CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6748 |
0.6805 |
0.0057 |
0.8% |
0.6713 |
| High |
0.6809 |
0.6839 |
0.0030 |
0.4% |
0.6824 |
| Low |
0.6740 |
0.6781 |
0.0041 |
0.6% |
0.6697 |
| Close |
0.6805 |
0.6812 |
0.0007 |
0.1% |
0.6711 |
| Range |
0.0069 |
0.0058 |
-0.0012 |
-16.7% |
0.0127 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.6% |
0.0000 |
| Volume |
206,218 |
212,867 |
6,649 |
3.2% |
866,615 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6983 |
0.6955 |
0.6843 |
|
| R3 |
0.6925 |
0.6897 |
0.6827 |
|
| R2 |
0.6868 |
0.6868 |
0.6822 |
|
| R1 |
0.6840 |
0.6840 |
0.6817 |
0.6854 |
| PP |
0.6810 |
0.6810 |
0.6810 |
0.6817 |
| S1 |
0.6782 |
0.6782 |
0.6806 |
0.6796 |
| S2 |
0.6753 |
0.6753 |
0.6801 |
|
| S3 |
0.6695 |
0.6725 |
0.6796 |
|
| S4 |
0.6638 |
0.6667 |
0.6780 |
|
|
| 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 |
0.6839 |
0.6702 |
0.0137 |
2.0% |
0.0059 |
0.9% |
80% |
True |
False |
190,547 |
| 10 |
0.6839 |
0.6634 |
0.0205 |
3.0% |
0.0063 |
0.9% |
87% |
True |
False |
206,146 |
| 20 |
0.6839 |
0.6611 |
0.0228 |
3.3% |
0.0052 |
0.8% |
88% |
True |
False |
184,381 |
| 40 |
0.6839 |
0.6611 |
0.0228 |
3.3% |
0.0046 |
0.7% |
88% |
True |
False |
174,302 |
| 60 |
0.6963 |
0.6611 |
0.0352 |
5.2% |
0.0044 |
0.6% |
57% |
False |
False |
158,260 |
| 80 |
0.7170 |
0.6611 |
0.0559 |
8.2% |
0.0046 |
0.7% |
36% |
False |
False |
119,209 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.5% |
0.0052 |
0.8% |
23% |
False |
False |
95,440 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.5% |
0.0051 |
0.7% |
23% |
False |
False |
79,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7083 |
|
2.618 |
0.6989 |
|
1.618 |
0.6932 |
|
1.000 |
0.6896 |
|
0.618 |
0.6874 |
|
HIGH |
0.6839 |
|
0.618 |
0.6817 |
|
0.500 |
0.6810 |
|
0.382 |
0.6803 |
|
LOW |
0.6781 |
|
0.618 |
0.6745 |
|
1.000 |
0.6724 |
|
1.618 |
0.6688 |
|
2.618 |
0.6630 |
|
4.250 |
0.6537 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6811 |
0.6798 |
| PP |
0.6810 |
0.6784 |
| S1 |
0.6810 |
0.6771 |
|