CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6788 |
0.6811 |
0.0024 |
0.3% |
0.6773 |
| High |
0.6822 |
0.6817 |
-0.0006 |
-0.1% |
0.6874 |
| Low |
0.6783 |
0.6762 |
-0.0021 |
-0.3% |
0.6739 |
| Close |
0.6816 |
0.6771 |
-0.0045 |
-0.7% |
0.6771 |
| Range |
0.0040 |
0.0055 |
0.0015 |
38.0% |
0.0135 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
| Volume |
169,095 |
195,883 |
26,788 |
15.8% |
901,373 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6913 |
0.6801 |
|
| R3 |
0.6892 |
0.6859 |
0.6786 |
|
| R2 |
0.6838 |
0.6838 |
0.6781 |
|
| R1 |
0.6804 |
0.6804 |
0.6776 |
0.6794 |
| PP |
0.6783 |
0.6783 |
0.6783 |
0.6778 |
| S1 |
0.6750 |
0.6750 |
0.6766 |
0.6739 |
| S2 |
0.6729 |
0.6729 |
0.6761 |
|
| S3 |
0.6674 |
0.6695 |
0.6756 |
|
| S4 |
0.6620 |
0.6641 |
0.6741 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7120 |
0.6845 |
|
| R3 |
0.7065 |
0.6985 |
0.6808 |
|
| R2 |
0.6930 |
0.6930 |
0.6796 |
|
| R1 |
0.6850 |
0.6850 |
0.6783 |
0.6823 |
| PP |
0.6795 |
0.6795 |
0.6795 |
0.6781 |
| S1 |
0.6715 |
0.6715 |
0.6759 |
0.6688 |
| S2 |
0.6660 |
0.6660 |
0.6746 |
|
| S3 |
0.6525 |
0.6580 |
0.6734 |
|
| S4 |
0.6390 |
0.6445 |
0.6697 |
|
|
| 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% |
0.0057 |
0.8% |
24% |
False |
False |
180,274 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0044 |
0.7% |
24% |
False |
False |
162,238 |
| 20 |
0.6963 |
0.6739 |
0.0224 |
3.3% |
0.0040 |
0.6% |
14% |
False |
False |
150,064 |
| 40 |
0.7064 |
0.6739 |
0.0325 |
4.8% |
0.0045 |
0.7% |
10% |
False |
False |
77,314 |
| 60 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0055 |
0.8% |
4% |
False |
False |
51,690 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0054 |
0.8% |
4% |
False |
False |
38,787 |
| 100 |
0.7595 |
0.6739 |
0.0856 |
12.6% |
0.0050 |
0.7% |
4% |
False |
False |
31,036 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.3% |
0.0044 |
0.7% |
3% |
False |
False |
25,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7048 |
|
2.618 |
0.6959 |
|
1.618 |
0.6905 |
|
1.000 |
0.6871 |
|
0.618 |
0.6850 |
|
HIGH |
0.6817 |
|
0.618 |
0.6796 |
|
0.500 |
0.6789 |
|
0.382 |
0.6783 |
|
LOW |
0.6762 |
|
0.618 |
0.6728 |
|
1.000 |
0.6708 |
|
1.618 |
0.6674 |
|
2.618 |
0.6619 |
|
4.250 |
0.6530 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6789 |
0.6792 |
| PP |
0.6783 |
0.6785 |
| S1 |
0.6777 |
0.6778 |
|