CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6809 |
0.0025 |
0.4% |
0.6773 |
| High |
0.6813 |
0.6825 |
0.0012 |
0.2% |
0.6874 |
| Low |
0.6776 |
0.6781 |
0.0006 |
0.1% |
0.6739 |
| Close |
0.6812 |
0.6798 |
-0.0014 |
-0.2% |
0.6771 |
| Range |
0.0038 |
0.0044 |
0.0006 |
16.0% |
0.0135 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
132,490 |
150,129 |
17,639 |
13.3% |
901,373 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6932 |
0.6908 |
0.6822 |
|
| R3 |
0.6888 |
0.6865 |
0.6810 |
|
| R2 |
0.6845 |
0.6845 |
0.6806 |
|
| R1 |
0.6821 |
0.6821 |
0.6802 |
0.6811 |
| PP |
0.6801 |
0.6801 |
0.6801 |
0.6796 |
| S1 |
0.6778 |
0.6778 |
0.6794 |
0.6768 |
| S2 |
0.6758 |
0.6758 |
0.6790 |
|
| S3 |
0.6714 |
0.6734 |
0.6786 |
|
| S4 |
0.6671 |
0.6691 |
0.6774 |
|
|
| 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 |
0.6825 |
0.6762 |
0.0063 |
0.9% |
0.0041 |
0.6% |
58% |
True |
False |
162,518 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0047 |
0.7% |
44% |
False |
False |
167,248 |
| 20 |
0.6907 |
0.6739 |
0.0168 |
2.5% |
0.0039 |
0.6% |
35% |
False |
False |
156,582 |
| 40 |
0.7046 |
0.6739 |
0.0307 |
4.5% |
0.0045 |
0.7% |
19% |
False |
False |
84,342 |
| 60 |
0.7427 |
0.6739 |
0.0688 |
10.1% |
0.0054 |
0.8% |
9% |
False |
False |
56,391 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0054 |
0.8% |
8% |
False |
False |
42,319 |
| 100 |
0.7511 |
0.6739 |
0.0772 |
11.4% |
0.0051 |
0.7% |
8% |
False |
False |
33,862 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.2% |
0.0045 |
0.7% |
6% |
False |
False |
28,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7009 |
|
2.618 |
0.6938 |
|
1.618 |
0.6895 |
|
1.000 |
0.6868 |
|
0.618 |
0.6851 |
|
HIGH |
0.6825 |
|
0.618 |
0.6808 |
|
0.500 |
0.6803 |
|
0.382 |
0.6798 |
|
LOW |
0.6781 |
|
0.618 |
0.6754 |
|
1.000 |
0.6738 |
|
1.618 |
0.6711 |
|
2.618 |
0.6667 |
|
4.250 |
0.6596 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6803 |
0.6796 |
| PP |
0.6801 |
0.6795 |
| S1 |
0.6800 |
0.6793 |
|