CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6994 |
0.7038 |
0.0044 |
0.6% |
0.7037 |
High |
0.7046 |
0.7042 |
-0.0004 |
-0.1% |
0.7048 |
Low |
0.6991 |
0.6977 |
-0.0014 |
-0.2% |
0.6959 |
Close |
0.7037 |
0.6982 |
-0.0056 |
-0.8% |
0.7015 |
Range |
0.0055 |
0.0065 |
0.0010 |
18.3% |
0.0089 |
ATR |
0.0058 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
Volume |
804 |
1,375 |
571 |
71.0% |
2,853 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7194 |
0.7152 |
0.7017 |
|
R3 |
0.7129 |
0.7088 |
0.6999 |
|
R2 |
0.7065 |
0.7065 |
0.6993 |
|
R1 |
0.7023 |
0.7023 |
0.6987 |
0.7012 |
PP |
0.7000 |
0.7000 |
0.7000 |
0.6994 |
S1 |
0.6959 |
0.6959 |
0.6976 |
0.6947 |
S2 |
0.6936 |
0.6936 |
0.6970 |
|
S3 |
0.6871 |
0.6894 |
0.6964 |
|
S4 |
0.6807 |
0.6830 |
0.6946 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7274 |
0.7234 |
0.7064 |
|
R3 |
0.7185 |
0.7145 |
0.7039 |
|
R2 |
0.7096 |
0.7096 |
0.7031 |
|
R1 |
0.7056 |
0.7056 |
0.7023 |
0.7031 |
PP |
0.7007 |
0.7007 |
0.7007 |
0.6995 |
S1 |
0.6967 |
0.6967 |
0.7007 |
0.6942 |
S2 |
0.6918 |
0.6918 |
0.6999 |
|
S3 |
0.6829 |
0.6878 |
0.6991 |
|
S4 |
0.6740 |
0.6789 |
0.6966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7046 |
0.6961 |
0.0085 |
1.2% |
0.0052 |
0.7% |
24% |
False |
False |
889 |
10 |
0.7064 |
0.6959 |
0.0106 |
1.5% |
0.0045 |
0.7% |
22% |
False |
False |
752 |
20 |
0.7410 |
0.6959 |
0.0451 |
6.5% |
0.0063 |
0.9% |
5% |
False |
False |
679 |
40 |
0.7465 |
0.6959 |
0.0507 |
7.3% |
0.0062 |
0.9% |
5% |
False |
False |
435 |
60 |
0.7465 |
0.6959 |
0.0507 |
7.3% |
0.0055 |
0.8% |
5% |
False |
False |
306 |
80 |
0.7716 |
0.6959 |
0.0757 |
10.8% |
0.0048 |
0.7% |
3% |
False |
False |
234 |
100 |
0.7907 |
0.6959 |
0.0949 |
13.6% |
0.0043 |
0.6% |
2% |
False |
False |
188 |
120 |
0.7990 |
0.6959 |
0.1031 |
14.8% |
0.0042 |
0.6% |
2% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7316 |
2.618 |
0.7210 |
1.618 |
0.7146 |
1.000 |
0.7106 |
0.618 |
0.7081 |
HIGH |
0.7042 |
0.618 |
0.7017 |
0.500 |
0.7009 |
0.382 |
0.7002 |
LOW |
0.6977 |
0.618 |
0.6937 |
1.000 |
0.6913 |
1.618 |
0.6873 |
2.618 |
0.6808 |
4.250 |
0.6703 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7009 |
0.7003 |
PP |
0.7000 |
0.6996 |
S1 |
0.6991 |
0.6989 |
|