CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6978 |
0.6960 |
-0.0019 |
-0.3% |
0.7013 |
| High |
0.6992 |
0.6998 |
0.0006 |
0.1% |
0.7046 |
| Low |
0.6946 |
0.6955 |
0.0009 |
0.1% |
0.6945 |
| Close |
0.6963 |
0.6993 |
0.0031 |
0.4% |
0.6959 |
| Range |
0.0046 |
0.0043 |
-0.0004 |
-7.6% |
0.0101 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
4,652 |
1,905 |
-2,747 |
-59.0% |
5,528 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7109 |
0.7094 |
0.7016 |
|
| R3 |
0.7067 |
0.7051 |
0.7005 |
|
| R2 |
0.7024 |
0.7024 |
0.7001 |
|
| R1 |
0.7009 |
0.7009 |
0.6997 |
0.7017 |
| PP |
0.6982 |
0.6982 |
0.6982 |
0.6986 |
| S1 |
0.6966 |
0.6966 |
0.6989 |
0.6974 |
| S2 |
0.6939 |
0.6939 |
0.6985 |
|
| S3 |
0.6897 |
0.6924 |
0.6981 |
|
| S4 |
0.6854 |
0.6881 |
0.6970 |
|
|
| 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 |
0.6998 |
0.6908 |
0.0090 |
1.3% |
0.0046 |
0.7% |
95% |
True |
False |
2,341 |
| 10 |
0.7046 |
0.6908 |
0.0138 |
2.0% |
0.0049 |
0.7% |
62% |
False |
False |
1,615 |
| 20 |
0.7215 |
0.6908 |
0.0308 |
4.4% |
0.0048 |
0.7% |
28% |
False |
False |
1,110 |
| 40 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0064 |
0.9% |
15% |
False |
False |
720 |
| 60 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0056 |
0.8% |
15% |
False |
False |
500 |
| 80 |
0.7701 |
0.6908 |
0.0793 |
11.3% |
0.0050 |
0.7% |
11% |
False |
False |
380 |
| 100 |
0.7840 |
0.6908 |
0.0933 |
13.3% |
0.0044 |
0.6% |
9% |
False |
False |
304 |
| 120 |
0.7990 |
0.6908 |
0.1082 |
15.5% |
0.0041 |
0.6% |
8% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7178 |
|
2.618 |
0.7109 |
|
1.618 |
0.7066 |
|
1.000 |
0.7040 |
|
0.618 |
0.7024 |
|
HIGH |
0.6998 |
|
0.618 |
0.6981 |
|
0.500 |
0.6976 |
|
0.382 |
0.6971 |
|
LOW |
0.6955 |
|
0.618 |
0.6929 |
|
1.000 |
0.6913 |
|
1.618 |
0.6886 |
|
2.618 |
0.6844 |
|
4.250 |
0.6774 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6987 |
0.6980 |
| PP |
0.6982 |
0.6966 |
| S1 |
0.6976 |
0.6953 |
|