CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6960 |
0.6988 |
0.0029 |
0.4% |
0.6953 |
| High |
0.6998 |
0.7041 |
0.0043 |
0.6% |
0.7041 |
| Low |
0.6955 |
0.6953 |
-0.0003 |
0.0% |
0.6908 |
| Close |
0.6993 |
0.6959 |
-0.0035 |
-0.5% |
0.6959 |
| Range |
0.0043 |
0.0088 |
0.0046 |
107.1% |
0.0133 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.3% |
0.0000 |
| Volume |
1,905 |
4,155 |
2,250 |
118.1% |
14,221 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7248 |
0.7191 |
0.7007 |
|
| R3 |
0.7160 |
0.7103 |
0.6983 |
|
| R2 |
0.7072 |
0.7072 |
0.6975 |
|
| R1 |
0.7015 |
0.7015 |
0.6967 |
0.7000 |
| PP |
0.6984 |
0.6984 |
0.6984 |
0.6976 |
| S1 |
0.6927 |
0.6927 |
0.6950 |
0.6912 |
| S2 |
0.6896 |
0.6896 |
0.6942 |
|
| S3 |
0.6808 |
0.6839 |
0.6934 |
|
| S4 |
0.6720 |
0.6751 |
0.6910 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7368 |
0.7296 |
0.7032 |
|
| R3 |
0.7235 |
0.7163 |
0.6995 |
|
| R2 |
0.7102 |
0.7102 |
0.6983 |
|
| R1 |
0.7030 |
0.7030 |
0.6971 |
0.7066 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6987 |
| S1 |
0.6897 |
0.6897 |
0.6946 |
0.6933 |
| S2 |
0.6836 |
0.6836 |
0.6934 |
|
| S3 |
0.6703 |
0.6764 |
0.6922 |
|
| S4 |
0.6570 |
0.6631 |
0.6885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7041 |
0.6908 |
0.0133 |
1.9% |
0.0056 |
0.8% |
38% |
True |
False |
2,844 |
| 10 |
0.7046 |
0.6908 |
0.0138 |
2.0% |
0.0054 |
0.8% |
37% |
False |
False |
1,974 |
| 20 |
0.7210 |
0.6908 |
0.0302 |
4.3% |
0.0049 |
0.7% |
17% |
False |
False |
1,293 |
| 40 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0063 |
0.9% |
9% |
False |
False |
819 |
| 60 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0057 |
0.8% |
9% |
False |
False |
567 |
| 80 |
0.7701 |
0.6908 |
0.0793 |
11.4% |
0.0051 |
0.7% |
6% |
False |
False |
432 |
| 100 |
0.7840 |
0.6908 |
0.0933 |
13.4% |
0.0045 |
0.6% |
5% |
False |
False |
346 |
| 120 |
0.7990 |
0.6908 |
0.1082 |
15.5% |
0.0041 |
0.6% |
5% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7415 |
|
2.618 |
0.7271 |
|
1.618 |
0.7183 |
|
1.000 |
0.7129 |
|
0.618 |
0.7095 |
|
HIGH |
0.7041 |
|
0.618 |
0.7007 |
|
0.500 |
0.6997 |
|
0.382 |
0.6986 |
|
LOW |
0.6953 |
|
0.618 |
0.6898 |
|
1.000 |
0.6865 |
|
1.618 |
0.6810 |
|
2.618 |
0.6722 |
|
4.250 |
0.6579 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6997 |
0.6993 |
| PP |
0.6984 |
0.6982 |
| S1 |
0.6971 |
0.6970 |
|