CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6865 |
0.6874 |
0.0009 |
0.1% |
0.6915 |
| High |
0.6877 |
0.6878 |
0.0002 |
0.0% |
0.6963 |
| Low |
0.6861 |
0.6858 |
-0.0003 |
0.0% |
0.6858 |
| Close |
0.6867 |
0.6862 |
-0.0006 |
-0.1% |
0.6863 |
| Range |
0.0016 |
0.0020 |
0.0005 |
29.0% |
0.0105 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
89,959 |
146,179 |
56,220 |
62.5% |
562,812 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6926 |
0.6914 |
0.6873 |
|
| R3 |
0.6906 |
0.6894 |
0.6867 |
|
| R2 |
0.6886 |
0.6886 |
0.6865 |
|
| R1 |
0.6874 |
0.6874 |
0.6863 |
0.6870 |
| PP |
0.6866 |
0.6866 |
0.6866 |
0.6864 |
| S1 |
0.6854 |
0.6854 |
0.6860 |
0.6850 |
| S2 |
0.6846 |
0.6846 |
0.6858 |
|
| S3 |
0.6826 |
0.6834 |
0.6856 |
|
| S4 |
0.6806 |
0.6814 |
0.6851 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7209 |
0.7141 |
0.6920 |
|
| R3 |
0.7104 |
0.7036 |
0.6891 |
|
| R2 |
0.6999 |
0.6999 |
0.6882 |
|
| R1 |
0.6931 |
0.6931 |
0.6872 |
0.6913 |
| PP |
0.6894 |
0.6894 |
0.6894 |
0.6885 |
| S1 |
0.6826 |
0.6826 |
0.6853 |
0.6808 |
| S2 |
0.6789 |
0.6789 |
0.6843 |
|
| S3 |
0.6684 |
0.6721 |
0.6834 |
|
| S4 |
0.6579 |
0.6616 |
0.6805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6907 |
0.6858 |
0.0050 |
0.7% |
0.0025 |
0.4% |
8% |
False |
False |
129,337 |
| 10 |
0.6963 |
0.6858 |
0.0105 |
1.5% |
0.0036 |
0.5% |
4% |
False |
False |
85,114 |
| 20 |
0.7046 |
0.6858 |
0.0188 |
2.7% |
0.0046 |
0.7% |
2% |
False |
False |
44,294 |
| 40 |
0.7410 |
0.6858 |
0.0552 |
8.0% |
0.0056 |
0.8% |
1% |
False |
False |
22,427 |
| 60 |
0.7465 |
0.6858 |
0.0608 |
8.9% |
0.0056 |
0.8% |
1% |
False |
False |
15,003 |
| 80 |
0.7465 |
0.6858 |
0.0608 |
8.9% |
0.0053 |
0.8% |
1% |
False |
False |
11,265 |
| 100 |
0.7729 |
0.6858 |
0.0872 |
12.7% |
0.0046 |
0.7% |
0% |
False |
False |
9,014 |
| 120 |
0.7907 |
0.6858 |
0.1050 |
15.3% |
0.0044 |
0.6% |
0% |
False |
False |
7,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6963 |
|
2.618 |
0.6930 |
|
1.618 |
0.6910 |
|
1.000 |
0.6898 |
|
0.618 |
0.6890 |
|
HIGH |
0.6878 |
|
0.618 |
0.6870 |
|
0.500 |
0.6868 |
|
0.382 |
0.6866 |
|
LOW |
0.6858 |
|
0.618 |
0.6846 |
|
1.000 |
0.6838 |
|
1.618 |
0.6826 |
|
2.618 |
0.6806 |
|
4.250 |
0.6773 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6868 |
0.6872 |
| PP |
0.6866 |
0.6868 |
| S1 |
0.6864 |
0.6865 |
|