CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7133 |
-0.0019 |
-0.3% |
0.7220 |
| High |
0.7184 |
0.7185 |
0.0002 |
0.0% |
0.7410 |
| Low |
0.7125 |
0.7100 |
-0.0026 |
-0.4% |
0.7192 |
| Close |
0.7133 |
0.7159 |
0.0026 |
0.4% |
0.7253 |
| Range |
0.0059 |
0.0086 |
0.0027 |
46.2% |
0.0218 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.1% |
0.0000 |
| Volume |
932 |
889 |
-43 |
-4.6% |
1,937 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7367 |
0.7206 |
|
| R3 |
0.7319 |
0.7282 |
0.7183 |
|
| R2 |
0.7233 |
0.7233 |
0.7175 |
|
| R1 |
0.7196 |
0.7196 |
0.7167 |
0.7215 |
| PP |
0.7148 |
0.7148 |
0.7148 |
0.7157 |
| S1 |
0.7111 |
0.7111 |
0.7151 |
0.7129 |
| S2 |
0.7062 |
0.7062 |
0.7143 |
|
| S3 |
0.6977 |
0.7025 |
0.7135 |
|
| S4 |
0.6891 |
0.6940 |
0.7112 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7814 |
0.7372 |
|
| R3 |
0.7721 |
0.7596 |
0.7312 |
|
| R2 |
0.7503 |
0.7503 |
0.7292 |
|
| R1 |
0.7378 |
0.7378 |
0.7272 |
0.7440 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7316 |
| S1 |
0.7160 |
0.7160 |
0.7233 |
0.7222 |
| S2 |
0.7067 |
0.7067 |
0.7213 |
|
| S3 |
0.6849 |
0.6942 |
0.7193 |
|
| S4 |
0.6631 |
0.6724 |
0.7133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7410 |
0.7100 |
0.0310 |
4.3% |
0.0105 |
1.5% |
19% |
False |
True |
617 |
| 10 |
0.7410 |
0.7100 |
0.0310 |
4.3% |
0.0089 |
1.2% |
19% |
False |
True |
485 |
| 20 |
0.7465 |
0.7100 |
0.0366 |
5.1% |
0.0079 |
1.1% |
16% |
False |
True |
330 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.4% |
0.0060 |
0.8% |
21% |
False |
False |
195 |
| 60 |
0.7701 |
0.7080 |
0.0621 |
8.7% |
0.0051 |
0.7% |
13% |
False |
False |
136 |
| 80 |
0.7840 |
0.7080 |
0.0760 |
10.6% |
0.0043 |
0.6% |
10% |
False |
False |
103 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.7% |
0.0040 |
0.6% |
9% |
False |
False |
85 |
| 120 |
0.7990 |
0.7080 |
0.0910 |
12.7% |
0.0038 |
0.5% |
9% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7409 |
|
1.618 |
0.7323 |
|
1.000 |
0.7271 |
|
0.618 |
0.7238 |
|
HIGH |
0.7185 |
|
0.618 |
0.7152 |
|
0.500 |
0.7142 |
|
0.382 |
0.7132 |
|
LOW |
0.7100 |
|
0.618 |
0.7047 |
|
1.000 |
0.7014 |
|
1.618 |
0.6961 |
|
2.618 |
0.6876 |
|
4.250 |
0.6736 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7154 |
| PP |
0.7148 |
0.7148 |
| S1 |
0.7142 |
0.7143 |
|