CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7162 |
0.0029 |
0.4% |
0.7247 |
| High |
0.7185 |
0.7215 |
0.0030 |
0.4% |
0.7262 |
| Low |
0.7100 |
0.7146 |
0.0047 |
0.7% |
0.7100 |
| Close |
0.7159 |
0.7201 |
0.0042 |
0.6% |
0.7201 |
| Range |
0.0086 |
0.0069 |
-0.0017 |
-19.3% |
0.0163 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
889 |
505 |
-384 |
-43.2% |
3,123 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7366 |
0.7238 |
|
| R3 |
0.7325 |
0.7297 |
0.7219 |
|
| R2 |
0.7256 |
0.7256 |
0.7213 |
|
| R1 |
0.7228 |
0.7228 |
0.7207 |
0.7242 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7194 |
| S1 |
0.7159 |
0.7159 |
0.7194 |
0.7173 |
| S2 |
0.7118 |
0.7118 |
0.7188 |
|
| S3 |
0.7049 |
0.7090 |
0.7182 |
|
| S4 |
0.6980 |
0.7021 |
0.7163 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7600 |
0.7290 |
|
| R3 |
0.7512 |
0.7438 |
0.7245 |
|
| R2 |
0.7350 |
0.7350 |
0.7230 |
|
| R1 |
0.7275 |
0.7275 |
0.7215 |
0.7231 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7165 |
| S1 |
0.7113 |
0.7113 |
0.7186 |
0.7069 |
| S2 |
0.7025 |
0.7025 |
0.7171 |
|
| S3 |
0.6862 |
0.6950 |
0.7156 |
|
| S4 |
0.6700 |
0.6788 |
0.7111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7262 |
0.7100 |
0.0163 |
2.3% |
0.0075 |
1.0% |
62% |
False |
False |
624 |
| 10 |
0.7410 |
0.7100 |
0.0310 |
4.3% |
0.0085 |
1.2% |
33% |
False |
False |
506 |
| 20 |
0.7465 |
0.7100 |
0.0366 |
5.1% |
0.0078 |
1.1% |
28% |
False |
False |
346 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.3% |
0.0061 |
0.8% |
31% |
False |
False |
204 |
| 60 |
0.7701 |
0.7080 |
0.0621 |
8.6% |
0.0052 |
0.7% |
19% |
False |
False |
145 |
| 80 |
0.7840 |
0.7080 |
0.0760 |
10.6% |
0.0044 |
0.6% |
16% |
False |
False |
109 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.6% |
0.0040 |
0.6% |
13% |
False |
False |
89 |
| 120 |
0.7990 |
0.7080 |
0.0910 |
12.6% |
0.0039 |
0.5% |
13% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7396 |
|
1.618 |
0.7327 |
|
1.000 |
0.7284 |
|
0.618 |
0.7258 |
|
HIGH |
0.7215 |
|
0.618 |
0.7189 |
|
0.500 |
0.7181 |
|
0.382 |
0.7172 |
|
LOW |
0.7146 |
|
0.618 |
0.7103 |
|
1.000 |
0.7077 |
|
1.618 |
0.7034 |
|
2.618 |
0.6965 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7186 |
| PP |
0.7187 |
0.7172 |
| S1 |
0.7181 |
0.7157 |
|