CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6791 |
0.6788 |
-0.0004 |
-0.1% |
0.6830 |
| High |
0.6805 |
0.6822 |
0.0017 |
0.2% |
0.6837 |
| Low |
0.6778 |
0.6783 |
0.0005 |
0.1% |
0.6769 |
| Close |
0.6791 |
0.6816 |
0.0026 |
0.4% |
0.6778 |
| Range |
0.0028 |
0.0040 |
0.0012 |
43.6% |
0.0069 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
164,993 |
169,095 |
4,102 |
2.5% |
721,013 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6925 |
0.6910 |
0.6838 |
|
| R3 |
0.6886 |
0.6871 |
0.6827 |
|
| R2 |
0.6846 |
0.6846 |
0.6823 |
|
| R1 |
0.6831 |
0.6831 |
0.6820 |
0.6839 |
| PP |
0.6807 |
0.6807 |
0.6807 |
0.6811 |
| S1 |
0.6792 |
0.6792 |
0.6812 |
0.6799 |
| S2 |
0.6767 |
0.6767 |
0.6809 |
|
| S3 |
0.6728 |
0.6752 |
0.6805 |
|
| S4 |
0.6688 |
0.6713 |
0.6794 |
|
|
| 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% |
0.0056 |
0.8% |
57% |
False |
False |
180,585 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0043 |
0.6% |
57% |
False |
False |
160,025 |
| 20 |
0.6963 |
0.6739 |
0.0224 |
3.3% |
0.0041 |
0.6% |
34% |
False |
False |
141,639 |
| 40 |
0.7120 |
0.6739 |
0.0381 |
5.6% |
0.0046 |
0.7% |
20% |
False |
False |
72,438 |
| 60 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0055 |
0.8% |
11% |
False |
False |
48,427 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0054 |
0.8% |
11% |
False |
False |
36,340 |
| 100 |
0.7610 |
0.6739 |
0.0871 |
12.8% |
0.0050 |
0.7% |
9% |
False |
False |
29,077 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.2% |
0.0044 |
0.6% |
7% |
False |
False |
24,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6990 |
|
2.618 |
0.6925 |
|
1.618 |
0.6886 |
|
1.000 |
0.6862 |
|
0.618 |
0.6846 |
|
HIGH |
0.6822 |
|
0.618 |
0.6807 |
|
0.500 |
0.6802 |
|
0.382 |
0.6798 |
|
LOW |
0.6783 |
|
0.618 |
0.6758 |
|
1.000 |
0.6743 |
|
1.618 |
0.6719 |
|
2.618 |
0.6679 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6811 |
0.6813 |
| PP |
0.6807 |
0.6810 |
| S1 |
0.6802 |
0.6807 |
|