CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6885 |
0.6899 |
0.0015 |
0.2% |
0.6956 |
| High |
0.6911 |
0.6931 |
0.0020 |
0.3% |
0.6964 |
| Low |
0.6872 |
0.6871 |
-0.0002 |
0.0% |
0.6871 |
| Close |
0.6905 |
0.6874 |
-0.0031 |
-0.4% |
0.6874 |
| Range |
0.0039 |
0.0060 |
0.0022 |
55.8% |
0.0093 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.5% |
0.0000 |
| Volume |
12,837 |
27,379 |
14,542 |
113.3% |
67,904 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7072 |
0.7033 |
0.6907 |
|
| R3 |
0.7012 |
0.6973 |
0.6890 |
|
| R2 |
0.6952 |
0.6952 |
0.6885 |
|
| R1 |
0.6913 |
0.6913 |
0.6879 |
0.6902 |
| PP |
0.6892 |
0.6892 |
0.6892 |
0.6886 |
| S1 |
0.6853 |
0.6853 |
0.6868 |
0.6842 |
| S2 |
0.6832 |
0.6832 |
0.6863 |
|
| S3 |
0.6772 |
0.6793 |
0.6857 |
|
| S4 |
0.6712 |
0.6733 |
0.6841 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7182 |
0.7121 |
0.6925 |
|
| R3 |
0.7089 |
0.7028 |
0.6899 |
|
| R2 |
0.6996 |
0.6996 |
0.6891 |
|
| R1 |
0.6935 |
0.6935 |
0.6882 |
0.6919 |
| PP |
0.6903 |
0.6903 |
0.6903 |
0.6895 |
| S1 |
0.6842 |
0.6842 |
0.6865 |
0.6826 |
| S2 |
0.6810 |
0.6810 |
0.6856 |
|
| S3 |
0.6717 |
0.6749 |
0.6848 |
|
| S4 |
0.6624 |
0.6656 |
0.6822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7041 |
0.6871 |
0.0170 |
2.5% |
0.0062 |
0.9% |
2% |
False |
True |
14,411 |
| 10 |
0.7041 |
0.6871 |
0.0170 |
2.5% |
0.0054 |
0.8% |
2% |
False |
True |
8,376 |
| 20 |
0.7064 |
0.6871 |
0.0194 |
2.8% |
0.0050 |
0.7% |
2% |
False |
True |
4,564 |
| 40 |
0.7465 |
0.6871 |
0.0595 |
8.6% |
0.0062 |
0.9% |
1% |
False |
True |
2,503 |
| 60 |
0.7465 |
0.6871 |
0.0595 |
8.6% |
0.0058 |
0.8% |
1% |
False |
True |
1,694 |
| 80 |
0.7595 |
0.6871 |
0.0724 |
10.5% |
0.0052 |
0.8% |
0% |
False |
True |
1,279 |
| 100 |
0.7772 |
0.6871 |
0.0902 |
13.1% |
0.0045 |
0.7% |
0% |
False |
True |
1,025 |
| 120 |
0.7990 |
0.6871 |
0.1119 |
16.3% |
0.0042 |
0.6% |
0% |
False |
True |
855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7186 |
|
2.618 |
0.7088 |
|
1.618 |
0.7028 |
|
1.000 |
0.6991 |
|
0.618 |
0.6968 |
|
HIGH |
0.6931 |
|
0.618 |
0.6908 |
|
0.500 |
0.6901 |
|
0.382 |
0.6893 |
|
LOW |
0.6871 |
|
0.618 |
0.6833 |
|
1.000 |
0.6811 |
|
1.618 |
0.6773 |
|
2.618 |
0.6713 |
|
4.250 |
0.6616 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6901 |
0.6901 |
| PP |
0.6892 |
0.6892 |
| S1 |
0.6883 |
0.6883 |
|