CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6755 |
0.6791 |
0.0036 |
0.5% |
0.6830 |
| High |
0.6874 |
0.6805 |
-0.0069 |
-1.0% |
0.6837 |
| Low |
0.6739 |
0.6778 |
0.0039 |
0.6% |
0.6769 |
| Close |
0.6800 |
0.6791 |
-0.0009 |
-0.1% |
0.6778 |
| Range |
0.0135 |
0.0028 |
-0.0108 |
-79.6% |
0.0069 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
236,401 |
164,993 |
-71,408 |
-30.2% |
721,013 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6874 |
0.6860 |
0.6806 |
|
| R3 |
0.6846 |
0.6832 |
0.6798 |
|
| R2 |
0.6819 |
0.6819 |
0.6796 |
|
| R1 |
0.6805 |
0.6805 |
0.6793 |
0.6798 |
| PP |
0.6791 |
0.6791 |
0.6791 |
0.6788 |
| S1 |
0.6777 |
0.6777 |
0.6788 |
0.6770 |
| S2 |
0.6764 |
0.6764 |
0.6785 |
|
| S3 |
0.6736 |
0.6750 |
0.6783 |
|
| S4 |
0.6709 |
0.6722 |
0.6775 |
|
|
| 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% |
0.0051 |
0.8% |
38% |
False |
False |
178,478 |
| 10 |
0.6882 |
0.6739 |
0.0143 |
2.1% |
0.0045 |
0.7% |
36% |
False |
False |
164,463 |
| 20 |
0.6963 |
0.6739 |
0.0224 |
3.3% |
0.0041 |
0.6% |
23% |
False |
False |
133,826 |
| 40 |
0.7135 |
0.6739 |
0.0396 |
5.8% |
0.0045 |
0.7% |
13% |
False |
False |
68,235 |
| 60 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0056 |
0.8% |
7% |
False |
False |
45,612 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0053 |
0.8% |
7% |
False |
False |
34,227 |
| 100 |
0.7679 |
0.6739 |
0.0940 |
13.8% |
0.0050 |
0.7% |
5% |
False |
False |
27,386 |
| 120 |
0.7836 |
0.6739 |
0.1097 |
16.2% |
0.0044 |
0.6% |
5% |
False |
False |
22,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6922 |
|
2.618 |
0.6877 |
|
1.618 |
0.6849 |
|
1.000 |
0.6833 |
|
0.618 |
0.6822 |
|
HIGH |
0.6805 |
|
0.618 |
0.6794 |
|
0.500 |
0.6791 |
|
0.382 |
0.6788 |
|
LOW |
0.6778 |
|
0.618 |
0.6761 |
|
1.000 |
0.6750 |
|
1.618 |
0.6733 |
|
2.618 |
0.6706 |
|
4.250 |
0.6661 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6791 |
0.6807 |
| PP |
0.6791 |
0.6801 |
| S1 |
0.6791 |
0.6796 |
|