CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7013 |
0.7008 |
-0.0005 |
-0.1% |
0.7207 |
| High |
0.7028 |
0.7018 |
-0.0010 |
-0.1% |
0.7210 |
| Low |
0.6993 |
0.6968 |
-0.0026 |
-0.4% |
0.7037 |
| Close |
0.7003 |
0.6975 |
-0.0028 |
-0.4% |
0.7038 |
| Range |
0.0035 |
0.0051 |
0.0016 |
46.4% |
0.0173 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
364 |
894 |
530 |
145.6% |
3,262 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7138 |
0.7107 |
0.7002 |
|
| R3 |
0.7088 |
0.7056 |
0.6988 |
|
| R2 |
0.7037 |
0.7037 |
0.6984 |
|
| R1 |
0.7006 |
0.7006 |
0.6979 |
0.6996 |
| PP |
0.6987 |
0.6987 |
0.6987 |
0.6982 |
| S1 |
0.6955 |
0.6955 |
0.6970 |
0.6946 |
| S2 |
0.6936 |
0.6936 |
0.6965 |
|
| S3 |
0.6886 |
0.6905 |
0.6961 |
|
| S4 |
0.6835 |
0.6854 |
0.6947 |
|
|
| 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 |
0.7120 |
0.6968 |
0.0152 |
2.2% |
0.0045 |
0.6% |
5% |
False |
True |
719 |
| 10 |
0.7215 |
0.6968 |
0.0248 |
3.5% |
0.0051 |
0.7% |
3% |
False |
True |
661 |
| 20 |
0.7410 |
0.6968 |
0.0442 |
6.3% |
0.0069 |
1.0% |
2% |
False |
True |
535 |
| 40 |
0.7465 |
0.6968 |
0.0498 |
7.1% |
0.0061 |
0.9% |
1% |
False |
True |
320 |
| 60 |
0.7466 |
0.6968 |
0.0499 |
7.1% |
0.0053 |
0.8% |
1% |
False |
True |
229 |
| 80 |
0.7772 |
0.6968 |
0.0805 |
11.5% |
0.0045 |
0.6% |
1% |
False |
True |
174 |
| 100 |
0.7940 |
0.6968 |
0.0972 |
13.9% |
0.0042 |
0.6% |
1% |
False |
True |
141 |
| 120 |
0.7990 |
0.6968 |
0.1022 |
14.7% |
0.0039 |
0.6% |
1% |
False |
True |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7233 |
|
2.618 |
0.7150 |
|
1.618 |
0.7100 |
|
1.000 |
0.7069 |
|
0.618 |
0.7049 |
|
HIGH |
0.7018 |
|
0.618 |
0.6999 |
|
0.500 |
0.6993 |
|
0.382 |
0.6987 |
|
LOW |
0.6968 |
|
0.618 |
0.6936 |
|
1.000 |
0.6917 |
|
1.618 |
0.6886 |
|
2.618 |
0.6835 |
|
4.250 |
0.6753 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6993 |
0.7008 |
| PP |
0.6987 |
0.6997 |
| S1 |
0.6981 |
0.6986 |
|