CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6864 |
0.6842 |
-0.0022 |
-0.3% |
0.6915 |
| High |
0.6878 |
0.6882 |
0.0004 |
0.1% |
0.6963 |
| Low |
0.6837 |
0.6828 |
-0.0009 |
-0.1% |
0.6858 |
| Close |
0.6853 |
0.6872 |
0.0020 |
0.3% |
0.6863 |
| Range |
0.0041 |
0.0054 |
0.0013 |
31.7% |
0.0105 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.1% |
0.0000 |
| Volume |
192,732 |
213,478 |
20,746 |
10.8% |
562,812 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.7001 |
0.6902 |
|
| R3 |
0.6969 |
0.6947 |
0.6887 |
|
| R2 |
0.6915 |
0.6915 |
0.6882 |
|
| R1 |
0.6893 |
0.6893 |
0.6877 |
0.6904 |
| PP |
0.6861 |
0.6861 |
0.6861 |
0.6866 |
| S1 |
0.6839 |
0.6839 |
0.6867 |
0.6850 |
| S2 |
0.6807 |
0.6807 |
0.6862 |
|
| S3 |
0.6753 |
0.6785 |
0.6857 |
|
| S4 |
0.6699 |
0.6731 |
0.6842 |
|
|
| 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 |
0.6886 |
0.6828 |
0.0058 |
0.8% |
0.0032 |
0.5% |
76% |
False |
True |
161,738 |
| 10 |
0.6963 |
0.6828 |
0.0135 |
2.0% |
0.0038 |
0.6% |
33% |
False |
True |
123,253 |
| 20 |
0.7042 |
0.6828 |
0.0214 |
3.1% |
0.0046 |
0.7% |
21% |
False |
True |
64,515 |
| 40 |
0.7410 |
0.6828 |
0.0582 |
8.5% |
0.0056 |
0.8% |
8% |
False |
True |
32,571 |
| 60 |
0.7465 |
0.6828 |
0.0637 |
9.3% |
0.0056 |
0.8% |
7% |
False |
True |
21,773 |
| 80 |
0.7465 |
0.6828 |
0.0637 |
9.3% |
0.0053 |
0.8% |
7% |
False |
True |
16,341 |
| 100 |
0.7716 |
0.6828 |
0.0888 |
12.9% |
0.0047 |
0.7% |
5% |
False |
True |
13,076 |
| 120 |
0.7907 |
0.6828 |
0.1079 |
15.7% |
0.0044 |
0.6% |
4% |
False |
True |
10,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7112 |
|
2.618 |
0.7023 |
|
1.618 |
0.6969 |
|
1.000 |
0.6936 |
|
0.618 |
0.6915 |
|
HIGH |
0.6882 |
|
0.618 |
0.6861 |
|
0.500 |
0.6855 |
|
0.382 |
0.6849 |
|
LOW |
0.6828 |
|
0.618 |
0.6795 |
|
1.000 |
0.6774 |
|
1.618 |
0.6741 |
|
2.618 |
0.6687 |
|
4.250 |
0.6599 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6866 |
0.6866 |
| PP |
0.6861 |
0.6861 |
| S1 |
0.6855 |
0.6855 |
|