.7% |
0.0062 |
0.9% |
1% |
False |
False |
92,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6958 |
|
2.618 |
0.6900 |
|
1.618 |
0.6865 |
|
1.000 |
0.6843 |
|
0.618 |
0.6829 |
|
HIGH |
0.6808 |
|
0.618 |
0.6794 |
|
0.500 |
0.6790 |
|
0.382 |
0.6786 |
|
LOW |
0.6772 |
|
0.618 |
0.6750 |
|
1.000 |
0.6737 |
|
1.618 |
0.6715 |
|
2.618 |
0.6679 |
|
4.250 |
0.6621 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6817 |
| PP |
0.6789 |
0.6807 |
| S1 |
0.6788 |
0.6797 |
|