CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6773 |
0.6755 |
-0.0018 |
-0.3% |
0.6830 |
| High |
0.6776 |
0.6874 |
0.0098 |
1.4% |
0.6837 |
| Low |
0.6748 |
0.6739 |
-0.0009 |
-0.1% |
0.6769 |
| Close |
0.6761 |
0.6800 |
0.0039 |
0.6% |
0.6778 |
| Range |
0.0028 |
0.0135 |
0.0107 |
382.1% |
0.0069 |
| ATR |
0.0041 |
0.0048 |
0.0007 |
16.1% |
0.0000 |
| Volume |
135,001 |
236,401 |
101,400 |
75.1% |
721,013 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7209 |
0.7139 |
0.6874 |
|
| R3 |
0.7074 |
0.7004 |
0.6837 |
|
| R2 |
0.6939 |
0.6939 |
0.6824 |
|
| R1 |
0.6869 |
0.6869 |
0.6812 |
0.6904 |
| PP |
0.6804 |
0.6804 |
0.6804 |
0.6822 |
| S1 |
0.6734 |
0.6734 |
0.6787 |
0.6769 |
| S2 |
0.6669 |
0.6669 |
0.6775 |
|
| S3 |
0.6534 |
0.6599 |
0.6762 |
|
| S4 |
0.6399 |
0.6464 |
0.6725 |
|
|
| 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 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0053 |
0.8% |
45% |
True |
True |
171,979 |
| 10 |
0.6882 |
0.6739 |
0.0143 |
2.1% |
0.0046 |
0.7% |
42% |
False |
True |
167,237 |
| 20 |
0.6963 |
0.6739 |
0.0224 |
3.3% |
0.0041 |
0.6% |
27% |
False |
True |
126,175 |
| 40 |
0.7170 |
0.6739 |
0.0431 |
6.3% |
0.0046 |
0.7% |
14% |
False |
True |
64,116 |
| 60 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0056 |
0.8% |
8% |
False |
True |
42,865 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0053 |
0.8% |
8% |
False |
True |
32,165 |
| 100 |
0.7687 |
0.6739 |
0.0948 |
13.9% |
0.0050 |
0.7% |
6% |
False |
True |
25,737 |
| 120 |
0.7840 |
0.6739 |
0.1101 |
16.2% |
0.0044 |
0.7% |
5% |
False |
True |
21,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7448 |
|
2.618 |
0.7227 |
|
1.618 |
0.7092 |
|
1.000 |
0.7009 |
|
0.618 |
0.6957 |
|
HIGH |
0.6874 |
|
0.618 |
0.6822 |
|
0.500 |
0.6807 |
|
0.382 |
0.6791 |
|
LOW |
0.6739 |
|
0.618 |
0.6656 |
|
1.000 |
0.6604 |
|
1.618 |
0.6521 |
|
2.618 |
0.6386 |
|
4.250 |
0.6165 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6807 |
0.6807 |
| PP |
0.6804 |
0.6804 |
| S1 |
0.6802 |
0.6802 |
|