CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6953 |
0.6950 |
-0.0004 |
-0.1% |
0.7013 |
| High |
0.6960 |
0.6988 |
0.0029 |
0.4% |
0.7046 |
| Low |
0.6939 |
0.6908 |
-0.0031 |
-0.4% |
0.6945 |
| Close |
0.6948 |
0.6980 |
0.0032 |
0.5% |
0.6959 |
| Range |
0.0021 |
0.0081 |
0.0060 |
283.3% |
0.0101 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.3% |
0.0000 |
| Volume |
758 |
2,751 |
1,993 |
262.9% |
5,528 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7171 |
0.7024 |
|
| R3 |
0.7120 |
0.7090 |
0.7002 |
|
| R2 |
0.7039 |
0.7039 |
0.6995 |
|
| R1 |
0.7010 |
0.7010 |
0.6987 |
0.7024 |
| PP |
0.6959 |
0.6959 |
0.6959 |
0.6966 |
| S1 |
0.6929 |
0.6929 |
0.6973 |
0.6944 |
| S2 |
0.6878 |
0.6878 |
0.6965 |
|
| S3 |
0.6798 |
0.6849 |
0.6958 |
|
| S4 |
0.6717 |
0.6768 |
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 |
0.6908 |
0.0138 |
2.0% |
0.0052 |
0.8% |
53% |
False |
True |
1,466 |
| 10 |
0.7046 |
0.6908 |
0.0138 |
2.0% |
0.0049 |
0.7% |
53% |
False |
True |
1,082 |
| 20 |
0.7215 |
0.6908 |
0.0308 |
4.4% |
0.0051 |
0.7% |
24% |
False |
True |
873 |
| 40 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0063 |
0.9% |
13% |
False |
True |
557 |
| 60 |
0.7465 |
0.6908 |
0.0558 |
8.0% |
0.0056 |
0.8% |
13% |
False |
True |
391 |
| 80 |
0.7716 |
0.6908 |
0.0808 |
11.6% |
0.0050 |
0.7% |
9% |
False |
True |
298 |
| 100 |
0.7869 |
0.6908 |
0.0961 |
13.8% |
0.0044 |
0.6% |
8% |
False |
True |
239 |
| 120 |
0.7990 |
0.6908 |
0.1082 |
15.5% |
0.0042 |
0.6% |
7% |
False |
True |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7330 |
|
2.618 |
0.7199 |
|
1.618 |
0.7118 |
|
1.000 |
0.7069 |
|
0.618 |
0.7038 |
|
HIGH |
0.6988 |
|
0.618 |
0.6957 |
|
0.500 |
0.6948 |
|
0.382 |
0.6938 |
|
LOW |
0.6908 |
|
0.618 |
0.6858 |
|
1.000 |
0.6827 |
|
1.618 |
0.6777 |
|
2.618 |
0.6697 |
|
4.250 |
0.6565 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6969 |
0.6969 |
| PP |
0.6959 |
0.6959 |
| S1 |
0.6948 |
0.6948 |
|