CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6777 |
0.6745 |
-0.0033 |
-0.5% |
0.6784 |
| High |
0.6784 |
0.6760 |
-0.0024 |
-0.3% |
0.6825 |
| Low |
0.6743 |
0.6743 |
-0.0001 |
0.0% |
0.6743 |
| Close |
0.6744 |
0.6758 |
0.0014 |
0.2% |
0.6758 |
| Range |
0.0041 |
0.0018 |
-0.0023 |
-56.8% |
0.0082 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
152,470 |
142,419 |
-10,051 |
-6.6% |
718,275 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6806 |
0.6799 |
0.6767 |
|
| R3 |
0.6788 |
0.6782 |
0.6762 |
|
| R2 |
0.6771 |
0.6771 |
0.6761 |
|
| R1 |
0.6764 |
0.6764 |
0.6759 |
0.6768 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6755 |
| S1 |
0.6747 |
0.6747 |
0.6756 |
0.6750 |
| S2 |
0.6736 |
0.6736 |
0.6754 |
|
| S3 |
0.6718 |
0.6729 |
0.6753 |
|
| S4 |
0.6701 |
0.6712 |
0.6748 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7021 |
0.6971 |
0.6803 |
|
| R3 |
0.6939 |
0.6889 |
0.6780 |
|
| R2 |
0.6857 |
0.6857 |
0.6773 |
|
| R1 |
0.6807 |
0.6807 |
0.6765 |
0.6791 |
| PP |
0.6775 |
0.6775 |
0.6775 |
0.6767 |
| S1 |
0.6725 |
0.6725 |
0.6750 |
0.6709 |
| S2 |
0.6693 |
0.6693 |
0.6742 |
|
| S3 |
0.6611 |
0.6643 |
0.6735 |
|
| S4 |
0.6529 |
0.6561 |
0.6712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6825 |
0.6743 |
0.0082 |
1.2% |
0.0036 |
0.5% |
18% |
False |
True |
143,655 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0047 |
0.7% |
14% |
False |
False |
161,964 |
| 20 |
0.6882 |
0.6739 |
0.0143 |
2.1% |
0.0040 |
0.6% |
13% |
False |
False |
157,837 |
| 40 |
0.7046 |
0.6739 |
0.0307 |
4.5% |
0.0045 |
0.7% |
6% |
False |
False |
95,194 |
| 60 |
0.7410 |
0.6739 |
0.0671 |
9.9% |
0.0053 |
0.8% |
3% |
False |
False |
63,644 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0053 |
0.8% |
3% |
False |
False |
47,761 |
| 100 |
0.7466 |
0.6739 |
0.0727 |
10.8% |
0.0050 |
0.7% |
3% |
False |
False |
38,218 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.3% |
0.0045 |
0.7% |
2% |
False |
False |
31,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6834 |
|
2.618 |
0.6806 |
|
1.618 |
0.6788 |
|
1.000 |
0.6778 |
|
0.618 |
0.6771 |
|
HIGH |
0.6760 |
|
0.618 |
0.6753 |
|
0.500 |
0.6751 |
|
0.382 |
0.6749 |
|
LOW |
0.6743 |
|
0.618 |
0.6732 |
|
1.000 |
0.6725 |
|
1.618 |
0.6714 |
|
2.618 |
0.6697 |
|
4.250 |
0.6668 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6777 |
| PP |
0.6753 |
0.6770 |
| S1 |
0.6751 |
0.6764 |
|