CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6762 |
0.6642 |
-0.0120 |
-1.8% |
0.6735 |
High |
0.6762 |
0.6684 |
-0.0079 |
-1.2% |
0.6756 |
Low |
0.6640 |
0.6640 |
0.0001 |
0.0% |
0.6686 |
Close |
0.6647 |
0.6669 |
0.0023 |
0.3% |
0.6742 |
Range |
0.0123 |
0.0044 |
-0.0079 |
-64.5% |
0.0071 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.1% |
0.0000 |
Volume |
351,107 |
209,689 |
-141,418 |
-40.3% |
821,978 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6795 |
0.6775 |
0.6693 |
|
R3 |
0.6751 |
0.6732 |
0.6681 |
|
R2 |
0.6708 |
0.6708 |
0.6677 |
|
R1 |
0.6688 |
0.6688 |
0.6673 |
0.6698 |
PP |
0.6664 |
0.6664 |
0.6664 |
0.6669 |
S1 |
0.6645 |
0.6645 |
0.6665 |
0.6655 |
S2 |
0.6621 |
0.6621 |
0.6661 |
|
S3 |
0.6577 |
0.6601 |
0.6657 |
|
S4 |
0.6534 |
0.6558 |
0.6645 |
|
|
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% |
0.0060 |
0.9% |
22% |
False |
False |
229,726 |
10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0042 |
0.6% |
22% |
False |
False |
185,733 |
20 |
0.6825 |
0.6640 |
0.0185 |
2.8% |
0.0040 |
0.6% |
16% |
False |
False |
166,459 |
40 |
0.6963 |
0.6640 |
0.0323 |
4.8% |
0.0040 |
0.6% |
9% |
False |
False |
150,143 |
60 |
0.7135 |
0.6640 |
0.0496 |
7.4% |
0.0044 |
0.7% |
6% |
False |
False |
100,976 |
80 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0052 |
0.8% |
4% |
False |
False |
75,824 |
100 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0051 |
0.8% |
4% |
False |
False |
60,674 |
120 |
0.7679 |
0.6640 |
0.1040 |
15.6% |
0.0048 |
0.7% |
3% |
False |
False |
50,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6868 |
2.618 |
0.6797 |
1.618 |
0.6754 |
1.000 |
0.6727 |
0.618 |
0.6710 |
HIGH |
0.6684 |
0.618 |
0.6667 |
0.500 |
0.6662 |
0.382 |
0.6657 |
LOW |
0.6640 |
0.618 |
0.6613 |
1.000 |
0.6597 |
1.618 |
0.6570 |
2.618 |
0.6526 |
4.250 |
0.6455 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6667 |
0.6707 |
PP |
0.6664 |
0.6694 |
S1 |
0.6662 |
0.6682 |
|