CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6804 |
0.6787 |
-0.0017 |
-0.2% |
0.6856 |
High |
0.6808 |
0.6804 |
-0.0004 |
-0.1% |
0.6863 |
Low |
0.6772 |
0.6777 |
0.0005 |
0.1% |
0.6771 |
Close |
0.6788 |
0.6784 |
-0.0004 |
-0.1% |
0.6774 |
Range |
0.0036 |
0.0027 |
-0.0009 |
-25.4% |
0.0093 |
ATR |
0.0058 |
0.0055 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
216,147 |
185,343 |
-30,804 |
-14.3% |
622,552 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6868 |
0.6852 |
0.6798 |
|
R3 |
0.6841 |
0.6826 |
0.6791 |
|
R2 |
0.6815 |
0.6815 |
0.6788 |
|
R1 |
0.6799 |
0.6799 |
0.6786 |
0.6794 |
PP |
0.6788 |
0.6788 |
0.6788 |
0.6785 |
S1 |
0.6773 |
0.6773 |
0.6781 |
0.6767 |
S2 |
0.6762 |
0.6762 |
0.6779 |
|
S3 |
0.6735 |
0.6746 |
0.6776 |
|
S4 |
0.6709 |
0.6720 |
0.6769 |
|
|
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% |
0.0045 |
0.7% |
14% |
False |
False |
193,429 |
10 |
0.6940 |
0.6771 |
0.0170 |
2.5% |
0.0052 |
0.8% |
8% |
False |
False |
180,153 |
20 |
0.6947 |
0.6771 |
0.0176 |
2.6% |
0.0052 |
0.8% |
7% |
False |
False |
157,811 |
40 |
0.7302 |
0.6771 |
0.0531 |
7.8% |
0.0063 |
0.9% |
2% |
False |
False |
156,996 |
60 |
0.7359 |
0.6771 |
0.0588 |
8.7% |
0.0064 |
0.9% |
2% |
False |
False |
168,917 |
80 |
0.7406 |
0.6771 |
0.0636 |
9.4% |
0.0064 |
0.9% |
2% |
False |
False |
141,334 |
100 |
0.7678 |
0.6771 |
0.0907 |
13.4% |
0.0063 |
0.9% |
1% |
False |
False |
113,142 |
120 |
0.7850 |
0.6771 |
0.1080 |
15.9% |
0.0062 |
0.9% |
1% |
False |
False |
94,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6916 |
2.618 |
0.6873 |
1.618 |
0.6846 |
1.000 |
0.6830 |
0.618 |
0.6820 |
HIGH |
0.6804 |
0.618 |
0.6793 |
0.500 |
0.6790 |
0.382 |
0.6787 |
LOW |
0.6777 |
0.618 |
0.6761 |
1.000 |
0.6751 |
1.618 |
0.6734 |
2.618 |
0.6708 |
4.250 |
0.6664 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6790 |
0.6804 |
PP |
0.6788 |
0.6797 |
S1 |
0.6786 |
0.6790 |
|