CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6978 |
0.6953 |
-0.0025 |
-0.4% |
0.7013 |
| High |
0.6987 |
0.6960 |
-0.0027 |
-0.4% |
0.7046 |
| Low |
0.6945 |
0.6939 |
-0.0007 |
-0.1% |
0.6945 |
| Close |
0.6959 |
0.6948 |
-0.0011 |
-0.2% |
0.6959 |
| Range |
0.0042 |
0.0021 |
-0.0021 |
-49.4% |
0.0101 |
| ATR |
0.0057 |
0.0055 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
1,643 |
758 |
-885 |
-53.9% |
5,528 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.7001 |
0.6960 |
|
| R3 |
0.6991 |
0.6980 |
0.6954 |
|
| R2 |
0.6970 |
0.6970 |
0.6952 |
|
| R1 |
0.6959 |
0.6959 |
0.6950 |
0.6954 |
| PP |
0.6949 |
0.6949 |
0.6949 |
0.6946 |
| S1 |
0.6938 |
0.6938 |
0.6946 |
0.6933 |
| S2 |
0.6928 |
0.6928 |
0.6944 |
|
| S3 |
0.6907 |
0.6917 |
0.6942 |
|
| S4 |
0.6886 |
0.6896 |
0.6936 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7285 |
0.7222 |
0.7014 |
|
| R3 |
0.7184 |
0.7122 |
0.6986 |
|
| R2 |
0.7084 |
0.7084 |
0.6977 |
|
| R1 |
0.7021 |
0.7021 |
0.6968 |
0.7002 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6974 |
| S1 |
0.6921 |
0.6921 |
0.6949 |
0.6902 |
| S2 |
0.6883 |
0.6883 |
0.6940 |
|
| S3 |
0.6782 |
0.6820 |
0.6931 |
|
| S4 |
0.6682 |
0.6720 |
0.6903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7046 |
0.6939 |
0.0107 |
1.5% |
0.0044 |
0.6% |
9% |
False |
True |
1,115 |
| 10 |
0.7046 |
0.6939 |
0.0107 |
1.5% |
0.0045 |
0.6% |
9% |
False |
True |
843 |
| 20 |
0.7215 |
0.6939 |
0.0277 |
4.0% |
0.0050 |
0.7% |
3% |
False |
True |
760 |
| 40 |
0.7465 |
0.6939 |
0.0527 |
7.6% |
0.0062 |
0.9% |
2% |
False |
True |
490 |
| 60 |
0.7465 |
0.6939 |
0.0527 |
7.6% |
0.0056 |
0.8% |
2% |
False |
True |
346 |
| 80 |
0.7716 |
0.6939 |
0.0777 |
11.2% |
0.0049 |
0.7% |
1% |
False |
True |
264 |
| 100 |
0.7890 |
0.6939 |
0.0952 |
13.7% |
0.0043 |
0.6% |
1% |
False |
True |
211 |
| 120 |
0.7990 |
0.6939 |
0.1051 |
15.1% |
0.0041 |
0.6% |
1% |
False |
True |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7049 |
|
2.618 |
0.7014 |
|
1.618 |
0.6993 |
|
1.000 |
0.6981 |
|
0.618 |
0.6972 |
|
HIGH |
0.6960 |
|
0.618 |
0.6951 |
|
0.500 |
0.6949 |
|
0.382 |
0.6947 |
|
LOW |
0.6939 |
|
0.618 |
0.6926 |
|
1.000 |
0.6918 |
|
1.618 |
0.6905 |
|
2.618 |
0.6884 |
|
4.250 |
0.6849 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6949 |
0.6990 |
| PP |
0.6949 |
0.6976 |
| S1 |
0.6948 |
0.6962 |
|