CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6629 |
0.6682 |
0.0054 |
0.8% |
0.6741 |
| High |
0.6696 |
0.6699 |
0.0004 |
0.1% |
0.6741 |
| Low |
0.6611 |
0.6638 |
0.0027 |
0.4% |
0.6633 |
| Close |
0.6687 |
0.6640 |
-0.0047 |
-0.7% |
0.6634 |
| Range |
0.0085 |
0.0061 |
-0.0024 |
-27.8% |
0.0108 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
3.0% |
0.0000 |
| Volume |
218,647 |
227,734 |
9,087 |
4.2% |
656,242 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6842 |
0.6802 |
0.6674 |
|
| R3 |
0.6781 |
0.6741 |
0.6657 |
|
| R2 |
0.6720 |
0.6720 |
0.6651 |
|
| R1 |
0.6680 |
0.6680 |
0.6646 |
0.6670 |
| PP |
0.6659 |
0.6659 |
0.6659 |
0.6654 |
| S1 |
0.6619 |
0.6619 |
0.6634 |
0.6609 |
| S2 |
0.6598 |
0.6598 |
0.6629 |
|
| S3 |
0.6537 |
0.6558 |
0.6623 |
|
| S4 |
0.6476 |
0.6497 |
0.6606 |
|
|
| 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 |
0.6699 |
0.6611 |
0.0088 |
1.3% |
0.0044 |
0.7% |
33% |
True |
False |
174,340 |
| 10 |
0.6748 |
0.6611 |
0.0137 |
2.1% |
0.0043 |
0.6% |
21% |
False |
False |
164,420 |
| 20 |
0.6774 |
0.6611 |
0.0163 |
2.4% |
0.0043 |
0.6% |
18% |
False |
False |
175,076 |
| 40 |
0.6882 |
0.6611 |
0.0271 |
4.1% |
0.0042 |
0.6% |
11% |
False |
False |
165,450 |
| 60 |
0.7046 |
0.6611 |
0.0435 |
6.5% |
0.0043 |
0.7% |
7% |
False |
False |
128,261 |
| 80 |
0.7410 |
0.6611 |
0.0799 |
12.0% |
0.0049 |
0.7% |
4% |
False |
False |
96,346 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.9% |
0.0050 |
0.8% |
3% |
False |
False |
77,109 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.9% |
0.0049 |
0.7% |
3% |
False |
False |
64,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6958 |
|
2.618 |
0.6859 |
|
1.618 |
0.6798 |
|
1.000 |
0.6760 |
|
0.618 |
0.6737 |
|
HIGH |
0.6699 |
|
0.618 |
0.6676 |
|
0.500 |
0.6669 |
|
0.382 |
0.6661 |
|
LOW |
0.6638 |
|
0.618 |
0.6600 |
|
1.000 |
0.6577 |
|
1.618 |
0.6539 |
|
2.618 |
0.6478 |
|
4.250 |
0.6379 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6655 |
| PP |
0.6659 |
0.6650 |
| S1 |
0.6650 |
0.6645 |
|