CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6883 |
0.6885 |
0.0002 |
0.0% |
0.6953 |
| High |
0.6915 |
0.6911 |
-0.0004 |
-0.1% |
0.7041 |
| Low |
0.6877 |
0.6872 |
-0.0005 |
-0.1% |
0.6908 |
| Close |
0.6884 |
0.6905 |
0.0021 |
0.3% |
0.6959 |
| Range |
0.0038 |
0.0039 |
0.0001 |
2.7% |
0.0133 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
11,979 |
12,837 |
858 |
7.2% |
14,221 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6996 |
0.6926 |
|
| R3 |
0.6973 |
0.6958 |
0.6915 |
|
| R2 |
0.6934 |
0.6934 |
0.6912 |
|
| R1 |
0.6919 |
0.6919 |
0.6908 |
0.6927 |
| PP |
0.6896 |
0.6896 |
0.6896 |
0.6899 |
| S1 |
0.6881 |
0.6881 |
0.6901 |
0.6888 |
| S2 |
0.6857 |
0.6857 |
0.6897 |
|
| S3 |
0.6819 |
0.6842 |
0.6894 |
|
| S4 |
0.6780 |
0.6804 |
0.6883 |
|
|
| 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 |
0.6872 |
0.0169 |
2.4% |
0.0058 |
0.8% |
19% |
False |
True |
9,317 |
| 10 |
0.7042 |
0.6872 |
0.0170 |
2.5% |
0.0055 |
0.8% |
19% |
False |
True |
5,776 |
| 20 |
0.7120 |
0.6872 |
0.0248 |
3.6% |
0.0050 |
0.7% |
13% |
False |
True |
3,238 |
| 40 |
0.7465 |
0.6872 |
0.0593 |
8.6% |
0.0062 |
0.9% |
5% |
False |
True |
1,822 |
| 60 |
0.7465 |
0.6872 |
0.0593 |
8.6% |
0.0058 |
0.8% |
5% |
False |
True |
1,241 |
| 80 |
0.7610 |
0.6872 |
0.0738 |
10.7% |
0.0052 |
0.8% |
4% |
False |
True |
937 |
| 100 |
0.7772 |
0.6872 |
0.0900 |
13.0% |
0.0044 |
0.6% |
4% |
False |
True |
751 |
| 120 |
0.7990 |
0.6872 |
0.1118 |
16.2% |
0.0042 |
0.6% |
3% |
False |
True |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7074 |
|
2.618 |
0.7011 |
|
1.618 |
0.6973 |
|
1.000 |
0.6949 |
|
0.618 |
0.6934 |
|
HIGH |
0.6911 |
|
0.618 |
0.6896 |
|
0.500 |
0.6891 |
|
0.382 |
0.6887 |
|
LOW |
0.6872 |
|
0.618 |
0.6848 |
|
1.000 |
0.6834 |
|
1.618 |
0.6810 |
|
2.618 |
0.6771 |
|
4.250 |
0.6708 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6900 |
0.6918 |
| PP |
0.6896 |
0.6913 |
| S1 |
0.6891 |
0.6909 |
|