CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6830 |
0.6809 |
-0.0021 |
-0.3% |
0.6865 |
High |
0.6837 |
0.6814 |
-0.0023 |
-0.3% |
0.6882 |
Low |
0.6803 |
0.6793 |
-0.0011 |
-0.2% |
0.6828 |
Close |
0.6809 |
0.6798 |
-0.0012 |
-0.2% |
0.6831 |
Range |
0.0034 |
0.0022 |
-0.0013 |
-36.8% |
0.0054 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
101,411 |
131,107 |
29,696 |
29.3% |
816,095 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6866 |
0.6853 |
0.6809 |
|
R3 |
0.6844 |
0.6832 |
0.6803 |
|
R2 |
0.6823 |
0.6823 |
0.6801 |
|
R1 |
0.6810 |
0.6810 |
0.6799 |
0.6806 |
PP |
0.6801 |
0.6801 |
0.6801 |
0.6799 |
S1 |
0.6789 |
0.6789 |
0.6796 |
0.6784 |
S2 |
0.6780 |
0.6780 |
0.6794 |
|
S3 |
0.6758 |
0.6767 |
0.6792 |
|
S4 |
0.6737 |
0.6746 |
0.6786 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7009 |
0.6974 |
0.6861 |
|
R3 |
0.6955 |
0.6920 |
0.6846 |
|
R2 |
0.6901 |
0.6901 |
0.6841 |
|
R1 |
0.6866 |
0.6866 |
0.6836 |
0.6857 |
PP |
0.6847 |
0.6847 |
0.6847 |
0.6842 |
S1 |
0.6812 |
0.6812 |
0.6826 |
0.6803 |
S2 |
0.6793 |
0.6793 |
0.6821 |
|
S3 |
0.6739 |
0.6758 |
0.6816 |
|
S4 |
0.6685 |
0.6704 |
0.6801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6882 |
0.6793 |
0.0090 |
1.3% |
0.0039 |
0.6% |
6% |
False |
True |
162,495 |
10 |
0.6907 |
0.6793 |
0.0115 |
1.7% |
0.0032 |
0.5% |
4% |
False |
True |
145,916 |
20 |
0.7041 |
0.6793 |
0.0248 |
3.6% |
0.0045 |
0.7% |
2% |
False |
True |
84,639 |
40 |
0.7215 |
0.6793 |
0.0423 |
6.2% |
0.0047 |
0.7% |
1% |
False |
True |
42,700 |
60 |
0.7465 |
0.6793 |
0.0673 |
9.9% |
0.0056 |
0.8% |
1% |
False |
True |
28,539 |
80 |
0.7465 |
0.6793 |
0.0673 |
9.9% |
0.0053 |
0.8% |
1% |
False |
True |
21,419 |
100 |
0.7716 |
0.6793 |
0.0923 |
13.6% |
0.0048 |
0.7% |
1% |
False |
True |
17,139 |
120 |
0.7890 |
0.6793 |
0.1098 |
16.1% |
0.0044 |
0.6% |
0% |
False |
True |
14,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6905 |
2.618 |
0.6870 |
1.618 |
0.6849 |
1.000 |
0.6836 |
0.618 |
0.6827 |
HIGH |
0.6814 |
0.618 |
0.6806 |
0.500 |
0.6803 |
0.382 |
0.6801 |
LOW |
0.6793 |
0.618 |
0.6779 |
1.000 |
0.6771 |
1.618 |
0.6758 |
2.618 |
0.6736 |
4.250 |
0.6701 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6803 |
0.6832 |
PP |
0.6801 |
0.6821 |
S1 |
0.6799 |
0.6809 |
|