CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7008 |
0.6967 |
-0.0041 |
-0.6% |
0.7207 |
| High |
0.7018 |
0.7000 |
-0.0018 |
-0.3% |
0.7210 |
| Low |
0.6968 |
0.6959 |
-0.0009 |
-0.1% |
0.7037 |
| Close |
0.6975 |
0.6975 |
0.0001 |
0.0% |
0.7038 |
| Range |
0.0051 |
0.0042 |
-0.0009 |
-17.8% |
0.0173 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
894 |
332 |
-562 |
-62.9% |
3,262 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7102 |
0.7080 |
0.6998 |
|
| R3 |
0.7061 |
0.7039 |
0.6986 |
|
| R2 |
0.7019 |
0.7019 |
0.6983 |
|
| R1 |
0.6997 |
0.6997 |
0.6979 |
0.7008 |
| PP |
0.6978 |
0.6978 |
0.6978 |
0.6983 |
| S1 |
0.6956 |
0.6956 |
0.6971 |
0.6967 |
| S2 |
0.6936 |
0.6936 |
0.6967 |
|
| S3 |
0.6895 |
0.6914 |
0.6964 |
|
| S4 |
0.6853 |
0.6873 |
0.6952 |
|
|
| 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 |
0.7064 |
0.6959 |
0.0106 |
1.5% |
0.0039 |
0.6% |
16% |
False |
True |
615 |
| 10 |
0.7215 |
0.6959 |
0.0257 |
3.7% |
0.0047 |
0.7% |
6% |
False |
True |
605 |
| 20 |
0.7410 |
0.6959 |
0.0451 |
6.5% |
0.0068 |
1.0% |
4% |
False |
True |
545 |
| 40 |
0.7465 |
0.6959 |
0.0507 |
7.3% |
0.0061 |
0.9% |
3% |
False |
True |
328 |
| 60 |
0.7466 |
0.6959 |
0.0508 |
7.3% |
0.0054 |
0.8% |
3% |
False |
True |
235 |
| 80 |
0.7772 |
0.6959 |
0.0814 |
11.7% |
0.0045 |
0.6% |
2% |
False |
True |
178 |
| 100 |
0.7940 |
0.6959 |
0.0981 |
14.1% |
0.0042 |
0.6% |
2% |
False |
True |
144 |
| 120 |
0.7990 |
0.6959 |
0.1031 |
14.8% |
0.0040 |
0.6% |
2% |
False |
True |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7176 |
|
2.618 |
0.7109 |
|
1.618 |
0.7067 |
|
1.000 |
0.7042 |
|
0.618 |
0.7026 |
|
HIGH |
0.7000 |
|
0.618 |
0.6984 |
|
0.500 |
0.6979 |
|
0.382 |
0.6974 |
|
LOW |
0.6959 |
|
0.618 |
0.6933 |
|
1.000 |
0.6917 |
|
1.618 |
0.6891 |
|
2.618 |
0.6850 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.6993 |
| PP |
0.6978 |
0.6987 |
| S1 |
0.6976 |
0.6981 |
|