CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6711 |
-0.0001 |
0.0% |
0.6713 |
| High |
0.6741 |
0.6754 |
0.0014 |
0.2% |
0.6824 |
| Low |
0.6702 |
0.6703 |
0.0001 |
0.0% |
0.6697 |
| Close |
0.6711 |
0.6751 |
0.0041 |
0.6% |
0.6711 |
| Range |
0.0039 |
0.0051 |
0.0013 |
32.5% |
0.0127 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
167,740 |
146,325 |
-21,415 |
-12.8% |
866,615 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6871 |
0.6779 |
|
| R3 |
0.6838 |
0.6820 |
0.6765 |
|
| R2 |
0.6787 |
0.6787 |
0.6760 |
|
| R1 |
0.6769 |
0.6769 |
0.6756 |
0.6778 |
| PP |
0.6736 |
0.6736 |
0.6736 |
0.6741 |
| S1 |
0.6718 |
0.6718 |
0.6746 |
0.6727 |
| S2 |
0.6685 |
0.6685 |
0.6742 |
|
| S3 |
0.6634 |
0.6667 |
0.6737 |
|
| S4 |
0.6583 |
0.6616 |
0.6723 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7125 |
0.7045 |
0.6780 |
|
| R3 |
0.6998 |
0.6918 |
0.6745 |
|
| R2 |
0.6871 |
0.6871 |
0.6734 |
|
| R1 |
0.6791 |
0.6791 |
0.6722 |
0.6767 |
| PP |
0.6744 |
0.6744 |
0.6744 |
0.6732 |
| S1 |
0.6664 |
0.6664 |
0.6699 |
0.6640 |
| S2 |
0.6617 |
0.6617 |
0.6687 |
|
| S3 |
0.6490 |
0.6537 |
0.6676 |
|
| S4 |
0.6363 |
0.6410 |
0.6641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6824 |
0.6697 |
0.0127 |
1.9% |
0.0064 |
0.9% |
43% |
False |
False |
202,588 |
| 10 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0062 |
0.9% |
66% |
False |
False |
202,206 |
| 20 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0054 |
0.8% |
66% |
False |
False |
191,264 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0046 |
0.7% |
53% |
False |
False |
173,110 |
| 60 |
0.7041 |
0.6611 |
0.0430 |
6.4% |
0.0045 |
0.7% |
33% |
False |
False |
151,606 |
| 80 |
0.7215 |
0.6611 |
0.0604 |
8.9% |
0.0046 |
0.7% |
23% |
False |
False |
113,982 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
16% |
False |
False |
91,252 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0051 |
0.7% |
16% |
False |
False |
76,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6971 |
|
2.618 |
0.6888 |
|
1.618 |
0.6837 |
|
1.000 |
0.6805 |
|
0.618 |
0.6786 |
|
HIGH |
0.6754 |
|
0.618 |
0.6735 |
|
0.500 |
0.6729 |
|
0.382 |
0.6722 |
|
LOW |
0.6703 |
|
0.618 |
0.6671 |
|
1.000 |
0.6652 |
|
1.618 |
0.6620 |
|
2.618 |
0.6569 |
|
4.250 |
0.6486 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6744 |
0.6748 |
| PP |
0.6736 |
0.6744 |
| S1 |
0.6729 |
0.6741 |
|