CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 17-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6641 |
0.6667 |
0.0027 |
0.4% |
0.6639 |
High |
0.6685 |
0.6733 |
0.0048 |
0.7% |
0.6733 |
Low |
0.6634 |
0.6663 |
0.0029 |
0.4% |
0.6611 |
Close |
0.6671 |
0.6713 |
0.0043 |
0.6% |
0.6713 |
Range |
0.0051 |
0.0071 |
0.0020 |
38.2% |
0.0122 |
ATR |
0.0045 |
0.0047 |
0.0002 |
4.1% |
0.0000 |
Volume |
187,674 |
214,028 |
26,354 |
14.0% |
1,009,124 |
|
Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6914 |
0.6884 |
0.6752 |
|
R3 |
0.6844 |
0.6814 |
0.6732 |
|
R2 |
0.6773 |
0.6773 |
0.6726 |
|
R1 |
0.6743 |
0.6743 |
0.6719 |
0.6758 |
PP |
0.6703 |
0.6703 |
0.6703 |
0.6710 |
S1 |
0.6673 |
0.6673 |
0.6707 |
0.6688 |
S2 |
0.6632 |
0.6632 |
0.6700 |
|
S3 |
0.6562 |
0.6602 |
0.6694 |
|
S4 |
0.6491 |
0.6532 |
0.6674 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7052 |
0.7004 |
0.6780 |
|
R3 |
0.6930 |
0.6882 |
0.6747 |
|
R2 |
0.6808 |
0.6808 |
0.6735 |
|
R1 |
0.6760 |
0.6760 |
0.6724 |
0.6784 |
PP |
0.6686 |
0.6686 |
0.6686 |
0.6698 |
S1 |
0.6638 |
0.6638 |
0.6702 |
0.6662 |
S2 |
0.6564 |
0.6564 |
0.6691 |
|
S3 |
0.6442 |
0.6516 |
0.6679 |
|
S4 |
0.6320 |
0.6394 |
0.6646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6733 |
0.6611 |
0.0122 |
1.8% |
0.0060 |
0.9% |
84% |
True |
False |
201,824 |
10 |
0.6741 |
0.6611 |
0.0130 |
1.9% |
0.0044 |
0.7% |
78% |
False |
False |
166,536 |
20 |
0.6774 |
0.6611 |
0.0163 |
2.4% |
0.0047 |
0.7% |
63% |
False |
False |
181,716 |
40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0042 |
0.6% |
39% |
False |
False |
165,812 |
60 |
0.7041 |
0.6611 |
0.0430 |
6.4% |
0.0043 |
0.6% |
24% |
False |
False |
134,919 |
80 |
0.7410 |
0.6611 |
0.0799 |
11.9% |
0.0048 |
0.7% |
13% |
False |
False |
101,359 |
100 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0051 |
0.8% |
12% |
False |
False |
81,126 |
120 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0049 |
0.7% |
12% |
False |
False |
67,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7033 |
2.618 |
0.6918 |
1.618 |
0.6847 |
1.000 |
0.6804 |
0.618 |
0.6777 |
HIGH |
0.6733 |
0.618 |
0.6706 |
0.500 |
0.6698 |
0.382 |
0.6689 |
LOW |
0.6663 |
0.618 |
0.6619 |
1.000 |
0.6592 |
1.618 |
0.6548 |
2.618 |
0.6478 |
4.250 |
0.6363 |
|
|
Fisher Pivots for day following 17-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6708 |
0.6703 |
PP |
0.6703 |
0.6693 |
S1 |
0.6698 |
0.6684 |
|