CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6787 |
0.6782 |
-0.0005 |
-0.1% |
0.6823 |
| High |
0.6804 |
0.6787 |
-0.0017 |
-0.2% |
0.6862 |
| Low |
0.6777 |
0.6759 |
-0.0019 |
-0.3% |
0.6759 |
| Close |
0.6784 |
0.6764 |
-0.0020 |
-0.3% |
0.6764 |
| Range |
0.0027 |
0.0029 |
0.0002 |
7.5% |
0.0103 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
185,343 |
40,726 |
-144,617 |
-78.0% |
868,716 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6855 |
0.6838 |
0.6779 |
|
| R3 |
0.6827 |
0.6809 |
0.6771 |
|
| R2 |
0.6798 |
0.6798 |
0.6769 |
|
| R1 |
0.6781 |
0.6781 |
0.6766 |
0.6775 |
| PP |
0.6770 |
0.6770 |
0.6770 |
0.6767 |
| S1 |
0.6752 |
0.6752 |
0.6761 |
0.6747 |
| S2 |
0.6741 |
0.6741 |
0.6758 |
|
| S3 |
0.6713 |
0.6724 |
0.6756 |
|
| S4 |
0.6684 |
0.6695 |
0.6748 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7104 |
0.7037 |
0.6820 |
|
| R3 |
0.7001 |
0.6934 |
0.6792 |
|
| R2 |
0.6898 |
0.6898 |
0.6782 |
|
| R1 |
0.6831 |
0.6831 |
0.6773 |
0.6813 |
| PP |
0.6795 |
0.6795 |
0.6795 |
0.6786 |
| S1 |
0.6728 |
0.6728 |
0.6754 |
0.6710 |
| S2 |
0.6692 |
0.6692 |
0.6745 |
|
| S3 |
0.6589 |
0.6625 |
0.6735 |
|
| S4 |
0.6486 |
0.6522 |
0.6707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6862 |
0.6759 |
0.0103 |
1.5% |
0.0038 |
0.6% |
5% |
False |
True |
173,743 |
| 10 |
0.6940 |
0.6759 |
0.0182 |
2.7% |
0.0050 |
0.7% |
3% |
False |
True |
169,258 |
| 20 |
0.6947 |
0.6759 |
0.0188 |
2.8% |
0.0051 |
0.7% |
3% |
False |
True |
153,013 |
| 40 |
0.7302 |
0.6759 |
0.0543 |
8.0% |
0.0062 |
0.9% |
1% |
False |
True |
154,261 |
| 60 |
0.7359 |
0.6759 |
0.0600 |
8.9% |
0.0063 |
0.9% |
1% |
False |
True |
167,122 |
| 80 |
0.7366 |
0.6759 |
0.0607 |
9.0% |
0.0063 |
0.9% |
1% |
False |
True |
141,804 |
| 100 |
0.7678 |
0.6759 |
0.0919 |
13.6% |
0.0063 |
0.9% |
1% |
False |
True |
113,549 |
| 120 |
0.7850 |
0.6759 |
0.1092 |
16.1% |
0.0061 |
0.9% |
0% |
False |
True |
94,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6908 |
|
2.618 |
0.6862 |
|
1.618 |
0.6833 |
|
1.000 |
0.6816 |
|
0.618 |
0.6805 |
|
HIGH |
0.6787 |
|
0.618 |
0.6776 |
|
0.500 |
0.6773 |
|
0.382 |
0.6769 |
|
LOW |
0.6759 |
|
0.618 |
0.6741 |
|
1.000 |
0.6730 |
|
1.618 |
0.6712 |
|
2.618 |
0.6684 |
|
4.250 |
0.6637 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6773 |
0.6783 |
| PP |
0.6770 |
0.6777 |
| S1 |
0.6767 |
0.6770 |
|