CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7013 |
0.6970 |
-0.0043 |
-0.6% |
0.7037 |
| High |
0.7021 |
0.7001 |
-0.0020 |
-0.3% |
0.7048 |
| Low |
0.6962 |
0.6961 |
-0.0001 |
0.0% |
0.6959 |
| Close |
0.6975 |
0.6987 |
0.0012 |
0.2% |
0.7015 |
| Range |
0.0059 |
0.0040 |
-0.0019 |
-32.2% |
0.0089 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
711 |
995 |
284 |
39.9% |
2,853 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7085 |
0.7009 |
|
| R3 |
0.7063 |
0.7045 |
0.6998 |
|
| R2 |
0.7023 |
0.7023 |
0.6994 |
|
| R1 |
0.7005 |
0.7005 |
0.6990 |
0.7014 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6987 |
| S1 |
0.6965 |
0.6965 |
0.6983 |
0.6974 |
| S2 |
0.6943 |
0.6943 |
0.6979 |
|
| S3 |
0.6903 |
0.6925 |
0.6976 |
|
| S4 |
0.6863 |
0.6885 |
0.6965 |
|
|
| 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% |
0.0047 |
0.7% |
38% |
False |
False |
698 |
| 10 |
0.7135 |
0.6959 |
0.0177 |
2.5% |
0.0044 |
0.6% |
16% |
False |
False |
715 |
| 20 |
0.7410 |
0.6959 |
0.0451 |
6.5% |
0.0065 |
0.9% |
6% |
False |
False |
601 |
| 40 |
0.7465 |
0.6959 |
0.0507 |
7.2% |
0.0061 |
0.9% |
6% |
False |
False |
382 |
| 60 |
0.7465 |
0.6959 |
0.0507 |
7.2% |
0.0055 |
0.8% |
6% |
False |
False |
270 |
| 80 |
0.7716 |
0.6959 |
0.0757 |
10.8% |
0.0047 |
0.7% |
4% |
False |
False |
206 |
| 100 |
0.7907 |
0.6959 |
0.0949 |
13.6% |
0.0044 |
0.6% |
3% |
False |
False |
166 |
| 120 |
0.7990 |
0.6959 |
0.1031 |
14.8% |
0.0041 |
0.6% |
3% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7171 |
|
2.618 |
0.7106 |
|
1.618 |
0.7066 |
|
1.000 |
0.7041 |
|
0.618 |
0.7026 |
|
HIGH |
0.7001 |
|
0.618 |
0.6986 |
|
0.500 |
0.6981 |
|
0.382 |
0.6976 |
|
LOW |
0.6961 |
|
0.618 |
0.6936 |
|
1.000 |
0.6921 |
|
1.618 |
0.6896 |
|
2.618 |
0.6856 |
|
4.250 |
0.6791 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6985 |
0.6997 |
| PP |
0.6983 |
0.6993 |
| S1 |
0.6981 |
0.6990 |
|