CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6715 |
-0.0016 |
-0.2% |
0.6757 |
| High |
0.6733 |
0.6730 |
-0.0004 |
-0.1% |
0.6797 |
| Low |
0.6710 |
0.6686 |
-0.0024 |
-0.4% |
0.6726 |
| Close |
0.6723 |
0.6705 |
-0.0019 |
-0.3% |
0.6734 |
| Range |
0.0024 |
0.0044 |
0.0021 |
87.2% |
0.0071 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
1.5% |
0.0000 |
| Volume |
132,876 |
202,511 |
69,635 |
52.4% |
657,512 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6839 |
0.6816 |
0.6729 |
|
| R3 |
0.6795 |
0.6772 |
0.6717 |
|
| R2 |
0.6751 |
0.6751 |
0.6713 |
|
| R1 |
0.6728 |
0.6728 |
0.6709 |
0.6717 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6701 |
| S1 |
0.6684 |
0.6684 |
0.6700 |
0.6673 |
| S2 |
0.6663 |
0.6663 |
0.6696 |
|
| S3 |
0.6619 |
0.6640 |
0.6692 |
|
| S4 |
0.6575 |
0.6596 |
0.6680 |
|
|
| 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 |
0.6756 |
0.6686 |
0.0071 |
1.1% |
0.0029 |
0.4% |
27% |
False |
True |
155,093 |
| 10 |
0.6797 |
0.6686 |
0.0112 |
1.7% |
0.0028 |
0.4% |
17% |
False |
True |
144,224 |
| 20 |
0.6874 |
0.6686 |
0.0189 |
2.8% |
0.0039 |
0.6% |
10% |
False |
True |
155,845 |
| 40 |
0.7041 |
0.6686 |
0.0355 |
5.3% |
0.0040 |
0.6% |
5% |
False |
True |
127,333 |
| 60 |
0.7215 |
0.6686 |
0.0530 |
7.9% |
0.0043 |
0.6% |
4% |
False |
True |
85,242 |
| 80 |
0.7465 |
0.6686 |
0.0780 |
11.6% |
0.0052 |
0.8% |
2% |
False |
True |
64,003 |
| 100 |
0.7465 |
0.6686 |
0.0780 |
11.6% |
0.0050 |
0.7% |
2% |
False |
True |
51,214 |
| 120 |
0.7701 |
0.6686 |
0.1015 |
15.1% |
0.0046 |
0.7% |
2% |
False |
True |
42,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6917 |
|
2.618 |
0.6845 |
|
1.618 |
0.6801 |
|
1.000 |
0.6774 |
|
0.618 |
0.6757 |
|
HIGH |
0.6730 |
|
0.618 |
0.6713 |
|
0.500 |
0.6708 |
|
0.382 |
0.6702 |
|
LOW |
0.6686 |
|
0.618 |
0.6658 |
|
1.000 |
0.6642 |
|
1.618 |
0.6614 |
|
2.618 |
0.6570 |
|
4.250 |
0.6499 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6708 |
0.6721 |
| PP |
0.6707 |
0.6715 |
| S1 |
0.6706 |
0.6710 |
|