CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7037 |
0.7013 |
-0.0024 |
-0.3% |
0.7207 |
High |
0.7048 |
0.7028 |
-0.0020 |
-0.3% |
0.7210 |
Low |
0.7007 |
0.6993 |
-0.0014 |
-0.2% |
0.7037 |
Close |
0.7011 |
0.7003 |
-0.0009 |
-0.1% |
0.7038 |
Range |
0.0041 |
0.0035 |
-0.0006 |
-14.8% |
0.0173 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
701 |
364 |
-337 |
-48.1% |
3,262 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7111 |
0.7091 |
0.7021 |
|
R3 |
0.7077 |
0.7057 |
0.7012 |
|
R2 |
0.7042 |
0.7042 |
0.7009 |
|
R1 |
0.7022 |
0.7022 |
0.7006 |
0.7015 |
PP |
0.7008 |
0.7008 |
0.7008 |
0.7004 |
S1 |
0.6988 |
0.6988 |
0.6999 |
0.6981 |
S2 |
0.6973 |
0.6973 |
0.6996 |
|
S3 |
0.6939 |
0.6953 |
0.6993 |
|
S4 |
0.6904 |
0.6919 |
0.6984 |
|
|
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 |
0.7135 |
0.6993 |
0.0142 |
2.0% |
0.0042 |
0.6% |
7% |
False |
True |
732 |
10 |
0.7215 |
0.6993 |
0.0222 |
3.2% |
0.0052 |
0.7% |
4% |
False |
True |
665 |
20 |
0.7410 |
0.6993 |
0.0417 |
5.9% |
0.0069 |
1.0% |
2% |
False |
True |
500 |
40 |
0.7465 |
0.6993 |
0.0472 |
6.7% |
0.0061 |
0.9% |
2% |
False |
True |
299 |
60 |
0.7505 |
0.6993 |
0.0512 |
7.3% |
0.0054 |
0.8% |
2% |
False |
True |
214 |
80 |
0.7772 |
0.6993 |
0.0779 |
11.1% |
0.0045 |
0.6% |
1% |
False |
True |
163 |
100 |
0.7990 |
0.6993 |
0.0997 |
14.2% |
0.0042 |
0.6% |
1% |
False |
True |
132 |
120 |
0.7990 |
0.6993 |
0.0997 |
14.2% |
0.0040 |
0.6% |
1% |
False |
True |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7174 |
2.618 |
0.7118 |
1.618 |
0.7083 |
1.000 |
0.7062 |
0.618 |
0.7049 |
HIGH |
0.7028 |
0.618 |
0.7014 |
0.500 |
0.7010 |
0.382 |
0.7006 |
LOW |
0.6993 |
0.618 |
0.6972 |
1.000 |
0.6959 |
1.618 |
0.6937 |
2.618 |
0.6903 |
4.250 |
0.6846 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7010 |
0.7029 |
PP |
0.7008 |
0.7020 |
S1 |
0.7005 |
0.7011 |
|