CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6931 |
0.6904 |
-0.0027 |
-0.4% |
0.6956 |
| High |
0.6935 |
0.6907 |
-0.0028 |
-0.4% |
0.6964 |
| Low |
0.6898 |
0.6872 |
-0.0026 |
-0.4% |
0.6871 |
| Close |
0.6905 |
0.6887 |
-0.0018 |
-0.3% |
0.6874 |
| Range |
0.0037 |
0.0035 |
-0.0002 |
-5.4% |
0.0093 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
82,355 |
117,748 |
35,393 |
43.0% |
67,904 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6994 |
0.6975 |
0.6906 |
|
| R3 |
0.6959 |
0.6940 |
0.6897 |
|
| R2 |
0.6924 |
0.6924 |
0.6893 |
|
| R1 |
0.6905 |
0.6905 |
0.6890 |
0.6897 |
| PP |
0.6889 |
0.6889 |
0.6889 |
0.6885 |
| S1 |
0.6870 |
0.6870 |
0.6884 |
0.6862 |
| S2 |
0.6854 |
0.6854 |
0.6881 |
|
| S3 |
0.6819 |
0.6835 |
0.6877 |
|
| S4 |
0.6784 |
0.6800 |
0.6868 |
|
|
| 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% |
0.0047 |
0.7% |
18% |
False |
False |
62,045 |
| 10 |
0.7041 |
0.6871 |
0.0170 |
2.5% |
0.0054 |
0.8% |
10% |
False |
False |
34,862 |
| 20 |
0.7046 |
0.6871 |
0.0175 |
2.5% |
0.0051 |
0.7% |
9% |
False |
False |
17,972 |
| 40 |
0.7410 |
0.6871 |
0.0539 |
7.8% |
0.0060 |
0.9% |
3% |
False |
False |
9,236 |
| 60 |
0.7465 |
0.6871 |
0.0595 |
8.6% |
0.0058 |
0.8% |
3% |
False |
False |
6,190 |
| 80 |
0.7505 |
0.6871 |
0.0635 |
9.2% |
0.0053 |
0.8% |
3% |
False |
False |
4,654 |
| 100 |
0.7772 |
0.6871 |
0.0902 |
13.1% |
0.0046 |
0.7% |
2% |
False |
False |
3,725 |
| 120 |
0.7990 |
0.6871 |
0.1119 |
16.2% |
0.0043 |
0.6% |
1% |
False |
False |
3,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7056 |
|
2.618 |
0.6999 |
|
1.618 |
0.6964 |
|
1.000 |
0.6942 |
|
0.618 |
0.6929 |
|
HIGH |
0.6907 |
|
0.618 |
0.6894 |
|
0.500 |
0.6890 |
|
0.382 |
0.6885 |
|
LOW |
0.6872 |
|
0.618 |
0.6850 |
|
1.000 |
0.6837 |
|
1.618 |
0.6815 |
|
2.618 |
0.6780 |
|
4.250 |
0.6723 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6890 |
0.6917 |
| PP |
0.6889 |
0.6907 |
| S1 |
0.6888 |
0.6897 |
|