CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6811 |
0.6784 |
-0.0027 |
-0.4% |
0.6773 |
| High |
0.6817 |
0.6813 |
-0.0004 |
-0.1% |
0.6874 |
| Low |
0.6762 |
0.6776 |
0.0014 |
0.2% |
0.6739 |
| Close |
0.6771 |
0.6812 |
0.0041 |
0.6% |
0.6771 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-31.2% |
0.0135 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
195,883 |
132,490 |
-63,393 |
-32.4% |
901,373 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6913 |
0.6900 |
0.6833 |
|
| R3 |
0.6875 |
0.6862 |
0.6822 |
|
| R2 |
0.6838 |
0.6838 |
0.6819 |
|
| R1 |
0.6825 |
0.6825 |
0.6815 |
0.6831 |
| PP |
0.6800 |
0.6800 |
0.6800 |
0.6803 |
| S1 |
0.6787 |
0.6787 |
0.6809 |
0.6794 |
| S2 |
0.6763 |
0.6763 |
0.6805 |
|
| S3 |
0.6725 |
0.6750 |
0.6802 |
|
| S4 |
0.6688 |
0.6712 |
0.6791 |
|
|
| 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% |
0.0059 |
0.9% |
54% |
False |
False |
179,772 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0045 |
0.7% |
54% |
False |
False |
165,346 |
| 20 |
0.6935 |
0.6739 |
0.0196 |
2.9% |
0.0039 |
0.6% |
37% |
False |
False |
153,193 |
| 40 |
0.7048 |
0.6739 |
0.0309 |
4.5% |
0.0045 |
0.7% |
24% |
False |
False |
80,607 |
| 60 |
0.7427 |
0.6739 |
0.0688 |
10.1% |
0.0054 |
0.8% |
11% |
False |
False |
53,892 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0054 |
0.8% |
10% |
False |
False |
40,442 |
| 100 |
0.7511 |
0.6739 |
0.0772 |
11.3% |
0.0050 |
0.7% |
9% |
False |
False |
32,361 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.2% |
0.0045 |
0.7% |
7% |
False |
False |
26,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6972 |
|
2.618 |
0.6911 |
|
1.618 |
0.6874 |
|
1.000 |
0.6851 |
|
0.618 |
0.6836 |
|
HIGH |
0.6813 |
|
0.618 |
0.6799 |
|
0.500 |
0.6794 |
|
0.382 |
0.6790 |
|
LOW |
0.6776 |
|
0.618 |
0.6752 |
|
1.000 |
0.6738 |
|
1.618 |
0.6715 |
|
2.618 |
0.6677 |
|
4.250 |
0.6616 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6805 |
| PP |
0.6800 |
0.6799 |
| S1 |
0.6794 |
0.6792 |
|