CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6742 |
0.6738 |
-0.0005 |
-0.1% |
0.6784 |
High |
0.6755 |
0.6743 |
-0.0012 |
-0.2% |
0.6825 |
Low |
0.6734 |
0.6726 |
-0.0008 |
-0.1% |
0.6743 |
Close |
0.6736 |
0.6735 |
-0.0001 |
0.0% |
0.6758 |
Range |
0.0021 |
0.0017 |
-0.0004 |
-17.1% |
0.0082 |
ATR |
0.0041 |
0.0040 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
126,279 |
135,749 |
9,470 |
7.5% |
718,275 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6786 |
0.6777 |
0.6744 |
|
R3 |
0.6769 |
0.6760 |
0.6740 |
|
R2 |
0.6752 |
0.6752 |
0.6738 |
|
R1 |
0.6743 |
0.6743 |
0.6737 |
0.6739 |
PP |
0.6735 |
0.6735 |
0.6735 |
0.6733 |
S1 |
0.6726 |
0.6726 |
0.6733 |
0.6722 |
S2 |
0.6718 |
0.6718 |
0.6732 |
|
S3 |
0.6701 |
0.6709 |
0.6730 |
|
S4 |
0.6684 |
0.6692 |
0.6726 |
|
|
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 |
0.6726 |
0.0071 |
1.1% |
0.0027 |
0.4% |
13% |
False |
True |
133,355 |
10 |
0.6825 |
0.6726 |
0.0099 |
1.5% |
0.0035 |
0.5% |
9% |
False |
True |
143,851 |
20 |
0.6874 |
0.6726 |
0.0148 |
2.2% |
0.0039 |
0.6% |
6% |
False |
True |
151,938 |
40 |
0.7042 |
0.6726 |
0.0316 |
4.7% |
0.0043 |
0.6% |
3% |
False |
True |
108,226 |
60 |
0.7410 |
0.6726 |
0.0684 |
10.1% |
0.0050 |
0.7% |
1% |
False |
True |
72,360 |
80 |
0.7465 |
0.6726 |
0.0739 |
11.0% |
0.0052 |
0.8% |
1% |
False |
True |
54,314 |
100 |
0.7465 |
0.6726 |
0.0739 |
11.0% |
0.0050 |
0.7% |
1% |
False |
True |
43,460 |
120 |
0.7716 |
0.6726 |
0.0990 |
14.7% |
0.0046 |
0.7% |
1% |
False |
True |
36,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6815 |
2.618 |
0.6788 |
1.618 |
0.6771 |
1.000 |
0.6760 |
0.618 |
0.6754 |
HIGH |
0.6743 |
0.618 |
0.6737 |
0.500 |
0.6735 |
0.382 |
0.6732 |
LOW |
0.6726 |
0.618 |
0.6715 |
1.000 |
0.6709 |
1.618 |
0.6698 |
2.618 |
0.6681 |
4.250 |
0.6654 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6735 |
0.6762 |
PP |
0.6735 |
0.6753 |
S1 |
0.6735 |
0.6744 |
|