CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6757 |
0.6754 |
-0.0003 |
0.0% |
0.6784 |
| High |
0.6763 |
0.6797 |
0.0035 |
0.5% |
0.6825 |
| Low |
0.6745 |
0.6736 |
-0.0009 |
-0.1% |
0.6743 |
| Close |
0.6756 |
0.6742 |
-0.0014 |
-0.2% |
0.6758 |
| Range |
0.0018 |
0.0062 |
0.0044 |
241.7% |
0.0082 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.4% |
0.0000 |
| Volume |
122,040 |
140,288 |
18,248 |
15.0% |
718,275 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6943 |
0.6904 |
0.6776 |
|
| R3 |
0.6881 |
0.6842 |
0.6759 |
|
| R2 |
0.6820 |
0.6820 |
0.6753 |
|
| R1 |
0.6781 |
0.6781 |
0.6748 |
0.6770 |
| PP |
0.6758 |
0.6758 |
0.6758 |
0.6753 |
| S1 |
0.6719 |
0.6719 |
0.6736 |
0.6708 |
| S2 |
0.6697 |
0.6697 |
0.6731 |
|
| S3 |
0.6635 |
0.6658 |
0.6725 |
|
| S4 |
0.6574 |
0.6596 |
0.6708 |
|
|
| 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 |
0.6811 |
0.6736 |
0.0076 |
1.1% |
0.0036 |
0.5% |
9% |
False |
True |
139,596 |
| 10 |
0.6825 |
0.6736 |
0.0089 |
1.3% |
0.0038 |
0.6% |
7% |
False |
True |
151,057 |
| 20 |
0.6882 |
0.6736 |
0.0147 |
2.2% |
0.0042 |
0.6% |
4% |
False |
True |
159,147 |
| 40 |
0.7046 |
0.6736 |
0.0310 |
4.6% |
0.0044 |
0.7% |
2% |
False |
True |
101,720 |
| 60 |
0.7410 |
0.6736 |
0.0674 |
10.0% |
0.0051 |
0.8% |
1% |
False |
True |
68,000 |
| 80 |
0.7465 |
0.6736 |
0.0730 |
10.8% |
0.0052 |
0.8% |
1% |
False |
True |
51,039 |
| 100 |
0.7465 |
0.6736 |
0.0730 |
10.8% |
0.0051 |
0.8% |
1% |
False |
True |
40,841 |
| 120 |
0.7729 |
0.6736 |
0.0994 |
14.7% |
0.0046 |
0.7% |
1% |
False |
True |
34,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7058 |
|
2.618 |
0.6958 |
|
1.618 |
0.6897 |
|
1.000 |
0.6859 |
|
0.618 |
0.6835 |
|
HIGH |
0.6797 |
|
0.618 |
0.6774 |
|
0.500 |
0.6766 |
|
0.382 |
0.6759 |
|
LOW |
0.6736 |
|
0.618 |
0.6697 |
|
1.000 |
0.6674 |
|
1.618 |
0.6636 |
|
2.618 |
0.6574 |
|
4.250 |
0.6474 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6766 |
0.6766 |
| PP |
0.6758 |
0.6758 |
| S1 |
0.6750 |
0.6750 |
|