CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6915 |
0.6931 |
0.0016 |
0.2% |
0.6956 |
| High |
0.6963 |
0.6935 |
-0.0028 |
-0.4% |
0.6964 |
| Low |
0.6897 |
0.6898 |
0.0001 |
0.0% |
0.6871 |
| Close |
0.6932 |
0.6905 |
-0.0028 |
-0.4% |
0.6874 |
| Range |
0.0066 |
0.0037 |
-0.0029 |
-43.5% |
0.0093 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
69,910 |
82,355 |
12,445 |
17.8% |
67,904 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7024 |
0.7001 |
0.6925 |
|
| R3 |
0.6987 |
0.6964 |
0.6915 |
|
| R2 |
0.6950 |
0.6950 |
0.6911 |
|
| R1 |
0.6927 |
0.6927 |
0.6908 |
0.6920 |
| PP |
0.6913 |
0.6913 |
0.6913 |
0.6909 |
| S1 |
0.6890 |
0.6890 |
0.6901 |
0.6883 |
| S2 |
0.6876 |
0.6876 |
0.6898 |
|
| S3 |
0.6839 |
0.6853 |
0.6894 |
|
| S4 |
0.6802 |
0.6816 |
0.6884 |
|
|
| 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 |
0.6963 |
0.6871 |
0.0092 |
1.3% |
0.0048 |
0.7% |
37% |
False |
False |
40,892 |
| 10 |
0.7041 |
0.6871 |
0.0170 |
2.5% |
0.0058 |
0.8% |
20% |
False |
False |
23,363 |
| 20 |
0.7046 |
0.6871 |
0.0175 |
2.5% |
0.0051 |
0.7% |
19% |
False |
False |
12,103 |
| 40 |
0.7427 |
0.6871 |
0.0556 |
8.1% |
0.0061 |
0.9% |
6% |
False |
False |
6,296 |
| 60 |
0.7465 |
0.6871 |
0.0595 |
8.6% |
0.0059 |
0.8% |
6% |
False |
False |
4,231 |
| 80 |
0.7511 |
0.6871 |
0.0641 |
9.3% |
0.0053 |
0.8% |
5% |
False |
False |
3,182 |
| 100 |
0.7772 |
0.6871 |
0.0902 |
13.1% |
0.0046 |
0.7% |
4% |
False |
False |
2,547 |
| 120 |
0.7990 |
0.6871 |
0.1119 |
16.2% |
0.0043 |
0.6% |
3% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7092 |
|
2.618 |
0.7032 |
|
1.618 |
0.6995 |
|
1.000 |
0.6972 |
|
0.618 |
0.6958 |
|
HIGH |
0.6935 |
|
0.618 |
0.6921 |
|
0.500 |
0.6917 |
|
0.382 |
0.6912 |
|
LOW |
0.6898 |
|
0.618 |
0.6875 |
|
1.000 |
0.6861 |
|
1.618 |
0.6838 |
|
2.618 |
0.6801 |
|
4.250 |
0.6741 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6917 |
0.6917 |
| PP |
0.6913 |
0.6913 |
| S1 |
0.6909 |
0.6909 |
|