CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6885 |
0.6881 |
-0.0004 |
-0.1% |
0.6915 |
| High |
0.6903 |
0.6886 |
-0.0017 |
-0.2% |
0.6963 |
| Low |
0.6877 |
0.6858 |
-0.0019 |
-0.3% |
0.6858 |
| Close |
0.6883 |
0.6863 |
-0.0020 |
-0.3% |
0.6863 |
| Range |
0.0026 |
0.0029 |
0.0003 |
9.6% |
0.0105 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
126,453 |
166,346 |
39,893 |
31.5% |
562,812 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6954 |
0.6937 |
0.6878 |
|
| R3 |
0.6926 |
0.6908 |
0.6870 |
|
| R2 |
0.6897 |
0.6897 |
0.6868 |
|
| R1 |
0.6880 |
0.6880 |
0.6865 |
0.6874 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6866 |
| S1 |
0.6851 |
0.6851 |
0.6860 |
0.6846 |
| S2 |
0.6840 |
0.6840 |
0.6857 |
|
| S3 |
0.6812 |
0.6823 |
0.6855 |
|
| S4 |
0.6783 |
0.6794 |
0.6847 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7209 |
0.7141 |
0.6920 |
|
| R3 |
0.7104 |
0.7036 |
0.6891 |
|
| R2 |
0.6999 |
0.6999 |
0.6882 |
|
| R1 |
0.6931 |
0.6931 |
0.6872 |
0.6913 |
| PP |
0.6894 |
0.6894 |
0.6894 |
0.6885 |
| S1 |
0.6826 |
0.6826 |
0.6853 |
0.6808 |
| S2 |
0.6789 |
0.6789 |
0.6843 |
|
| S3 |
0.6684 |
0.6721 |
0.6834 |
|
| S4 |
0.6579 |
0.6616 |
0.6805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6963 |
0.6858 |
0.0105 |
1.5% |
0.0038 |
0.6% |
5% |
False |
True |
112,562 |
| 10 |
0.7041 |
0.6858 |
0.0183 |
2.7% |
0.0050 |
0.7% |
3% |
False |
True |
63,487 |
| 20 |
0.7046 |
0.6858 |
0.0188 |
2.7% |
0.0050 |
0.7% |
3% |
False |
True |
32,551 |
| 40 |
0.7410 |
0.6858 |
0.0552 |
8.0% |
0.0059 |
0.9% |
1% |
False |
True |
16,548 |
| 60 |
0.7465 |
0.6858 |
0.0608 |
8.9% |
0.0057 |
0.8% |
1% |
False |
True |
11,069 |
| 80 |
0.7466 |
0.6858 |
0.0609 |
8.9% |
0.0053 |
0.8% |
1% |
False |
True |
8,314 |
| 100 |
0.7772 |
0.6858 |
0.0915 |
13.3% |
0.0046 |
0.7% |
1% |
False |
True |
6,653 |
| 120 |
0.7940 |
0.6858 |
0.1082 |
15.8% |
0.0043 |
0.6% |
0% |
False |
True |
5,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7007 |
|
2.618 |
0.6961 |
|
1.618 |
0.6932 |
|
1.000 |
0.6915 |
|
0.618 |
0.6904 |
|
HIGH |
0.6886 |
|
0.618 |
0.6875 |
|
0.500 |
0.6872 |
|
0.382 |
0.6868 |
|
LOW |
0.6858 |
|
0.618 |
0.6840 |
|
1.000 |
0.6829 |
|
1.618 |
0.6811 |
|
2.618 |
0.6783 |
|
4.250 |
0.6736 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6872 |
0.6882 |
| PP |
0.6869 |
0.6876 |
| S1 |
0.6866 |
0.6869 |
|