CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6956 |
0.6883 |
-0.0074 |
-1.1% |
0.6953 |
| High |
0.6964 |
0.6915 |
-0.0049 |
-0.7% |
0.7041 |
| Low |
0.6879 |
0.6877 |
-0.0002 |
0.0% |
0.6908 |
| Close |
0.6881 |
0.6884 |
0.0003 |
0.0% |
0.6959 |
| Range |
0.0085 |
0.0038 |
-0.0048 |
-55.9% |
0.0133 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
15,709 |
11,979 |
-3,730 |
-23.7% |
14,221 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7004 |
0.6981 |
0.6904 |
|
| R3 |
0.6967 |
0.6944 |
0.6894 |
|
| R2 |
0.6929 |
0.6929 |
0.6890 |
|
| R1 |
0.6906 |
0.6906 |
0.6887 |
0.6918 |
| PP |
0.6892 |
0.6892 |
0.6892 |
0.6897 |
| S1 |
0.6869 |
0.6869 |
0.6880 |
0.6880 |
| S2 |
0.6854 |
0.6854 |
0.6877 |
|
| S3 |
0.6817 |
0.6831 |
0.6873 |
|
| S4 |
0.6779 |
0.6794 |
0.6863 |
|
|
| 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 |
0.6877 |
0.0164 |
2.4% |
0.0060 |
0.9% |
4% |
False |
True |
7,680 |
| 10 |
0.7046 |
0.6877 |
0.0169 |
2.4% |
0.0056 |
0.8% |
4% |
False |
True |
4,573 |
| 20 |
0.7135 |
0.6877 |
0.0258 |
3.7% |
0.0050 |
0.7% |
3% |
False |
True |
2,644 |
| 40 |
0.7465 |
0.6877 |
0.0588 |
8.5% |
0.0063 |
0.9% |
1% |
False |
True |
1,505 |
| 60 |
0.7465 |
0.6877 |
0.0588 |
8.5% |
0.0057 |
0.8% |
1% |
False |
True |
1,028 |
| 80 |
0.7679 |
0.6877 |
0.0802 |
11.7% |
0.0052 |
0.8% |
1% |
False |
True |
776 |
| 100 |
0.7836 |
0.6877 |
0.0959 |
13.9% |
0.0045 |
0.7% |
1% |
False |
True |
623 |
| 120 |
0.7990 |
0.6877 |
0.1113 |
16.2% |
0.0042 |
0.6% |
1% |
False |
True |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7074 |
|
2.618 |
0.7013 |
|
1.618 |
0.6975 |
|
1.000 |
0.6952 |
|
0.618 |
0.6938 |
|
HIGH |
0.6915 |
|
0.618 |
0.6900 |
|
0.500 |
0.6896 |
|
0.382 |
0.6891 |
|
LOW |
0.6877 |
|
0.618 |
0.6854 |
|
1.000 |
0.6840 |
|
1.618 |
0.6816 |
|
2.618 |
0.6779 |
|
4.250 |
0.6718 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6896 |
0.6959 |
| PP |
0.6892 |
0.6934 |
| S1 |
0.6888 |
0.6909 |
|