CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7247 |
0.7186 |
-0.0061 |
-0.8% |
0.7220 |
| High |
0.7262 |
0.7186 |
-0.0076 |
-1.0% |
0.7410 |
| Low |
0.7167 |
0.7121 |
-0.0046 |
-0.6% |
0.7192 |
| Close |
0.7185 |
0.7127 |
-0.0059 |
-0.8% |
0.7253 |
| Range |
0.0096 |
0.0066 |
-0.0030 |
-31.4% |
0.0218 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
310 |
487 |
177 |
57.1% |
1,937 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7299 |
0.7163 |
|
| R3 |
0.7275 |
0.7234 |
0.7145 |
|
| R2 |
0.7210 |
0.7210 |
0.7139 |
|
| R1 |
0.7168 |
0.7168 |
0.7133 |
0.7156 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7138 |
| S1 |
0.7103 |
0.7103 |
0.7120 |
0.7091 |
| S2 |
0.7079 |
0.7079 |
0.7114 |
|
| S3 |
0.7013 |
0.7037 |
0.7108 |
|
| S4 |
0.6948 |
0.6972 |
0.7090 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7814 |
0.7372 |
|
| R3 |
0.7721 |
0.7596 |
0.7312 |
|
| R2 |
0.7503 |
0.7503 |
0.7292 |
|
| R1 |
0.7378 |
0.7378 |
0.7272 |
0.7440 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7316 |
| S1 |
0.7160 |
0.7160 |
0.7233 |
0.7222 |
| S2 |
0.7067 |
0.7067 |
0.7213 |
|
| S3 |
0.6849 |
0.6942 |
0.7193 |
|
| S4 |
0.6631 |
0.6724 |
0.7133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7410 |
0.7121 |
0.0289 |
4.1% |
0.0110 |
1.5% |
2% |
False |
True |
375 |
| 10 |
0.7410 |
0.7121 |
0.0289 |
4.1% |
0.0086 |
1.2% |
2% |
False |
True |
335 |
| 20 |
0.7465 |
0.7096 |
0.0370 |
5.2% |
0.0076 |
1.1% |
8% |
False |
False |
241 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.4% |
0.0058 |
0.8% |
12% |
False |
False |
150 |
| 60 |
0.7716 |
0.7080 |
0.0636 |
8.9% |
0.0049 |
0.7% |
7% |
False |
False |
106 |
| 80 |
0.7869 |
0.7080 |
0.0789 |
11.1% |
0.0042 |
0.6% |
6% |
False |
False |
80 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0040 |
0.6% |
5% |
False |
False |
68 |
| 120 |
0.8051 |
0.7080 |
0.0971 |
13.6% |
0.0038 |
0.5% |
5% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7357 |
|
1.618 |
0.7292 |
|
1.000 |
0.7252 |
|
0.618 |
0.7226 |
|
HIGH |
0.7186 |
|
0.618 |
0.7161 |
|
0.500 |
0.7153 |
|
0.382 |
0.7146 |
|
LOW |
0.7121 |
|
0.618 |
0.7080 |
|
1.000 |
0.7055 |
|
1.618 |
0.7015 |
|
2.618 |
0.6949 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7265 |
| PP |
0.7144 |
0.7219 |
| S1 |
0.7135 |
0.7173 |
|