CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7103 |
0.7045 |
-0.0058 |
-0.8% |
0.7207 |
| High |
0.7120 |
0.7064 |
-0.0056 |
-0.8% |
0.7210 |
| Low |
0.7047 |
0.7037 |
-0.0010 |
-0.1% |
0.7037 |
| Close |
0.7050 |
0.7038 |
-0.0012 |
-0.2% |
0.7038 |
| Range |
0.0073 |
0.0028 |
-0.0046 |
-62.3% |
0.0173 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
850 |
786 |
-64 |
-7.5% |
3,262 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7129 |
0.7111 |
0.7053 |
|
| R3 |
0.7101 |
0.7083 |
0.7046 |
|
| R2 |
0.7074 |
0.7074 |
0.7043 |
|
| R1 |
0.7056 |
0.7056 |
0.7041 |
0.7051 |
| PP |
0.7046 |
0.7046 |
0.7046 |
0.7044 |
| S1 |
0.7028 |
0.7028 |
0.7035 |
0.7024 |
| S2 |
0.7019 |
0.7019 |
0.7033 |
|
| S3 |
0.6991 |
0.7001 |
0.7030 |
|
| S4 |
0.6964 |
0.6973 |
0.7023 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7499 |
0.7133 |
|
| R3 |
0.7441 |
0.7326 |
0.7086 |
|
| R2 |
0.7268 |
0.7268 |
0.7070 |
|
| R1 |
0.7153 |
0.7153 |
0.7054 |
0.7124 |
| PP |
0.7095 |
0.7095 |
0.7095 |
0.7080 |
| S1 |
0.6980 |
0.6980 |
0.7022 |
0.6951 |
| S2 |
0.6922 |
0.6922 |
0.7006 |
|
| S3 |
0.6749 |
0.6807 |
0.6990 |
|
| S4 |
0.6576 |
0.6634 |
0.6943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7210 |
0.7037 |
0.0173 |
2.5% |
0.0046 |
0.7% |
1% |
False |
True |
652 |
| 10 |
0.7262 |
0.7037 |
0.0226 |
3.2% |
0.0061 |
0.9% |
1% |
False |
True |
638 |
| 20 |
0.7427 |
0.7037 |
0.0390 |
5.5% |
0.0071 |
1.0% |
0% |
False |
True |
464 |
| 40 |
0.7465 |
0.7037 |
0.0429 |
6.1% |
0.0062 |
0.9% |
0% |
False |
True |
278 |
| 60 |
0.7511 |
0.7037 |
0.0475 |
6.7% |
0.0053 |
0.8% |
0% |
False |
True |
197 |
| 80 |
0.7772 |
0.7037 |
0.0736 |
10.5% |
0.0044 |
0.6% |
0% |
False |
True |
150 |
| 100 |
0.7990 |
0.7037 |
0.0953 |
13.5% |
0.0041 |
0.6% |
0% |
False |
True |
121 |
| 120 |
0.7990 |
0.7037 |
0.0953 |
13.5% |
0.0040 |
0.6% |
0% |
False |
True |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7181 |
|
2.618 |
0.7136 |
|
1.618 |
0.7108 |
|
1.000 |
0.7092 |
|
0.618 |
0.7081 |
|
HIGH |
0.7064 |
|
0.618 |
0.7053 |
|
0.500 |
0.7050 |
|
0.382 |
0.7047 |
|
LOW |
0.7037 |
|
0.618 |
0.7020 |
|
1.000 |
0.7009 |
|
1.618 |
0.6992 |
|
2.618 |
0.6965 |
|
4.250 |
0.6920 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7050 |
0.7086 |
| PP |
0.7046 |
0.7070 |
| S1 |
0.7042 |
0.7054 |
|