CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6703 |
0.6736 |
0.0034 |
0.5% |
0.6735 |
| High |
0.6745 |
0.6774 |
0.0029 |
0.4% |
0.6756 |
| Low |
0.6702 |
0.6725 |
0.0024 |
0.4% |
0.6686 |
| Close |
0.6742 |
0.6765 |
0.0023 |
0.3% |
0.6742 |
| Range |
0.0043 |
0.0049 |
0.0006 |
12.8% |
0.0071 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.2% |
0.0000 |
| Volume |
179,669 |
205,656 |
25,987 |
14.5% |
821,978 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6900 |
0.6881 |
0.6792 |
|
| R3 |
0.6852 |
0.6833 |
0.6778 |
|
| R2 |
0.6803 |
0.6803 |
0.6774 |
|
| R1 |
0.6784 |
0.6784 |
0.6769 |
0.6794 |
| PP |
0.6755 |
0.6755 |
0.6755 |
0.6759 |
| S1 |
0.6736 |
0.6736 |
0.6761 |
0.6745 |
| S2 |
0.6706 |
0.6706 |
0.6756 |
|
| S3 |
0.6658 |
0.6687 |
0.6752 |
|
| S4 |
0.6609 |
0.6639 |
0.6738 |
|
|
| 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 |
0.6774 |
0.6686 |
0.0088 |
1.3% |
0.0040 |
0.6% |
90% |
True |
False |
178,158 |
| 10 |
0.6797 |
0.6686 |
0.0112 |
1.6% |
0.0034 |
0.5% |
71% |
False |
False |
156,310 |
| 20 |
0.6874 |
0.6686 |
0.0189 |
2.8% |
0.0040 |
0.6% |
42% |
False |
False |
158,489 |
| 40 |
0.6964 |
0.6686 |
0.0278 |
4.1% |
0.0039 |
0.6% |
29% |
False |
False |
136,815 |
| 60 |
0.7210 |
0.6686 |
0.0524 |
7.7% |
0.0042 |
0.6% |
15% |
False |
False |
91,641 |
| 80 |
0.7465 |
0.6686 |
0.0780 |
11.5% |
0.0051 |
0.8% |
10% |
False |
False |
68,817 |
| 100 |
0.7465 |
0.6686 |
0.0780 |
11.5% |
0.0050 |
0.7% |
10% |
False |
False |
55,066 |
| 120 |
0.7701 |
0.6686 |
0.1015 |
15.0% |
0.0047 |
0.7% |
8% |
False |
False |
45,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6980 |
|
2.618 |
0.6900 |
|
1.618 |
0.6852 |
|
1.000 |
0.6822 |
|
0.618 |
0.6803 |
|
HIGH |
0.6774 |
|
0.618 |
0.6755 |
|
0.500 |
0.6749 |
|
0.382 |
0.6744 |
|
LOW |
0.6725 |
|
0.618 |
0.6695 |
|
1.000 |
0.6677 |
|
1.618 |
0.6647 |
|
2.618 |
0.6598 |
|
4.250 |
0.6519 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6760 |
0.6753 |
| PP |
0.6755 |
0.6741 |
| S1 |
0.6749 |
0.6730 |
|