CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6642 |
0.6672 |
0.0030 |
0.4% |
0.6735 |
High |
0.6684 |
0.6719 |
0.0036 |
0.5% |
0.6756 |
Low |
0.6640 |
0.6671 |
0.0031 |
0.5% |
0.6686 |
Close |
0.6669 |
0.6694 |
0.0025 |
0.4% |
0.6742 |
Range |
0.0044 |
0.0049 |
0.0005 |
11.5% |
0.0071 |
ATR |
0.0044 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
Volume |
209,689 |
193,549 |
-16,140 |
-7.7% |
821,978 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6840 |
0.6815 |
0.6720 |
|
R3 |
0.6791 |
0.6767 |
0.6707 |
|
R2 |
0.6743 |
0.6743 |
0.6702 |
|
R1 |
0.6718 |
0.6718 |
0.6698 |
0.6731 |
PP |
0.6694 |
0.6694 |
0.6694 |
0.6701 |
S1 |
0.6670 |
0.6670 |
0.6689 |
0.6682 |
S2 |
0.6646 |
0.6646 |
0.6685 |
|
S3 |
0.6597 |
0.6621 |
0.6680 |
|
S4 |
0.6549 |
0.6573 |
0.6667 |
|
|
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% |
0.0061 |
0.9% |
40% |
False |
False |
227,934 |
10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0045 |
0.7% |
40% |
False |
False |
191,513 |
20 |
0.6825 |
0.6640 |
0.0185 |
2.8% |
0.0040 |
0.6% |
29% |
False |
False |
167,682 |
40 |
0.6963 |
0.6640 |
0.0323 |
4.8% |
0.0040 |
0.6% |
17% |
False |
False |
154,660 |
60 |
0.7120 |
0.6640 |
0.0480 |
7.2% |
0.0044 |
0.7% |
11% |
False |
False |
104,186 |
80 |
0.7465 |
0.6640 |
0.0826 |
12.3% |
0.0051 |
0.8% |
7% |
False |
False |
78,241 |
100 |
0.7465 |
0.6640 |
0.0826 |
12.3% |
0.0051 |
0.8% |
7% |
False |
False |
62,609 |
120 |
0.7610 |
0.6640 |
0.0970 |
14.5% |
0.0048 |
0.7% |
6% |
False |
False |
52,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6925 |
2.618 |
0.6846 |
1.618 |
0.6797 |
1.000 |
0.6768 |
0.618 |
0.6749 |
HIGH |
0.6719 |
0.618 |
0.6700 |
0.500 |
0.6695 |
0.382 |
0.6689 |
LOW |
0.6671 |
0.618 |
0.6641 |
1.000 |
0.6622 |
1.618 |
0.6592 |
2.618 |
0.6544 |
4.250 |
0.6464 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6695 |
0.6701 |
PP |
0.6694 |
0.6698 |
S1 |
0.6694 |
0.6696 |
|