CME Japanese Yen Future September 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6948 |
0.6937 |
-0.0011 |
-0.2% |
0.7103 |
High |
0.6963 |
0.6951 |
-0.0012 |
-0.2% |
0.7113 |
Low |
0.6935 |
0.6906 |
-0.0029 |
-0.4% |
0.6935 |
Close |
0.6937 |
0.6910 |
-0.0027 |
-0.4% |
0.6937 |
Range |
0.0029 |
0.0045 |
0.0017 |
57.9% |
0.0179 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
107,824 |
108,267 |
443 |
0.4% |
614,692 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7057 |
0.7029 |
0.6935 |
|
R3 |
0.7012 |
0.6984 |
0.6922 |
|
R2 |
0.6967 |
0.6967 |
0.6918 |
|
R1 |
0.6939 |
0.6939 |
0.6914 |
0.6931 |
PP |
0.6922 |
0.6922 |
0.6922 |
0.6918 |
S1 |
0.6894 |
0.6894 |
0.6906 |
0.6886 |
S2 |
0.6877 |
0.6877 |
0.6902 |
|
S3 |
0.6832 |
0.6849 |
0.6898 |
|
S4 |
0.6787 |
0.6804 |
0.6885 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7530 |
0.7412 |
0.7035 |
|
R3 |
0.7352 |
0.7234 |
0.6986 |
|
R2 |
0.7173 |
0.7173 |
0.6970 |
|
R1 |
0.7055 |
0.7055 |
0.6953 |
0.7025 |
PP |
0.6995 |
0.6995 |
0.6995 |
0.6980 |
S1 |
0.6877 |
0.6877 |
0.6921 |
0.6847 |
S2 |
0.6816 |
0.6816 |
0.6904 |
|
S3 |
0.6638 |
0.6698 |
0.6888 |
|
S4 |
0.6459 |
0.6520 |
0.6839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7068 |
0.6906 |
0.0162 |
2.3% |
0.0048 |
0.7% |
2% |
False |
True |
123,709 |
10 |
0.7113 |
0.6906 |
0.0207 |
3.0% |
0.0059 |
0.9% |
2% |
False |
True |
135,139 |
20 |
0.7333 |
0.6906 |
0.0427 |
6.2% |
0.0078 |
1.1% |
1% |
False |
True |
163,829 |
40 |
0.7359 |
0.6906 |
0.0453 |
6.5% |
0.0072 |
1.0% |
1% |
False |
True |
179,550 |
60 |
0.7419 |
0.6906 |
0.0513 |
7.4% |
0.0068 |
1.0% |
1% |
False |
True |
131,977 |
80 |
0.7678 |
0.6906 |
0.0772 |
11.2% |
0.0066 |
1.0% |
1% |
False |
True |
99,061 |
100 |
0.7904 |
0.6906 |
0.0998 |
14.4% |
0.0064 |
0.9% |
0% |
False |
True |
79,267 |
120 |
0.7904 |
0.6906 |
0.0998 |
14.4% |
0.0062 |
0.9% |
0% |
False |
True |
66,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7142 |
2.618 |
0.7069 |
1.618 |
0.7024 |
1.000 |
0.6996 |
0.618 |
0.6979 |
HIGH |
0.6951 |
0.618 |
0.6934 |
0.500 |
0.6929 |
0.382 |
0.6923 |
LOW |
0.6906 |
0.618 |
0.6878 |
1.000 |
0.6861 |
1.618 |
0.6833 |
2.618 |
0.6788 |
4.250 |
0.6715 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6929 |
0.6963 |
PP |
0.6922 |
0.6945 |
S1 |
0.6916 |
0.6928 |
|