CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6770 |
0.6769 |
-0.0001 |
0.0% |
0.6639 |
| High |
0.6824 |
0.6781 |
-0.0043 |
-0.6% |
0.6733 |
| Low |
0.6757 |
0.6702 |
-0.0056 |
-0.8% |
0.6611 |
| Close |
0.6770 |
0.6709 |
-0.0061 |
-0.9% |
0.6713 |
| Range |
0.0067 |
0.0079 |
0.0013 |
18.8% |
0.0122 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.0% |
0.0000 |
| Volume |
234,151 |
219,589 |
-14,562 |
-6.2% |
1,009,124 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6967 |
0.6917 |
0.6752 |
|
| R3 |
0.6888 |
0.6838 |
0.6731 |
|
| R2 |
0.6809 |
0.6809 |
0.6723 |
|
| R1 |
0.6759 |
0.6759 |
0.6716 |
0.6745 |
| PP |
0.6730 |
0.6730 |
0.6730 |
0.6723 |
| S1 |
0.6680 |
0.6680 |
0.6702 |
0.6666 |
| S2 |
0.6651 |
0.6651 |
0.6695 |
|
| S3 |
0.6572 |
0.6601 |
0.6687 |
|
| S4 |
0.6493 |
0.6522 |
0.6666 |
|
|
| 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 |
0.6824 |
0.6634 |
0.0190 |
2.8% |
0.0071 |
1.1% |
40% |
False |
False |
220,115 |
| 10 |
0.6824 |
0.6611 |
0.0213 |
3.2% |
0.0057 |
0.9% |
46% |
False |
False |
197,228 |
| 20 |
0.6824 |
0.6611 |
0.0213 |
3.2% |
0.0054 |
0.8% |
46% |
False |
False |
194,670 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0046 |
0.7% |
37% |
False |
False |
174,159 |
| 60 |
0.7041 |
0.6611 |
0.0430 |
6.4% |
0.0045 |
0.7% |
23% |
False |
False |
146,481 |
| 80 |
0.7215 |
0.6611 |
0.0604 |
9.0% |
0.0046 |
0.7% |
16% |
False |
False |
110,079 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0052 |
0.8% |
11% |
False |
False |
88,112 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0050 |
0.7% |
11% |
False |
False |
73,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7116 |
|
2.618 |
0.6987 |
|
1.618 |
0.6908 |
|
1.000 |
0.6860 |
|
0.618 |
0.6829 |
|
HIGH |
0.6781 |
|
0.618 |
0.6750 |
|
0.500 |
0.6741 |
|
0.382 |
0.6732 |
|
LOW |
0.6702 |
|
0.618 |
0.6653 |
|
1.000 |
0.6623 |
|
1.618 |
0.6574 |
|
2.618 |
0.6495 |
|
4.250 |
0.6366 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6741 |
0.6760 |
| PP |
0.6730 |
0.6743 |
| S1 |
0.6720 |
0.6726 |
|