CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6970 |
0.6994 |
0.0024 |
0.3% |
0.7037 |
High |
0.7001 |
0.7046 |
0.0045 |
0.6% |
0.7048 |
Low |
0.6961 |
0.6991 |
0.0030 |
0.4% |
0.6959 |
Close |
0.6987 |
0.7037 |
0.0051 |
0.7% |
0.7015 |
Range |
0.0040 |
0.0055 |
0.0015 |
36.3% |
0.0089 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
Volume |
995 |
804 |
-191 |
-19.2% |
2,853 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7188 |
0.7167 |
0.7067 |
|
R3 |
0.7134 |
0.7113 |
0.7052 |
|
R2 |
0.7079 |
0.7079 |
0.7047 |
|
R1 |
0.7058 |
0.7058 |
0.7042 |
0.7069 |
PP |
0.7025 |
0.7025 |
0.7025 |
0.7030 |
S1 |
0.7004 |
0.7004 |
0.7032 |
0.7014 |
S2 |
0.6970 |
0.6970 |
0.7027 |
|
S3 |
0.6916 |
0.6949 |
0.7022 |
|
S4 |
0.6861 |
0.6895 |
0.7007 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7274 |
0.7234 |
0.7064 |
|
R3 |
0.7185 |
0.7145 |
0.7039 |
|
R2 |
0.7096 |
0.7096 |
0.7031 |
|
R1 |
0.7056 |
0.7056 |
0.7023 |
0.7031 |
PP |
0.7007 |
0.7007 |
0.7007 |
0.6995 |
S1 |
0.6967 |
0.6967 |
0.7007 |
0.6942 |
S2 |
0.6918 |
0.6918 |
0.6999 |
|
S3 |
0.6829 |
0.6878 |
0.6991 |
|
S4 |
0.6740 |
0.6789 |
0.6966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7046 |
0.6959 |
0.0087 |
1.2% |
0.0047 |
0.7% |
90% |
True |
False |
680 |
10 |
0.7120 |
0.6959 |
0.0161 |
2.3% |
0.0046 |
0.7% |
49% |
False |
False |
699 |
20 |
0.7410 |
0.6959 |
0.0451 |
6.4% |
0.0065 |
0.9% |
17% |
False |
False |
628 |
40 |
0.7465 |
0.6959 |
0.0507 |
7.2% |
0.0061 |
0.9% |
15% |
False |
False |
402 |
60 |
0.7465 |
0.6959 |
0.0507 |
7.2% |
0.0055 |
0.8% |
15% |
False |
False |
283 |
80 |
0.7716 |
0.6959 |
0.0757 |
10.8% |
0.0047 |
0.7% |
10% |
False |
False |
216 |
100 |
0.7907 |
0.6959 |
0.0949 |
13.5% |
0.0044 |
0.6% |
8% |
False |
False |
174 |
120 |
0.7990 |
0.6959 |
0.1031 |
14.7% |
0.0041 |
0.6% |
8% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7277 |
2.618 |
0.7188 |
1.618 |
0.7134 |
1.000 |
0.7100 |
0.618 |
0.7079 |
HIGH |
0.7046 |
0.618 |
0.7025 |
0.500 |
0.7018 |
0.382 |
0.7012 |
LOW |
0.6991 |
0.618 |
0.6957 |
1.000 |
0.6937 |
1.618 |
0.6903 |
2.618 |
0.6848 |
4.250 |
0.6759 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7031 |
0.7026 |
PP |
0.7025 |
0.7015 |
S1 |
0.7018 |
0.7003 |
|