CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6991 |
0.7013 |
0.0022 |
0.3% |
0.7037 |
| High |
0.7032 |
0.7021 |
-0.0011 |
-0.2% |
0.7048 |
| Low |
0.6991 |
0.6962 |
-0.0029 |
-0.4% |
0.6959 |
| Close |
0.7015 |
0.6975 |
-0.0040 |
-0.6% |
0.7015 |
| Range |
0.0042 |
0.0059 |
0.0018 |
42.2% |
0.0089 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
562 |
711 |
149 |
26.5% |
2,853 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7163 |
0.7128 |
0.7007 |
|
| R3 |
0.7104 |
0.7069 |
0.6991 |
|
| R2 |
0.7045 |
0.7045 |
0.6986 |
|
| R1 |
0.7010 |
0.7010 |
0.6980 |
0.6998 |
| PP |
0.6986 |
0.6986 |
0.6986 |
0.6980 |
| S1 |
0.6951 |
0.6951 |
0.6970 |
0.6939 |
| S2 |
0.6927 |
0.6927 |
0.6964 |
|
| S3 |
0.6868 |
0.6892 |
0.6959 |
|
| S4 |
0.6809 |
0.6833 |
0.6943 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7274 |
0.7234 |
0.7064 |
|
| R3 |
0.7185 |
0.7145 |
0.7039 |
|
| R2 |
0.7096 |
0.7096 |
0.7031 |
|
| R1 |
0.7056 |
0.7056 |
0.7023 |
0.7031 |
| PP |
0.7007 |
0.7007 |
0.7007 |
0.6995 |
| S1 |
0.6967 |
0.6967 |
0.7007 |
0.6942 |
| S2 |
0.6918 |
0.6918 |
0.6999 |
|
| S3 |
0.6829 |
0.6878 |
0.6991 |
|
| S4 |
0.6740 |
0.6789 |
0.6966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7032 |
0.6959 |
0.0074 |
1.1% |
0.0045 |
0.7% |
22% |
False |
False |
572 |
| 10 |
0.7170 |
0.6959 |
0.0211 |
3.0% |
0.0046 |
0.7% |
8% |
False |
False |
638 |
| 20 |
0.7410 |
0.6959 |
0.0451 |
6.5% |
0.0065 |
0.9% |
4% |
False |
False |
559 |
| 40 |
0.7465 |
0.6959 |
0.0507 |
7.3% |
0.0060 |
0.9% |
3% |
False |
False |
358 |
| 60 |
0.7465 |
0.6959 |
0.0507 |
7.3% |
0.0055 |
0.8% |
3% |
False |
False |
255 |
| 80 |
0.7729 |
0.6959 |
0.0771 |
11.0% |
0.0046 |
0.7% |
2% |
False |
False |
194 |
| 100 |
0.7907 |
0.6959 |
0.0949 |
13.6% |
0.0043 |
0.6% |
2% |
False |
False |
157 |
| 120 |
0.7990 |
0.6959 |
0.1031 |
14.8% |
0.0040 |
0.6% |
2% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7272 |
|
2.618 |
0.7175 |
|
1.618 |
0.7116 |
|
1.000 |
0.7080 |
|
0.618 |
0.7057 |
|
HIGH |
0.7021 |
|
0.618 |
0.6998 |
|
0.500 |
0.6992 |
|
0.382 |
0.6985 |
|
LOW |
0.6962 |
|
0.618 |
0.6926 |
|
1.000 |
0.6903 |
|
1.618 |
0.6867 |
|
2.618 |
0.6808 |
|
4.250 |
0.6711 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6992 |
0.6995 |
| PP |
0.6986 |
0.6989 |
| S1 |
0.6981 |
0.6982 |
|