CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6805 |
0.6815 |
0.0010 |
0.1% |
0.6713 |
High |
0.6839 |
0.6827 |
-0.0012 |
-0.2% |
0.6824 |
Low |
0.6781 |
0.6749 |
-0.0032 |
-0.5% |
0.6697 |
Close |
0.6812 |
0.6764 |
-0.0048 |
-0.7% |
0.6711 |
Range |
0.0058 |
0.0078 |
0.0021 |
35.7% |
0.0127 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.3% |
0.0000 |
Volume |
212,867 |
196,290 |
-16,577 |
-7.8% |
866,615 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7014 |
0.6967 |
0.6806 |
|
R3 |
0.6936 |
0.6889 |
0.6785 |
|
R2 |
0.6858 |
0.6858 |
0.6778 |
|
R1 |
0.6811 |
0.6811 |
0.6771 |
0.6795 |
PP |
0.6780 |
0.6780 |
0.6780 |
0.6772 |
S1 |
0.6733 |
0.6733 |
0.6756 |
0.6717 |
S2 |
0.6702 |
0.6702 |
0.6749 |
|
S3 |
0.6624 |
0.6655 |
0.6742 |
|
S4 |
0.6546 |
0.6577 |
0.6721 |
|
|
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% |
45% |
False |
False |
185,888 |
10 |
0.6839 |
0.6634 |
0.0205 |
3.0% |
0.0065 |
1.0% |
63% |
False |
False |
203,001 |
20 |
0.6839 |
0.6611 |
0.0228 |
3.4% |
0.0054 |
0.8% |
67% |
False |
False |
183,711 |
40 |
0.6839 |
0.6611 |
0.0228 |
3.4% |
0.0047 |
0.7% |
67% |
False |
False |
175,085 |
60 |
0.6963 |
0.6611 |
0.0352 |
5.2% |
0.0045 |
0.7% |
43% |
False |
False |
161,332 |
80 |
0.7135 |
0.6611 |
0.0524 |
7.7% |
0.0046 |
0.7% |
29% |
False |
False |
121,660 |
100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
18% |
False |
False |
97,401 |
120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0051 |
0.8% |
18% |
False |
False |
81,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7159 |
2.618 |
0.7031 |
1.618 |
0.6953 |
1.000 |
0.6905 |
0.618 |
0.6875 |
HIGH |
0.6827 |
0.618 |
0.6797 |
0.500 |
0.6788 |
0.382 |
0.6779 |
LOW |
0.6749 |
0.618 |
0.6701 |
1.000 |
0.6671 |
1.618 |
0.6623 |
2.618 |
0.6545 |
4.250 |
0.6418 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6788 |
0.6789 |
PP |
0.6780 |
0.6781 |
S1 |
0.6772 |
0.6772 |
|