CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6736 |
0.6735 |
-0.0001 |
0.0% |
0.6757 |
| High |
0.6744 |
0.6747 |
0.0003 |
0.0% |
0.6797 |
| Low |
0.6727 |
0.6725 |
-0.0003 |
0.0% |
0.6726 |
| Close |
0.6734 |
0.6746 |
0.0013 |
0.2% |
0.6734 |
| Range |
0.0017 |
0.0022 |
0.0005 |
29.4% |
0.0071 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
133,156 |
136,840 |
3,684 |
2.8% |
657,512 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6805 |
0.6798 |
0.6758 |
|
| R3 |
0.6783 |
0.6776 |
0.6752 |
|
| R2 |
0.6761 |
0.6761 |
0.6750 |
|
| R1 |
0.6754 |
0.6754 |
0.6748 |
0.6757 |
| PP |
0.6739 |
0.6739 |
0.6739 |
0.6741 |
| S1 |
0.6732 |
0.6732 |
0.6744 |
0.6735 |
| S2 |
0.6717 |
0.6717 |
0.6742 |
|
| S3 |
0.6695 |
0.6710 |
0.6740 |
|
| S4 |
0.6673 |
0.6688 |
0.6734 |
|
|
| 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 |
0.6725 |
0.0073 |
1.1% |
0.0028 |
0.4% |
30% |
False |
True |
134,462 |
| 10 |
0.6825 |
0.6725 |
0.0100 |
1.5% |
0.0030 |
0.4% |
22% |
False |
True |
138,013 |
| 20 |
0.6874 |
0.6725 |
0.0150 |
2.2% |
0.0037 |
0.6% |
14% |
False |
True |
151,680 |
| 40 |
0.7041 |
0.6725 |
0.0316 |
4.7% |
0.0041 |
0.6% |
7% |
False |
True |
114,901 |
| 60 |
0.7262 |
0.6725 |
0.0538 |
8.0% |
0.0045 |
0.7% |
4% |
False |
True |
76,846 |
| 80 |
0.7465 |
0.6725 |
0.0741 |
11.0% |
0.0052 |
0.8% |
3% |
False |
True |
57,686 |
| 100 |
0.7465 |
0.6725 |
0.0741 |
11.0% |
0.0050 |
0.7% |
3% |
False |
True |
46,160 |
| 120 |
0.7716 |
0.6725 |
0.0991 |
14.7% |
0.0046 |
0.7% |
2% |
False |
True |
38,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6840 |
|
2.618 |
0.6804 |
|
1.618 |
0.6782 |
|
1.000 |
0.6769 |
|
0.618 |
0.6760 |
|
HIGH |
0.6747 |
|
0.618 |
0.6738 |
|
0.500 |
0.6736 |
|
0.382 |
0.6733 |
|
LOW |
0.6725 |
|
0.618 |
0.6711 |
|
1.000 |
0.6703 |
|
1.618 |
0.6689 |
|
2.618 |
0.6667 |
|
4.250 |
0.6631 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6743 |
0.6743 |
| PP |
0.6739 |
0.6739 |
| S1 |
0.6736 |
0.6736 |
|