CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7170 |
0.7125 |
-0.0045 |
-0.6% |
0.7247 |
| High |
0.7170 |
0.7135 |
-0.0035 |
-0.5% |
0.7262 |
| Low |
0.7117 |
0.7100 |
-0.0017 |
-0.2% |
0.7100 |
| Close |
0.7121 |
0.7103 |
-0.0019 |
-0.3% |
0.7201 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-33.3% |
0.0163 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
222 |
960 |
738 |
332.4% |
3,123 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7218 |
0.7195 |
0.7122 |
|
| R3 |
0.7183 |
0.7160 |
0.7112 |
|
| R2 |
0.7148 |
0.7148 |
0.7109 |
|
| R1 |
0.7125 |
0.7125 |
0.7106 |
0.7119 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7109 |
| S1 |
0.7090 |
0.7090 |
0.7099 |
0.7084 |
| S2 |
0.7078 |
0.7078 |
0.7096 |
|
| S3 |
0.7043 |
0.7055 |
0.7093 |
|
| S4 |
0.7008 |
0.7020 |
0.7083 |
|
|
| 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% |
0.0057 |
0.8% |
3% |
False |
False |
604 |
| 10 |
0.7410 |
0.7100 |
0.0310 |
4.4% |
0.0084 |
1.2% |
1% |
False |
False |
556 |
| 20 |
0.7465 |
0.7100 |
0.0366 |
5.1% |
0.0074 |
1.0% |
1% |
False |
False |
406 |
| 40 |
0.7465 |
0.7080 |
0.0385 |
5.4% |
0.0062 |
0.9% |
6% |
False |
False |
242 |
| 60 |
0.7610 |
0.7080 |
0.0530 |
7.5% |
0.0052 |
0.7% |
4% |
False |
False |
170 |
| 80 |
0.7772 |
0.7080 |
0.0692 |
9.7% |
0.0043 |
0.6% |
3% |
False |
False |
129 |
| 100 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0040 |
0.6% |
2% |
False |
False |
105 |
| 120 |
0.7990 |
0.7080 |
0.0910 |
12.8% |
0.0039 |
0.6% |
2% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7284 |
|
2.618 |
0.7227 |
|
1.618 |
0.7192 |
|
1.000 |
0.7170 |
|
0.618 |
0.7157 |
|
HIGH |
0.7135 |
|
0.618 |
0.7122 |
|
0.500 |
0.7118 |
|
0.382 |
0.7113 |
|
LOW |
0.7100 |
|
0.618 |
0.7078 |
|
1.000 |
0.7065 |
|
1.618 |
0.7043 |
|
2.618 |
0.7008 |
|
4.250 |
0.6951 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7118 |
0.7155 |
| PP |
0.7113 |
0.7137 |
| S1 |
0.7108 |
0.7120 |
|