CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6764 |
0.6832 |
0.0068 |
1.0% |
0.6711 |
| High |
0.6835 |
0.6854 |
0.0019 |
0.3% |
0.6839 |
| Low |
0.6757 |
0.6797 |
0.0040 |
0.6% |
0.6703 |
| Close |
0.6826 |
0.6804 |
-0.0022 |
-0.3% |
0.6826 |
| Range |
0.0078 |
0.0057 |
-0.0021 |
-26.9% |
0.0136 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
203,491 |
172,538 |
-30,953 |
-15.2% |
965,191 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6989 |
0.6953 |
0.6835 |
|
| R3 |
0.6932 |
0.6896 |
0.6819 |
|
| R2 |
0.6875 |
0.6875 |
0.6814 |
|
| R1 |
0.6839 |
0.6839 |
0.6809 |
0.6829 |
| PP |
0.6818 |
0.6818 |
0.6818 |
0.6813 |
| S1 |
0.6782 |
0.6782 |
0.6798 |
0.6772 |
| S2 |
0.6761 |
0.6761 |
0.6793 |
|
| S3 |
0.6704 |
0.6725 |
0.6788 |
|
| S4 |
0.6647 |
0.6668 |
0.6772 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7196 |
0.7146 |
0.6900 |
|
| R3 |
0.7060 |
0.7011 |
0.6863 |
|
| R2 |
0.6925 |
0.6925 |
0.6850 |
|
| R1 |
0.6875 |
0.6875 |
0.6838 |
0.6900 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6801 |
| S1 |
0.6740 |
0.6740 |
0.6813 |
0.6764 |
| S2 |
0.6654 |
0.6654 |
0.6801 |
|
| S3 |
0.6518 |
0.6604 |
0.6788 |
|
| S4 |
0.6383 |
0.6469 |
0.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6854 |
0.6740 |
0.0114 |
1.7% |
0.0068 |
1.0% |
56% |
True |
False |
198,280 |
| 10 |
0.6854 |
0.6697 |
0.0157 |
2.3% |
0.0066 |
1.0% |
68% |
True |
False |
200,434 |
| 20 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0055 |
0.8% |
79% |
True |
False |
183,485 |
| 40 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0048 |
0.7% |
79% |
True |
False |
175,361 |
| 60 |
0.6963 |
0.6611 |
0.0352 |
5.2% |
0.0045 |
0.7% |
55% |
False |
False |
166,929 |
| 80 |
0.7064 |
0.6611 |
0.0453 |
6.7% |
0.0046 |
0.7% |
42% |
False |
False |
126,338 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
23% |
False |
False |
101,159 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
23% |
False |
False |
84,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7096 |
|
2.618 |
0.7003 |
|
1.618 |
0.6946 |
|
1.000 |
0.6911 |
|
0.618 |
0.6889 |
|
HIGH |
0.6854 |
|
0.618 |
0.6832 |
|
0.500 |
0.6825 |
|
0.382 |
0.6818 |
|
LOW |
0.6797 |
|
0.618 |
0.6761 |
|
1.000 |
0.6740 |
|
1.618 |
0.6704 |
|
2.618 |
0.6647 |
|
4.250 |
0.6554 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6825 |
0.6803 |
| PP |
0.6818 |
0.6802 |
| S1 |
0.6811 |
0.6801 |
|