CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6711 |
0.6748 |
0.0038 |
0.6% |
0.6713 |
High |
0.6754 |
0.6809 |
0.0055 |
0.8% |
0.6824 |
Low |
0.6703 |
0.6740 |
0.0037 |
0.6% |
0.6697 |
Close |
0.6751 |
0.6805 |
0.0054 |
0.8% |
0.6711 |
Range |
0.0051 |
0.0069 |
0.0018 |
35.3% |
0.0127 |
ATR |
0.0052 |
0.0053 |
0.0001 |
2.4% |
0.0000 |
Volume |
146,325 |
206,218 |
59,893 |
40.9% |
866,615 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6992 |
0.6967 |
0.6842 |
|
R3 |
0.6923 |
0.6898 |
0.6823 |
|
R2 |
0.6854 |
0.6854 |
0.6817 |
|
R1 |
0.6829 |
0.6829 |
0.6811 |
0.6841 |
PP |
0.6785 |
0.6785 |
0.6785 |
0.6791 |
S1 |
0.6760 |
0.6760 |
0.6798 |
0.6772 |
S2 |
0.6716 |
0.6716 |
0.6792 |
|
S3 |
0.6647 |
0.6691 |
0.6786 |
|
S4 |
0.6578 |
0.6622 |
0.6767 |
|
|
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 |
0.6702 |
0.0122 |
1.8% |
0.0061 |
0.9% |
84% |
False |
False |
194,804 |
10 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0066 |
1.0% |
91% |
False |
False |
206,724 |
20 |
0.6824 |
0.6611 |
0.0213 |
3.1% |
0.0055 |
0.8% |
91% |
False |
False |
191,293 |
40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0047 |
0.7% |
74% |
False |
False |
174,891 |
60 |
0.6964 |
0.6611 |
0.0353 |
5.2% |
0.0045 |
0.7% |
55% |
False |
False |
154,974 |
80 |
0.7210 |
0.6611 |
0.0599 |
8.8% |
0.0046 |
0.7% |
32% |
False |
False |
116,554 |
100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
23% |
False |
False |
93,312 |
120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0051 |
0.7% |
23% |
False |
False |
77,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7102 |
2.618 |
0.6990 |
1.618 |
0.6921 |
1.000 |
0.6878 |
0.618 |
0.6852 |
HIGH |
0.6809 |
0.618 |
0.6783 |
0.500 |
0.6775 |
0.382 |
0.6766 |
LOW |
0.6740 |
0.618 |
0.6697 |
1.000 |
0.6671 |
1.618 |
0.6628 |
2.618 |
0.6559 |
4.250 |
0.6447 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6795 |
0.6788 |
PP |
0.6785 |
0.6772 |
S1 |
0.6775 |
0.6756 |
|