CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6738 |
0.6736 |
-0.0002 |
0.0% |
0.6757 |
| High |
0.6743 |
0.6744 |
0.0001 |
0.0% |
0.6797 |
| Low |
0.6726 |
0.6727 |
0.0001 |
0.0% |
0.6726 |
| Close |
0.6735 |
0.6734 |
-0.0002 |
0.0% |
0.6734 |
| Range |
0.0017 |
0.0017 |
0.0000 |
0.0% |
0.0071 |
| ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
135,749 |
133,156 |
-2,593 |
-1.9% |
657,512 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6777 |
0.6743 |
|
| R3 |
0.6769 |
0.6760 |
0.6738 |
|
| R2 |
0.6752 |
0.6752 |
0.6737 |
|
| R1 |
0.6743 |
0.6743 |
0.6735 |
0.6739 |
| PP |
0.6735 |
0.6735 |
0.6735 |
0.6733 |
| S1 |
0.6726 |
0.6726 |
0.6732 |
0.6722 |
| S2 |
0.6718 |
0.6718 |
0.6730 |
|
| S3 |
0.6701 |
0.6709 |
0.6729 |
|
| S4 |
0.6684 |
0.6692 |
0.6724 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6965 |
0.6920 |
0.6773 |
|
| R3 |
0.6894 |
0.6849 |
0.6753 |
|
| R2 |
0.6823 |
0.6823 |
0.6747 |
|
| R1 |
0.6778 |
0.6778 |
0.6740 |
0.6765 |
| PP |
0.6752 |
0.6752 |
0.6752 |
0.6746 |
| S1 |
0.6707 |
0.6707 |
0.6727 |
0.6694 |
| S2 |
0.6681 |
0.6681 |
0.6720 |
|
| S3 |
0.6610 |
0.6636 |
0.6714 |
|
| S4 |
0.6539 |
0.6565 |
0.6694 |
|
|
| 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% |
11% |
False |
False |
131,502 |
| 10 |
0.6825 |
0.6726 |
0.0099 |
1.5% |
0.0031 |
0.5% |
8% |
False |
False |
137,578 |
| 20 |
0.6874 |
0.6726 |
0.0148 |
2.2% |
0.0038 |
0.6% |
5% |
False |
False |
149,908 |
| 40 |
0.7041 |
0.6726 |
0.0315 |
4.7% |
0.0042 |
0.6% |
2% |
False |
False |
111,521 |
| 60 |
0.7410 |
0.6726 |
0.0684 |
10.2% |
0.0049 |
0.7% |
1% |
False |
False |
74,573 |
| 80 |
0.7465 |
0.6726 |
0.0739 |
11.0% |
0.0052 |
0.8% |
1% |
False |
False |
55,978 |
| 100 |
0.7465 |
0.6726 |
0.0739 |
11.0% |
0.0050 |
0.7% |
1% |
False |
False |
44,792 |
| 120 |
0.7716 |
0.6726 |
0.0990 |
14.7% |
0.0046 |
0.7% |
1% |
False |
False |
37,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6816 |
|
2.618 |
0.6789 |
|
1.618 |
0.6772 |
|
1.000 |
0.6761 |
|
0.618 |
0.6755 |
|
HIGH |
0.6744 |
|
0.618 |
0.6738 |
|
0.500 |
0.6736 |
|
0.382 |
0.6733 |
|
LOW |
0.6727 |
|
0.618 |
0.6716 |
|
1.000 |
0.6710 |
|
1.618 |
0.6699 |
|
2.618 |
0.6682 |
|
4.250 |
0.6655 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6736 |
0.6740 |
| PP |
0.6735 |
0.6738 |
| S1 |
0.6734 |
0.6736 |
|