CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 07-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6741 |
0.6710 |
-0.0031 |
-0.5% |
0.6736 |
High |
0.6741 |
0.6713 |
-0.0028 |
-0.4% |
0.6774 |
Low |
0.6707 |
0.6679 |
-0.0029 |
-0.4% |
0.6640 |
Close |
0.6712 |
0.6690 |
-0.0022 |
-0.3% |
0.6743 |
Range |
0.0034 |
0.0035 |
0.0001 |
1.5% |
0.0134 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
124,827 |
134,657 |
9,830 |
7.9% |
1,146,992 |
|
Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6797 |
0.6778 |
0.6708 |
|
R3 |
0.6763 |
0.6743 |
0.6699 |
|
R2 |
0.6728 |
0.6728 |
0.6696 |
|
R1 |
0.6709 |
0.6709 |
0.6693 |
0.6701 |
PP |
0.6694 |
0.6694 |
0.6694 |
0.6690 |
S1 |
0.6674 |
0.6674 |
0.6686 |
0.6667 |
S2 |
0.6659 |
0.6659 |
0.6683 |
|
S3 |
0.6625 |
0.6640 |
0.6680 |
|
S4 |
0.6590 |
0.6605 |
0.6671 |
|
|
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 |
0.6748 |
0.6640 |
0.0108 |
1.6% |
0.0044 |
0.7% |
46% |
False |
False |
169,942 |
10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0050 |
0.7% |
37% |
False |
False |
192,153 |
20 |
0.6811 |
0.6640 |
0.0172 |
2.6% |
0.0040 |
0.6% |
29% |
False |
False |
166,081 |
40 |
0.6907 |
0.6640 |
0.0268 |
4.0% |
0.0040 |
0.6% |
19% |
False |
False |
161,331 |
60 |
0.7046 |
0.6640 |
0.0406 |
6.1% |
0.0044 |
0.7% |
12% |
False |
False |
111,588 |
80 |
0.7427 |
0.6640 |
0.0787 |
11.8% |
0.0050 |
0.8% |
6% |
False |
False |
83,814 |
100 |
0.7465 |
0.6640 |
0.0826 |
12.3% |
0.0051 |
0.8% |
6% |
False |
False |
67,071 |
120 |
0.7511 |
0.6640 |
0.0872 |
13.0% |
0.0049 |
0.7% |
6% |
False |
False |
55,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6860 |
2.618 |
0.6803 |
1.618 |
0.6769 |
1.000 |
0.6748 |
0.618 |
0.6734 |
HIGH |
0.6713 |
0.618 |
0.6700 |
0.500 |
0.6696 |
0.382 |
0.6692 |
LOW |
0.6679 |
0.618 |
0.6657 |
1.000 |
0.6644 |
1.618 |
0.6623 |
2.618 |
0.6588 |
4.250 |
0.6532 |
|
|
Fisher Pivots for day following 07-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6696 |
0.6713 |
PP |
0.6694 |
0.6705 |
S1 |
0.6692 |
0.6697 |
|