CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6736 |
0.6762 |
0.0026 |
0.4% |
0.6735 |
| High |
0.6774 |
0.6762 |
-0.0012 |
-0.2% |
0.6756 |
| Low |
0.6725 |
0.6640 |
-0.0086 |
-1.3% |
0.6686 |
| Close |
0.6765 |
0.6647 |
-0.0119 |
-1.8% |
0.6742 |
| Range |
0.0049 |
0.0123 |
0.0074 |
152.6% |
0.0071 |
| ATR |
0.0038 |
0.0044 |
0.0006 |
16.4% |
0.0000 |
| Volume |
205,656 |
351,107 |
145,451 |
70.7% |
821,978 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7050 |
0.6971 |
0.6714 |
|
| R3 |
0.6928 |
0.6848 |
0.6680 |
|
| R2 |
0.6805 |
0.6805 |
0.6669 |
|
| R1 |
0.6726 |
0.6726 |
0.6658 |
0.6704 |
| PP |
0.6683 |
0.6683 |
0.6683 |
0.6672 |
| S1 |
0.6603 |
0.6603 |
0.6635 |
0.6582 |
| S2 |
0.6560 |
0.6560 |
0.6624 |
|
| S3 |
0.6438 |
0.6481 |
0.6613 |
|
| S4 |
0.6315 |
0.6358 |
0.6579 |
|
|
| 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 |
0.6640 |
0.0134 |
2.0% |
0.0056 |
0.8% |
5% |
False |
True |
214,363 |
| 10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0040 |
0.6% |
5% |
False |
True |
177,392 |
| 20 |
0.6825 |
0.6640 |
0.0185 |
2.8% |
0.0039 |
0.6% |
4% |
False |
True |
164,224 |
| 40 |
0.6963 |
0.6640 |
0.0323 |
4.9% |
0.0040 |
0.6% |
2% |
False |
True |
145,200 |
| 60 |
0.7170 |
0.6640 |
0.0530 |
8.0% |
0.0044 |
0.7% |
1% |
False |
True |
97,485 |
| 80 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0052 |
0.8% |
1% |
False |
True |
73,205 |
| 100 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0050 |
0.8% |
1% |
False |
True |
58,577 |
| 120 |
0.7687 |
0.6640 |
0.1047 |
15.8% |
0.0048 |
0.7% |
1% |
False |
True |
48,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7283 |
|
2.618 |
0.7083 |
|
1.618 |
0.6960 |
|
1.000 |
0.6885 |
|
0.618 |
0.6838 |
|
HIGH |
0.6762 |
|
0.618 |
0.6715 |
|
0.500 |
0.6701 |
|
0.382 |
0.6686 |
|
LOW |
0.6640 |
|
0.618 |
0.6564 |
|
1.000 |
0.6517 |
|
1.618 |
0.6441 |
|
2.618 |
0.6319 |
|
4.250 |
0.6119 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6701 |
0.6707 |
| PP |
0.6683 |
0.6687 |
| S1 |
0.6665 |
0.6667 |
|