CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6693 |
0.6666 |
-0.0027 |
-0.4% |
0.6736 |
| High |
0.6693 |
0.6671 |
-0.0023 |
-0.3% |
0.6774 |
| Low |
0.6662 |
0.6644 |
-0.0018 |
-0.3% |
0.6640 |
| Close |
0.6662 |
0.6647 |
-0.0016 |
-0.2% |
0.6743 |
| Range |
0.0032 |
0.0027 |
-0.0005 |
-14.3% |
0.0134 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
132,477 |
145,425 |
12,948 |
9.8% |
1,146,992 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6735 |
0.6718 |
0.6661 |
|
| R3 |
0.6708 |
0.6691 |
0.6654 |
|
| R2 |
0.6681 |
0.6681 |
0.6651 |
|
| R1 |
0.6664 |
0.6664 |
0.6649 |
0.6659 |
| PP |
0.6654 |
0.6654 |
0.6654 |
0.6651 |
| S1 |
0.6637 |
0.6637 |
0.6644 |
0.6632 |
| S2 |
0.6627 |
0.6627 |
0.6642 |
|
| S3 |
0.6600 |
0.6610 |
0.6639 |
|
| S4 |
0.6573 |
0.6583 |
0.6632 |
|
|
| 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 |
0.6644 |
0.0105 |
1.6% |
0.0037 |
0.6% |
3% |
False |
True |
144,875 |
| 10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0049 |
0.7% |
5% |
False |
False |
186,404 |
| 20 |
0.6797 |
0.6640 |
0.0158 |
2.4% |
0.0039 |
0.6% |
4% |
False |
False |
165,314 |
| 40 |
0.6886 |
0.6640 |
0.0247 |
3.7% |
0.0040 |
0.6% |
3% |
False |
False |
162,174 |
| 60 |
0.7046 |
0.6640 |
0.0406 |
6.1% |
0.0043 |
0.6% |
2% |
False |
False |
116,199 |
| 80 |
0.7410 |
0.6640 |
0.0770 |
11.6% |
0.0050 |
0.7% |
1% |
False |
False |
87,283 |
| 100 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0050 |
0.8% |
1% |
False |
False |
69,848 |
| 120 |
0.7466 |
0.6640 |
0.0827 |
12.4% |
0.0048 |
0.7% |
1% |
False |
False |
58,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6785 |
|
2.618 |
0.6741 |
|
1.618 |
0.6714 |
|
1.000 |
0.6698 |
|
0.618 |
0.6687 |
|
HIGH |
0.6671 |
|
0.618 |
0.6660 |
|
0.500 |
0.6657 |
|
0.382 |
0.6654 |
|
LOW |
0.6644 |
|
0.618 |
0.6627 |
|
1.000 |
0.6617 |
|
1.618 |
0.6600 |
|
2.618 |
0.6573 |
|
4.250 |
0.6529 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6678 |
| PP |
0.6654 |
0.6668 |
| S1 |
0.6650 |
0.6657 |
|