CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6715 |
0.6703 |
-0.0012 |
-0.2% |
0.6735 |
High |
0.6730 |
0.6745 |
0.0015 |
0.2% |
0.6756 |
Low |
0.6686 |
0.6702 |
0.0016 |
0.2% |
0.6686 |
Close |
0.6705 |
0.6742 |
0.0038 |
0.6% |
0.6742 |
Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0071 |
ATR |
0.0037 |
0.0037 |
0.0000 |
1.2% |
0.0000 |
Volume |
202,511 |
179,669 |
-22,842 |
-11.3% |
821,978 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6858 |
0.6843 |
0.6766 |
|
R3 |
0.6815 |
0.6800 |
0.6754 |
|
R2 |
0.6772 |
0.6772 |
0.6750 |
|
R1 |
0.6757 |
0.6757 |
0.6746 |
0.6765 |
PP |
0.6729 |
0.6729 |
0.6729 |
0.6733 |
S1 |
0.6714 |
0.6714 |
0.6738 |
0.6722 |
S2 |
0.6686 |
0.6686 |
0.6734 |
|
S3 |
0.6643 |
0.6671 |
0.6730 |
|
S4 |
0.6600 |
0.6628 |
0.6718 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6939 |
0.6911 |
0.6781 |
|
R3 |
0.6869 |
0.6841 |
0.6761 |
|
R2 |
0.6798 |
0.6798 |
0.6755 |
|
R1 |
0.6770 |
0.6770 |
0.6748 |
0.6784 |
PP |
0.6728 |
0.6728 |
0.6728 |
0.6735 |
S1 |
0.6700 |
0.6700 |
0.6736 |
0.6714 |
S2 |
0.6657 |
0.6657 |
0.6729 |
|
S3 |
0.6587 |
0.6629 |
0.6723 |
|
S4 |
0.6516 |
0.6559 |
0.6703 |
|
|
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 |
1.0% |
0.0035 |
0.5% |
80% |
False |
False |
164,395 |
10 |
0.6797 |
0.6686 |
0.0112 |
1.7% |
0.0031 |
0.5% |
51% |
False |
False |
147,949 |
20 |
0.6874 |
0.6686 |
0.0189 |
2.8% |
0.0039 |
0.6% |
30% |
False |
False |
154,956 |
40 |
0.7041 |
0.6686 |
0.0355 |
5.3% |
0.0040 |
0.6% |
16% |
False |
False |
131,777 |
60 |
0.7215 |
0.6686 |
0.0530 |
7.9% |
0.0043 |
0.6% |
11% |
False |
False |
88,222 |
80 |
0.7465 |
0.6686 |
0.0780 |
11.6% |
0.0052 |
0.8% |
7% |
False |
False |
66,249 |
100 |
0.7465 |
0.6686 |
0.0780 |
11.6% |
0.0050 |
0.7% |
7% |
False |
False |
53,011 |
120 |
0.7701 |
0.6686 |
0.1015 |
15.1% |
0.0047 |
0.7% |
6% |
False |
False |
44,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6927 |
2.618 |
0.6857 |
1.618 |
0.6814 |
1.000 |
0.6788 |
0.618 |
0.6771 |
HIGH |
0.6745 |
0.618 |
0.6728 |
0.500 |
0.6723 |
0.382 |
0.6718 |
LOW |
0.6702 |
0.618 |
0.6675 |
1.000 |
0.6659 |
1.618 |
0.6632 |
2.618 |
0.6589 |
4.250 |
0.6519 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6736 |
0.6733 |
PP |
0.6729 |
0.6724 |
S1 |
0.6723 |
0.6715 |
|