CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6754 |
0.6742 |
-0.0012 |
-0.2% |
0.6784 |
High |
0.6797 |
0.6755 |
-0.0043 |
-0.6% |
0.6825 |
Low |
0.6736 |
0.6734 |
-0.0002 |
0.0% |
0.6743 |
Close |
0.6742 |
0.6736 |
-0.0006 |
-0.1% |
0.6758 |
Range |
0.0062 |
0.0021 |
-0.0041 |
-66.7% |
0.0082 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
140,288 |
126,279 |
-14,009 |
-10.0% |
718,275 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6803 |
0.6790 |
0.6747 |
|
R3 |
0.6783 |
0.6770 |
0.6742 |
|
R2 |
0.6762 |
0.6762 |
0.6740 |
|
R1 |
0.6749 |
0.6749 |
0.6738 |
0.6745 |
PP |
0.6742 |
0.6742 |
0.6742 |
0.6740 |
S1 |
0.6729 |
0.6729 |
0.6734 |
0.6725 |
S2 |
0.6721 |
0.6721 |
0.6732 |
|
S3 |
0.6701 |
0.6708 |
0.6730 |
|
S4 |
0.6680 |
0.6688 |
0.6725 |
|
|
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 |
0.6797 |
0.6734 |
0.0063 |
0.9% |
0.0032 |
0.5% |
3% |
False |
True |
136,699 |
10 |
0.6825 |
0.6734 |
0.0091 |
1.3% |
0.0037 |
0.6% |
2% |
False |
True |
147,186 |
20 |
0.6882 |
0.6734 |
0.0148 |
2.2% |
0.0041 |
0.6% |
1% |
False |
True |
155,824 |
40 |
0.7046 |
0.6734 |
0.0312 |
4.6% |
0.0044 |
0.6% |
1% |
False |
True |
104,853 |
60 |
0.7410 |
0.6734 |
0.0676 |
10.0% |
0.0051 |
0.8% |
0% |
False |
True |
70,102 |
80 |
0.7465 |
0.6734 |
0.0731 |
10.9% |
0.0052 |
0.8% |
0% |
False |
True |
52,617 |
100 |
0.7465 |
0.6734 |
0.0731 |
10.9% |
0.0051 |
0.8% |
0% |
False |
True |
42,103 |
120 |
0.7716 |
0.6734 |
0.0982 |
14.6% |
0.0046 |
0.7% |
0% |
False |
True |
35,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6842 |
2.618 |
0.6808 |
1.618 |
0.6788 |
1.000 |
0.6775 |
0.618 |
0.6767 |
HIGH |
0.6755 |
0.618 |
0.6747 |
0.500 |
0.6744 |
0.382 |
0.6742 |
LOW |
0.6734 |
0.618 |
0.6721 |
1.000 |
0.6714 |
1.618 |
0.6701 |
2.618 |
0.6680 |
4.250 |
0.6647 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6744 |
0.6766 |
PP |
0.6742 |
0.6756 |
S1 |
0.6739 |
0.6746 |
|