CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6646 |
0.6639 |
-0.0008 |
-0.1% |
0.6741 |
| High |
0.6650 |
0.6650 |
0.0000 |
0.0% |
0.6741 |
| Low |
0.6633 |
0.6619 |
-0.0015 |
-0.2% |
0.6633 |
| Close |
0.6634 |
0.6633 |
-0.0001 |
0.0% |
0.6634 |
| Range |
0.0017 |
0.0032 |
0.0015 |
85.3% |
0.0108 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
118,856 |
161,041 |
42,185 |
35.5% |
656,242 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6728 |
0.6712 |
0.6650 |
|
| R3 |
0.6697 |
0.6680 |
0.6641 |
|
| R2 |
0.6665 |
0.6665 |
0.6638 |
|
| R1 |
0.6649 |
0.6649 |
0.6635 |
0.6641 |
| PP |
0.6634 |
0.6634 |
0.6634 |
0.6630 |
| S1 |
0.6617 |
0.6617 |
0.6630 |
0.6610 |
| S2 |
0.6602 |
0.6602 |
0.6627 |
|
| S3 |
0.6571 |
0.6586 |
0.6624 |
|
| S4 |
0.6539 |
0.6554 |
0.6615 |
|
|
| 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 |
0.6713 |
0.6619 |
0.0095 |
1.4% |
0.0028 |
0.4% |
15% |
False |
True |
138,491 |
| 10 |
0.6762 |
0.6619 |
0.0144 |
2.2% |
0.0045 |
0.7% |
10% |
False |
True |
175,861 |
| 20 |
0.6797 |
0.6619 |
0.0179 |
2.7% |
0.0039 |
0.6% |
8% |
False |
True |
166,086 |
| 40 |
0.6882 |
0.6619 |
0.0264 |
4.0% |
0.0040 |
0.6% |
5% |
False |
True |
162,764 |
| 60 |
0.7046 |
0.6619 |
0.0427 |
6.4% |
0.0043 |
0.6% |
3% |
False |
True |
120,849 |
| 80 |
0.7410 |
0.6619 |
0.0791 |
11.9% |
0.0048 |
0.7% |
2% |
False |
True |
90,777 |
| 100 |
0.7465 |
0.6619 |
0.0847 |
12.8% |
0.0050 |
0.7% |
2% |
False |
True |
72,646 |
| 120 |
0.7466 |
0.6619 |
0.0848 |
12.8% |
0.0049 |
0.7% |
2% |
False |
True |
60,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6784 |
|
2.618 |
0.6732 |
|
1.618 |
0.6701 |
|
1.000 |
0.6682 |
|
0.618 |
0.6669 |
|
HIGH |
0.6650 |
|
0.618 |
0.6638 |
|
0.500 |
0.6634 |
|
0.382 |
0.6631 |
|
LOW |
0.6619 |
|
0.618 |
0.6599 |
|
1.000 |
0.6587 |
|
1.618 |
0.6568 |
|
2.618 |
0.6536 |
|
4.250 |
0.6485 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6634 |
0.6645 |
| PP |
0.6634 |
0.6641 |
| S1 |
0.6633 |
0.6637 |
|