CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6809 |
0.6799 |
-0.0010 |
-0.1% |
0.6865 |
| High |
0.6814 |
0.6807 |
-0.0008 |
-0.1% |
0.6882 |
| Low |
0.6793 |
0.6769 |
-0.0024 |
-0.4% |
0.6828 |
| Close |
0.6798 |
0.6774 |
-0.0024 |
-0.3% |
0.6831 |
| Range |
0.0022 |
0.0038 |
0.0017 |
76.7% |
0.0054 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
131,107 |
132,498 |
1,391 |
1.1% |
816,095 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6897 |
0.6874 |
0.6795 |
|
| R3 |
0.6859 |
0.6836 |
0.6784 |
|
| R2 |
0.6821 |
0.6821 |
0.6781 |
|
| R1 |
0.6798 |
0.6798 |
0.6777 |
0.6790 |
| PP |
0.6783 |
0.6783 |
0.6783 |
0.6779 |
| S1 |
0.6760 |
0.6760 |
0.6771 |
0.6752 |
| S2 |
0.6745 |
0.6745 |
0.6767 |
|
| S3 |
0.6707 |
0.6722 |
0.6764 |
|
| S4 |
0.6669 |
0.6684 |
0.6753 |
|
|
| 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 |
0.6769 |
0.0114 |
1.7% |
0.0038 |
0.6% |
5% |
False |
True |
150,448 |
| 10 |
0.6903 |
0.6769 |
0.0134 |
2.0% |
0.0032 |
0.5% |
4% |
False |
True |
147,391 |
| 20 |
0.7041 |
0.6769 |
0.0272 |
4.0% |
0.0043 |
0.6% |
2% |
False |
True |
91,126 |
| 40 |
0.7215 |
0.6769 |
0.0447 |
6.6% |
0.0047 |
0.7% |
1% |
False |
True |
46,000 |
| 60 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0056 |
0.8% |
1% |
False |
True |
30,747 |
| 80 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0053 |
0.8% |
1% |
False |
True |
23,075 |
| 100 |
0.7716 |
0.6769 |
0.0947 |
14.0% |
0.0048 |
0.7% |
1% |
False |
True |
18,464 |
| 120 |
0.7869 |
0.6769 |
0.1100 |
16.2% |
0.0044 |
0.6% |
1% |
False |
True |
15,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6968 |
|
2.618 |
0.6906 |
|
1.618 |
0.6868 |
|
1.000 |
0.6845 |
|
0.618 |
0.6830 |
|
HIGH |
0.6807 |
|
0.618 |
0.6792 |
|
0.500 |
0.6788 |
|
0.382 |
0.6783 |
|
LOW |
0.6769 |
|
0.618 |
0.6745 |
|
1.000 |
0.6731 |
|
1.618 |
0.6707 |
|
2.618 |
0.6669 |
|
4.250 |
0.6607 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6788 |
0.6803 |
| PP |
0.6783 |
0.6793 |
| S1 |
0.6779 |
0.6784 |
|