CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6842 |
0.6870 |
0.0028 |
0.4% |
0.6865 |
| High |
0.6882 |
0.6872 |
-0.0010 |
-0.1% |
0.6882 |
| Low |
0.6828 |
0.6829 |
0.0001 |
0.0% |
0.6828 |
| Close |
0.6872 |
0.6831 |
-0.0041 |
-0.6% |
0.6831 |
| Range |
0.0054 |
0.0043 |
-0.0011 |
-20.4% |
0.0054 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
213,478 |
173,747 |
-39,731 |
-18.6% |
816,095 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6973 |
0.6945 |
0.6855 |
|
| R3 |
0.6930 |
0.6902 |
0.6843 |
|
| R2 |
0.6887 |
0.6887 |
0.6839 |
|
| R1 |
0.6859 |
0.6859 |
0.6835 |
0.6852 |
| PP |
0.6844 |
0.6844 |
0.6844 |
0.6840 |
| S1 |
0.6816 |
0.6816 |
0.6827 |
0.6809 |
| S2 |
0.6801 |
0.6801 |
0.6823 |
|
| S3 |
0.6758 |
0.6773 |
0.6819 |
|
| S4 |
0.6715 |
0.6730 |
0.6807 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7009 |
0.6974 |
0.6861 |
|
| R3 |
0.6955 |
0.6920 |
0.6846 |
|
| R2 |
0.6901 |
0.6901 |
0.6841 |
|
| R1 |
0.6866 |
0.6866 |
0.6836 |
0.6857 |
| PP |
0.6847 |
0.6847 |
0.6847 |
0.6842 |
| S1 |
0.6812 |
0.6812 |
0.6826 |
0.6803 |
| S2 |
0.6793 |
0.6793 |
0.6821 |
|
| S3 |
0.6739 |
0.6758 |
0.6816 |
|
| S4 |
0.6685 |
0.6704 |
0.6801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6882 |
0.6828 |
0.0054 |
0.8% |
0.0035 |
0.5% |
6% |
False |
False |
163,219 |
| 10 |
0.6963 |
0.6828 |
0.0135 |
2.0% |
0.0037 |
0.5% |
2% |
False |
False |
137,890 |
| 20 |
0.7041 |
0.6828 |
0.0213 |
3.1% |
0.0045 |
0.7% |
1% |
False |
False |
73,133 |
| 40 |
0.7410 |
0.6828 |
0.0582 |
8.5% |
0.0054 |
0.8% |
1% |
False |
False |
36,906 |
| 60 |
0.7465 |
0.6828 |
0.0637 |
9.3% |
0.0056 |
0.8% |
0% |
False |
False |
24,668 |
| 80 |
0.7465 |
0.6828 |
0.0637 |
9.3% |
0.0053 |
0.8% |
0% |
False |
False |
18,513 |
| 100 |
0.7716 |
0.6828 |
0.0888 |
13.0% |
0.0047 |
0.7% |
0% |
False |
False |
14,813 |
| 120 |
0.7907 |
0.6828 |
0.1079 |
15.8% |
0.0044 |
0.6% |
0% |
False |
False |
12,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7055 |
|
2.618 |
0.6985 |
|
1.618 |
0.6942 |
|
1.000 |
0.6915 |
|
0.618 |
0.6899 |
|
HIGH |
0.6872 |
|
0.618 |
0.6856 |
|
0.500 |
0.6851 |
|
0.382 |
0.6845 |
|
LOW |
0.6829 |
|
0.618 |
0.6802 |
|
1.000 |
0.6786 |
|
1.618 |
0.6759 |
|
2.618 |
0.6716 |
|
4.250 |
0.6646 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6851 |
0.6855 |
| PP |
0.6844 |
0.6847 |
| S1 |
0.6838 |
0.6839 |
|