CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6672 |
0.6694 |
0.0022 |
0.3% |
0.6736 |
| High |
0.6719 |
0.6748 |
0.0029 |
0.4% |
0.6774 |
| Low |
0.6671 |
0.6689 |
0.0018 |
0.3% |
0.6640 |
| Close |
0.6694 |
0.6743 |
0.0050 |
0.7% |
0.6743 |
| Range |
0.0049 |
0.0060 |
0.0011 |
22.7% |
0.0134 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.4% |
0.0000 |
| Volume |
193,549 |
186,991 |
-6,558 |
-3.4% |
1,146,992 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6905 |
0.6884 |
0.6776 |
|
| R3 |
0.6846 |
0.6824 |
0.6759 |
|
| R2 |
0.6786 |
0.6786 |
0.6754 |
|
| R1 |
0.6765 |
0.6765 |
0.6748 |
0.6775 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6732 |
| S1 |
0.6705 |
0.6705 |
0.6738 |
0.6716 |
| S2 |
0.6667 |
0.6667 |
0.6732 |
|
| S3 |
0.6608 |
0.6646 |
0.6727 |
|
| S4 |
0.6548 |
0.6586 |
0.6710 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7121 |
0.7066 |
0.6817 |
|
| R3 |
0.6987 |
0.6932 |
0.6780 |
|
| R2 |
0.6853 |
0.6853 |
0.6768 |
|
| R1 |
0.6798 |
0.6798 |
0.6755 |
0.6825 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6732 |
| S1 |
0.6664 |
0.6664 |
0.6731 |
0.6691 |
| S2 |
0.6585 |
0.6585 |
0.6718 |
|
| S3 |
0.6451 |
0.6530 |
0.6706 |
|
| S4 |
0.6317 |
0.6396 |
0.6669 |
|
|
| 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% |
0.0065 |
1.0% |
77% |
False |
False |
229,398 |
| 10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0050 |
0.7% |
77% |
False |
False |
196,897 |
| 20 |
0.6825 |
0.6640 |
0.0185 |
2.7% |
0.0040 |
0.6% |
56% |
False |
False |
167,237 |
| 40 |
0.6963 |
0.6640 |
0.0323 |
4.8% |
0.0040 |
0.6% |
32% |
False |
False |
158,651 |
| 60 |
0.7064 |
0.6640 |
0.0425 |
6.3% |
0.0044 |
0.6% |
24% |
False |
False |
107,289 |
| 80 |
0.7465 |
0.6640 |
0.0826 |
12.2% |
0.0051 |
0.8% |
13% |
False |
False |
80,577 |
| 100 |
0.7465 |
0.6640 |
0.0826 |
12.2% |
0.0051 |
0.8% |
13% |
False |
False |
64,477 |
| 120 |
0.7595 |
0.6640 |
0.0955 |
14.2% |
0.0048 |
0.7% |
11% |
False |
False |
53,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7001 |
|
2.618 |
0.6904 |
|
1.618 |
0.6844 |
|
1.000 |
0.6808 |
|
0.618 |
0.6785 |
|
HIGH |
0.6748 |
|
0.618 |
0.6725 |
|
0.500 |
0.6718 |
|
0.382 |
0.6711 |
|
LOW |
0.6689 |
|
0.618 |
0.6652 |
|
1.000 |
0.6629 |
|
1.618 |
0.6592 |
|
2.618 |
0.6533 |
|
4.250 |
0.6436 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6735 |
0.6727 |
| PP |
0.6727 |
0.6710 |
| S1 |
0.6718 |
0.6694 |
|