CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6988 |
0.6956 |
-0.0032 |
-0.5% |
0.6953 |
| High |
0.7041 |
0.6964 |
-0.0077 |
-1.1% |
0.7041 |
| Low |
0.6953 |
0.6879 |
-0.0074 |
-1.1% |
0.6908 |
| Close |
0.6959 |
0.6881 |
-0.0078 |
-1.1% |
0.6959 |
| Range |
0.0088 |
0.0085 |
-0.0003 |
-3.4% |
0.0133 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0000 |
| Volume |
4,155 |
15,709 |
11,554 |
278.1% |
14,221 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7163 |
0.7107 |
0.6927 |
|
| R3 |
0.7078 |
0.7022 |
0.6904 |
|
| R2 |
0.6993 |
0.6993 |
0.6896 |
|
| R1 |
0.6937 |
0.6937 |
0.6888 |
0.6922 |
| PP |
0.6908 |
0.6908 |
0.6908 |
0.6900 |
| S1 |
0.6852 |
0.6852 |
0.6873 |
0.6837 |
| S2 |
0.6823 |
0.6823 |
0.6865 |
|
| S3 |
0.6738 |
0.6767 |
0.6857 |
|
| S4 |
0.6653 |
0.6682 |
0.6834 |
|
|
| 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 |
0.6879 |
0.0162 |
2.4% |
0.0068 |
1.0% |
1% |
False |
True |
5,834 |
| 10 |
0.7046 |
0.6879 |
0.0167 |
2.4% |
0.0056 |
0.8% |
1% |
False |
True |
3,474 |
| 20 |
0.7170 |
0.6879 |
0.0291 |
4.2% |
0.0051 |
0.7% |
1% |
False |
True |
2,056 |
| 40 |
0.7465 |
0.6879 |
0.0587 |
8.5% |
0.0063 |
0.9% |
0% |
False |
True |
1,209 |
| 60 |
0.7465 |
0.6879 |
0.0587 |
8.5% |
0.0057 |
0.8% |
0% |
False |
True |
828 |
| 80 |
0.7687 |
0.6879 |
0.0808 |
11.7% |
0.0052 |
0.8% |
0% |
False |
True |
627 |
| 100 |
0.7840 |
0.6879 |
0.0962 |
14.0% |
0.0045 |
0.7% |
0% |
False |
True |
503 |
| 120 |
0.7990 |
0.6879 |
0.1111 |
16.1% |
0.0042 |
0.6% |
0% |
False |
True |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7325 |
|
2.618 |
0.7186 |
|
1.618 |
0.7101 |
|
1.000 |
0.7049 |
|
0.618 |
0.7016 |
|
HIGH |
0.6964 |
|
0.618 |
0.6931 |
|
0.500 |
0.6921 |
|
0.382 |
0.6911 |
|
LOW |
0.6879 |
|
0.618 |
0.6826 |
|
1.000 |
0.6794 |
|
1.618 |
0.6741 |
|
2.618 |
0.6656 |
|
4.250 |
0.6517 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6921 |
0.6960 |
| PP |
0.6908 |
0.6933 |
| S1 |
0.6894 |
0.6907 |
|