CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6881 |
0.6865 |
-0.0016 |
-0.2% |
0.6915 |
| High |
0.6886 |
0.6877 |
-0.0010 |
-0.1% |
0.6963 |
| Low |
0.6858 |
0.6861 |
0.0004 |
0.1% |
0.6858 |
| Close |
0.6863 |
0.6867 |
0.0005 |
0.1% |
0.6863 |
| Range |
0.0029 |
0.0016 |
-0.0013 |
-45.6% |
0.0105 |
| ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
166,346 |
89,959 |
-76,387 |
-45.9% |
562,812 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6915 |
0.6906 |
0.6876 |
|
| R3 |
0.6899 |
0.6891 |
0.6871 |
|
| R2 |
0.6884 |
0.6884 |
0.6870 |
|
| R1 |
0.6875 |
0.6875 |
0.6868 |
0.6880 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6870 |
| S1 |
0.6860 |
0.6860 |
0.6866 |
0.6864 |
| S2 |
0.6853 |
0.6853 |
0.6864 |
|
| S3 |
0.6837 |
0.6844 |
0.6863 |
|
| S4 |
0.6822 |
0.6829 |
0.6858 |
|
|
| 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 |
0.6935 |
0.6858 |
0.0078 |
1.1% |
0.0028 |
0.4% |
12% |
False |
False |
116,572 |
| 10 |
0.6964 |
0.6858 |
0.0106 |
1.5% |
0.0043 |
0.6% |
9% |
False |
False |
72,067 |
| 20 |
0.7046 |
0.6858 |
0.0188 |
2.7% |
0.0048 |
0.7% |
5% |
False |
False |
37,021 |
| 40 |
0.7410 |
0.6858 |
0.0552 |
8.0% |
0.0056 |
0.8% |
2% |
False |
False |
18,789 |
| 60 |
0.7465 |
0.6858 |
0.0608 |
8.8% |
0.0056 |
0.8% |
2% |
False |
False |
12,568 |
| 80 |
0.7466 |
0.6858 |
0.0609 |
8.9% |
0.0053 |
0.8% |
2% |
False |
False |
9,438 |
| 100 |
0.7772 |
0.6858 |
0.0915 |
13.3% |
0.0046 |
0.7% |
1% |
False |
False |
7,552 |
| 120 |
0.7907 |
0.6858 |
0.1050 |
15.3% |
0.0044 |
0.6% |
1% |
False |
False |
6,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6917 |
|
1.618 |
0.6902 |
|
1.000 |
0.6892 |
|
0.618 |
0.6886 |
|
HIGH |
0.6877 |
|
0.618 |
0.6871 |
|
0.500 |
0.6869 |
|
0.382 |
0.6867 |
|
LOW |
0.6861 |
|
0.618 |
0.6851 |
|
1.000 |
0.6846 |
|
1.618 |
0.6836 |
|
2.618 |
0.6820 |
|
4.250 |
0.6795 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6869 |
0.6880 |
| PP |
0.6868 |
0.6876 |
| S1 |
0.6868 |
0.6871 |
|