CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6666 |
0.6646 |
-0.0020 |
-0.3% |
0.6741 |
| High |
0.6671 |
0.6650 |
-0.0021 |
-0.3% |
0.6741 |
| Low |
0.6644 |
0.6633 |
-0.0011 |
-0.2% |
0.6633 |
| Close |
0.6647 |
0.6634 |
-0.0013 |
-0.2% |
0.6634 |
| Range |
0.0027 |
0.0017 |
-0.0010 |
-37.0% |
0.0108 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
145,425 |
118,856 |
-26,569 |
-18.3% |
656,242 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6690 |
0.6679 |
0.6643 |
|
| R3 |
0.6673 |
0.6662 |
0.6638 |
|
| R2 |
0.6656 |
0.6656 |
0.6637 |
|
| R1 |
0.6645 |
0.6645 |
0.6635 |
0.6642 |
| PP |
0.6639 |
0.6639 |
0.6639 |
0.6637 |
| S1 |
0.6628 |
0.6628 |
0.6632 |
0.6625 |
| S2 |
0.6622 |
0.6622 |
0.6630 |
|
| S3 |
0.6605 |
0.6611 |
0.6629 |
|
| S4 |
0.6588 |
0.6594 |
0.6624 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6921 |
0.6693 |
|
| R3 |
0.6885 |
0.6813 |
0.6663 |
|
| R2 |
0.6777 |
0.6777 |
0.6653 |
|
| R1 |
0.6705 |
0.6705 |
0.6643 |
0.6687 |
| PP |
0.6669 |
0.6669 |
0.6669 |
0.6660 |
| S1 |
0.6597 |
0.6597 |
0.6624 |
0.6579 |
| S2 |
0.6561 |
0.6561 |
0.6614 |
|
| S3 |
0.6453 |
0.6489 |
0.6604 |
|
| S4 |
0.6345 |
0.6381 |
0.6574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6741 |
0.6633 |
0.0108 |
1.6% |
0.0029 |
0.4% |
0% |
False |
True |
131,248 |
| 10 |
0.6774 |
0.6633 |
0.0141 |
2.1% |
0.0047 |
0.7% |
0% |
False |
True |
180,323 |
| 20 |
0.6797 |
0.6633 |
0.0164 |
2.5% |
0.0039 |
0.6% |
0% |
False |
True |
164,136 |
| 40 |
0.6882 |
0.6633 |
0.0249 |
3.8% |
0.0039 |
0.6% |
0% |
False |
True |
160,987 |
| 60 |
0.7046 |
0.6633 |
0.0413 |
6.2% |
0.0043 |
0.6% |
0% |
False |
True |
118,175 |
| 80 |
0.7410 |
0.6633 |
0.0777 |
11.7% |
0.0049 |
0.7% |
0% |
False |
True |
88,767 |
| 100 |
0.7465 |
0.6633 |
0.0832 |
12.5% |
0.0050 |
0.8% |
0% |
False |
True |
71,036 |
| 120 |
0.7466 |
0.6633 |
0.0833 |
12.6% |
0.0048 |
0.7% |
0% |
False |
True |
59,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6722 |
|
2.618 |
0.6695 |
|
1.618 |
0.6678 |
|
1.000 |
0.6667 |
|
0.618 |
0.6661 |
|
HIGH |
0.6650 |
|
0.618 |
0.6644 |
|
0.500 |
0.6642 |
|
0.382 |
0.6639 |
|
LOW |
0.6633 |
|
0.618 |
0.6622 |
|
1.000 |
0.6616 |
|
1.618 |
0.6605 |
|
2.618 |
0.6588 |
|
4.250 |
0.6561 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6642 |
0.6663 |
| PP |
0.6639 |
0.6653 |
| S1 |
0.6636 |
0.6643 |
|