CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7045 |
0.7037 |
-0.0009 |
-0.1% |
0.7207 |
High |
0.7064 |
0.7048 |
-0.0017 |
-0.2% |
0.7210 |
Low |
0.7037 |
0.7007 |
-0.0030 |
-0.4% |
0.7037 |
Close |
0.7038 |
0.7011 |
-0.0027 |
-0.4% |
0.7038 |
Range |
0.0028 |
0.0041 |
0.0013 |
47.3% |
0.0173 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
786 |
701 |
-85 |
-10.8% |
3,262 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7143 |
0.7118 |
0.7033 |
|
R3 |
0.7103 |
0.7077 |
0.7022 |
|
R2 |
0.7062 |
0.7062 |
0.7018 |
|
R1 |
0.7037 |
0.7037 |
0.7015 |
0.7029 |
PP |
0.7022 |
0.7022 |
0.7022 |
0.7018 |
S1 |
0.6996 |
0.6996 |
0.7007 |
0.6989 |
S2 |
0.6981 |
0.6981 |
0.7004 |
|
S3 |
0.6941 |
0.6956 |
0.7000 |
|
S4 |
0.6900 |
0.6915 |
0.6989 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7499 |
0.7133 |
|
R3 |
0.7441 |
0.7326 |
0.7086 |
|
R2 |
0.7268 |
0.7268 |
0.7070 |
|
R1 |
0.7153 |
0.7153 |
0.7054 |
0.7124 |
PP |
0.7095 |
0.7095 |
0.7095 |
0.7080 |
S1 |
0.6980 |
0.6980 |
0.7022 |
0.6951 |
S2 |
0.6922 |
0.6922 |
0.7006 |
|
S3 |
0.6749 |
0.6807 |
0.6990 |
|
S4 |
0.6576 |
0.6634 |
0.6943 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7170 |
0.7007 |
0.0163 |
2.3% |
0.0046 |
0.7% |
2% |
False |
True |
703 |
10 |
0.7215 |
0.7007 |
0.0208 |
3.0% |
0.0055 |
0.8% |
2% |
False |
True |
677 |
20 |
0.7427 |
0.7007 |
0.0420 |
6.0% |
0.0070 |
1.0% |
1% |
False |
True |
489 |
40 |
0.7465 |
0.7007 |
0.0458 |
6.5% |
0.0062 |
0.9% |
1% |
False |
True |
295 |
60 |
0.7511 |
0.7007 |
0.0504 |
7.2% |
0.0054 |
0.8% |
1% |
False |
True |
208 |
80 |
0.7772 |
0.7007 |
0.0765 |
10.9% |
0.0044 |
0.6% |
1% |
False |
True |
159 |
100 |
0.7990 |
0.7007 |
0.0983 |
14.0% |
0.0042 |
0.6% |
0% |
False |
True |
128 |
120 |
0.7990 |
0.7007 |
0.0983 |
14.0% |
0.0040 |
0.6% |
0% |
False |
True |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7220 |
2.618 |
0.7154 |
1.618 |
0.7113 |
1.000 |
0.7088 |
0.618 |
0.7073 |
HIGH |
0.7048 |
0.618 |
0.7032 |
0.500 |
0.7027 |
0.382 |
0.7022 |
LOW |
0.7007 |
0.618 |
0.6982 |
1.000 |
0.6967 |
1.618 |
0.6941 |
2.618 |
0.6901 |
4.250 |
0.6835 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7027 |
0.7063 |
PP |
0.7022 |
0.7046 |
S1 |
0.7016 |
0.7028 |
|