CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6874 |
0.6864 |
-0.0010 |
-0.1% |
0.6915 |
| High |
0.6878 |
0.6878 |
0.0000 |
0.0% |
0.6963 |
| Low |
0.6858 |
0.6837 |
-0.0021 |
-0.3% |
0.6858 |
| Close |
0.6862 |
0.6853 |
-0.0009 |
-0.1% |
0.6863 |
| Range |
0.0020 |
0.0041 |
0.0021 |
105.0% |
0.0105 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
146,179 |
192,732 |
46,553 |
31.8% |
562,812 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6979 |
0.6957 |
0.6875 |
|
| R3 |
0.6938 |
0.6916 |
0.6864 |
|
| R2 |
0.6897 |
0.6897 |
0.6860 |
|
| R1 |
0.6875 |
0.6875 |
0.6856 |
0.6865 |
| PP |
0.6856 |
0.6856 |
0.6856 |
0.6851 |
| S1 |
0.6834 |
0.6834 |
0.6849 |
0.6824 |
| S2 |
0.6815 |
0.6815 |
0.6845 |
|
| S3 |
0.6774 |
0.6793 |
0.6841 |
|
| S4 |
0.6733 |
0.6752 |
0.6830 |
|
|
| 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 |
0.6903 |
0.6837 |
0.0066 |
1.0% |
0.0026 |
0.4% |
24% |
False |
True |
144,333 |
| 10 |
0.6963 |
0.6837 |
0.0126 |
1.8% |
0.0037 |
0.5% |
12% |
False |
True |
103,189 |
| 20 |
0.7046 |
0.6837 |
0.0209 |
3.0% |
0.0046 |
0.7% |
7% |
False |
True |
53,881 |
| 40 |
0.7410 |
0.6837 |
0.0573 |
8.4% |
0.0056 |
0.8% |
3% |
False |
True |
27,241 |
| 60 |
0.7465 |
0.6837 |
0.0628 |
9.2% |
0.0056 |
0.8% |
2% |
False |
True |
18,215 |
| 80 |
0.7465 |
0.6837 |
0.0628 |
9.2% |
0.0053 |
0.8% |
2% |
False |
True |
13,673 |
| 100 |
0.7716 |
0.6837 |
0.0879 |
12.8% |
0.0047 |
0.7% |
2% |
False |
True |
10,941 |
| 120 |
0.7907 |
0.6837 |
0.1070 |
15.6% |
0.0044 |
0.6% |
1% |
False |
True |
9,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7052 |
|
2.618 |
0.6985 |
|
1.618 |
0.6944 |
|
1.000 |
0.6919 |
|
0.618 |
0.6903 |
|
HIGH |
0.6878 |
|
0.618 |
0.6862 |
|
0.500 |
0.6858 |
|
0.382 |
0.6853 |
|
LOW |
0.6837 |
|
0.618 |
0.6812 |
|
1.000 |
0.6796 |
|
1.618 |
0.6771 |
|
2.618 |
0.6730 |
|
4.250 |
0.6663 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6858 |
0.6858 |
| PP |
0.6856 |
0.6856 |
| S1 |
0.6854 |
0.6854 |
|