CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7207 |
0.7170 |
-0.0038 |
-0.5% |
0.7247 |
| High |
0.7210 |
0.7170 |
-0.0040 |
-0.6% |
0.7262 |
| Low |
0.7166 |
0.7117 |
-0.0049 |
-0.7% |
0.7100 |
| Close |
0.7171 |
0.7121 |
-0.0050 |
-0.7% |
0.7201 |
| Range |
0.0044 |
0.0053 |
0.0009 |
19.3% |
0.0163 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
444 |
222 |
-222 |
-50.0% |
3,123 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7293 |
0.7260 |
0.7150 |
|
| R3 |
0.7241 |
0.7207 |
0.7135 |
|
| R2 |
0.7188 |
0.7188 |
0.7131 |
|
| R1 |
0.7155 |
0.7155 |
0.7126 |
0.7145 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7131 |
| S1 |
0.7102 |
0.7102 |
0.7116 |
0.7093 |
| S2 |
0.7083 |
0.7083 |
0.7111 |
|
| S3 |
0.7031 |
0.7050 |
0.7107 |
|
| S4 |
0.6978 |
0.6997 |
0.7092 |
|
|
| 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 |
0.7215 |
0.7100 |
0.0116 |
1.6% |
0.0062 |
0.9% |
19% |
False |
False |
598 |
| 10 |
0.7410 |
0.7100 |
0.0310 |
4.4% |
0.0086 |
1.2% |
7% |
False |
False |
486 |
| 20 |
0.7465 |
0.7100 |
0.0366 |
5.1% |
0.0076 |
1.1% |
6% |
False |
False |
367 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.4% |
0.0061 |
0.9% |
11% |
False |
False |
219 |
| 60 |
0.7679 |
0.7080 |
0.0599 |
8.4% |
0.0053 |
0.7% |
7% |
False |
False |
154 |
| 80 |
0.7836 |
0.7080 |
0.0756 |
10.6% |
0.0043 |
0.6% |
5% |
False |
False |
117 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0040 |
0.6% |
5% |
False |
False |
95 |
| 120 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0039 |
0.5% |
5% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7393 |
|
2.618 |
0.7307 |
|
1.618 |
0.7254 |
|
1.000 |
0.7222 |
|
0.618 |
0.7202 |
|
HIGH |
0.7170 |
|
0.618 |
0.7149 |
|
0.500 |
0.7143 |
|
0.382 |
0.7137 |
|
LOW |
0.7117 |
|
0.618 |
0.7085 |
|
1.000 |
0.7065 |
|
1.618 |
0.7032 |
|
2.618 |
0.6980 |
|
4.250 |
0.6894 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7143 |
0.7166 |
| PP |
0.7136 |
0.7151 |
| S1 |
0.7128 |
0.7136 |
|