CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6950 |
0.6978 |
0.0029 |
0.4% |
0.7013 |
| High |
0.6988 |
0.6992 |
0.0004 |
0.1% |
0.7046 |
| Low |
0.6908 |
0.6946 |
0.0039 |
0.6% |
0.6945 |
| Close |
0.6980 |
0.6963 |
-0.0018 |
-0.3% |
0.6959 |
| Range |
0.0081 |
0.0046 |
-0.0035 |
-42.9% |
0.0101 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,751 |
4,652 |
1,901 |
69.1% |
5,528 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7105 |
0.7080 |
0.6988 |
|
| R3 |
0.7059 |
0.7034 |
0.6975 |
|
| R2 |
0.7013 |
0.7013 |
0.6971 |
|
| R1 |
0.6988 |
0.6988 |
0.6967 |
0.6977 |
| PP |
0.6967 |
0.6967 |
0.6967 |
0.6962 |
| S1 |
0.6942 |
0.6942 |
0.6958 |
0.6931 |
| S2 |
0.6921 |
0.6921 |
0.6954 |
|
| S3 |
0.6875 |
0.6896 |
0.6950 |
|
| S4 |
0.6829 |
0.6850 |
0.6937 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7285 |
0.7222 |
0.7014 |
|
| R3 |
0.7184 |
0.7122 |
0.6986 |
|
| R2 |
0.7084 |
0.7084 |
0.6977 |
|
| R1 |
0.7021 |
0.7021 |
0.6968 |
0.7002 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6974 |
| S1 |
0.6921 |
0.6921 |
0.6949 |
0.6902 |
| S2 |
0.6883 |
0.6883 |
0.6940 |
|
| S3 |
0.6782 |
0.6820 |
0.6931 |
|
| S4 |
0.6682 |
0.6720 |
0.6903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7042 |
0.6908 |
0.0134 |
1.9% |
0.0051 |
0.7% |
41% |
False |
False |
2,235 |
| 10 |
0.7046 |
0.6908 |
0.0138 |
2.0% |
0.0049 |
0.7% |
40% |
False |
False |
1,458 |
| 20 |
0.7215 |
0.6908 |
0.0308 |
4.4% |
0.0050 |
0.7% |
18% |
False |
False |
1,059 |
| 40 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0064 |
0.9% |
10% |
False |
False |
673 |
| 60 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0056 |
0.8% |
10% |
False |
False |
468 |
| 80 |
0.7701 |
0.6908 |
0.0793 |
11.4% |
0.0050 |
0.7% |
7% |
False |
False |
356 |
| 100 |
0.7840 |
0.6908 |
0.0933 |
13.4% |
0.0044 |
0.6% |
6% |
False |
False |
285 |
| 120 |
0.7990 |
0.6908 |
0.1082 |
15.5% |
0.0041 |
0.6% |
5% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7188 |
|
2.618 |
0.7112 |
|
1.618 |
0.7066 |
|
1.000 |
0.7038 |
|
0.618 |
0.7020 |
|
HIGH |
0.6992 |
|
0.618 |
0.6974 |
|
0.500 |
0.6969 |
|
0.382 |
0.6964 |
|
LOW |
0.6946 |
|
0.618 |
0.6918 |
|
1.000 |
0.6900 |
|
1.618 |
0.6872 |
|
2.618 |
0.6826 |
|
4.250 |
0.6751 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6969 |
0.6958 |
| PP |
0.6967 |
0.6954 |
| S1 |
0.6965 |
0.6950 |
|