CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6783 |
0.6773 |
-0.0010 |
-0.1% |
0.6830 |
| High |
0.6818 |
0.6776 |
-0.0042 |
-0.6% |
0.6837 |
| Low |
0.6770 |
0.6748 |
-0.0022 |
-0.3% |
0.6769 |
| Close |
0.6778 |
0.6761 |
-0.0017 |
-0.2% |
0.6778 |
| Range |
0.0048 |
0.0028 |
-0.0020 |
-41.1% |
0.0069 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
197,436 |
135,001 |
-62,435 |
-31.6% |
721,013 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6831 |
0.6776 |
|
| R3 |
0.6818 |
0.6803 |
0.6769 |
|
| R2 |
0.6790 |
0.6790 |
0.6766 |
|
| R1 |
0.6775 |
0.6775 |
0.6764 |
0.6769 |
| PP |
0.6762 |
0.6762 |
0.6762 |
0.6758 |
| S1 |
0.6747 |
0.6747 |
0.6758 |
0.6741 |
| S2 |
0.6734 |
0.6734 |
0.6756 |
|
| S3 |
0.6706 |
0.6719 |
0.6753 |
|
| S4 |
0.6678 |
0.6691 |
0.6746 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7000 |
0.6957 |
0.6815 |
|
| R3 |
0.6931 |
0.6889 |
0.6796 |
|
| R2 |
0.6863 |
0.6863 |
0.6790 |
|
| R1 |
0.6820 |
0.6820 |
0.6784 |
0.6807 |
| PP |
0.6794 |
0.6794 |
0.6794 |
0.6788 |
| S1 |
0.6752 |
0.6752 |
0.6771 |
0.6739 |
| S2 |
0.6726 |
0.6726 |
0.6765 |
|
| S3 |
0.6657 |
0.6683 |
0.6759 |
|
| S4 |
0.6589 |
0.6615 |
0.6740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6818 |
0.6748 |
0.0070 |
1.0% |
0.0031 |
0.5% |
19% |
False |
True |
150,920 |
| 10 |
0.6882 |
0.6748 |
0.0134 |
2.0% |
0.0035 |
0.5% |
10% |
False |
True |
158,215 |
| 20 |
0.6964 |
0.6748 |
0.0216 |
3.2% |
0.0039 |
0.6% |
6% |
False |
True |
115,141 |
| 40 |
0.7210 |
0.6748 |
0.0462 |
6.8% |
0.0044 |
0.6% |
3% |
False |
True |
58,217 |
| 60 |
0.7465 |
0.6748 |
0.0717 |
10.6% |
0.0055 |
0.8% |
2% |
False |
True |
38,926 |
| 80 |
0.7465 |
0.6748 |
0.0717 |
10.6% |
0.0052 |
0.8% |
2% |
False |
True |
29,210 |
| 100 |
0.7701 |
0.6748 |
0.0953 |
14.1% |
0.0049 |
0.7% |
1% |
False |
True |
23,374 |
| 120 |
0.7840 |
0.6748 |
0.1092 |
16.2% |
0.0044 |
0.6% |
1% |
False |
True |
19,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6895 |
|
2.618 |
0.6849 |
|
1.618 |
0.6821 |
|
1.000 |
0.6804 |
|
0.618 |
0.6793 |
|
HIGH |
0.6776 |
|
0.618 |
0.6765 |
|
0.500 |
0.6762 |
|
0.382 |
0.6759 |
|
LOW |
0.6748 |
|
0.618 |
0.6731 |
|
1.000 |
0.6720 |
|
1.618 |
0.6703 |
|
2.618 |
0.6675 |
|
4.250 |
0.6629 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6762 |
0.6783 |
| PP |
0.6762 |
0.6776 |
| S1 |
0.6761 |
0.6768 |
|