CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6832 |
0.6810 |
-0.0023 |
-0.3% |
0.6711 |
| High |
0.6854 |
0.6837 |
-0.0017 |
-0.2% |
0.6839 |
| Low |
0.6797 |
0.6798 |
0.0002 |
0.0% |
0.6703 |
| Close |
0.6804 |
0.6805 |
0.0001 |
0.0% |
0.6826 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0136 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
172,538 |
149,188 |
-23,350 |
-13.5% |
965,191 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6930 |
0.6906 |
0.6826 |
|
| R3 |
0.6891 |
0.6867 |
0.6815 |
|
| R2 |
0.6852 |
0.6852 |
0.6812 |
|
| R1 |
0.6828 |
0.6828 |
0.6808 |
0.6821 |
| PP |
0.6813 |
0.6813 |
0.6813 |
0.6809 |
| S1 |
0.6789 |
0.6789 |
0.6801 |
0.6782 |
| S2 |
0.6774 |
0.6774 |
0.6797 |
|
| S3 |
0.6735 |
0.6750 |
0.6794 |
|
| S4 |
0.6696 |
0.6711 |
0.6783 |
|
|
| 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 |
0.6749 |
0.0105 |
1.5% |
0.0062 |
0.9% |
53% |
False |
False |
186,874 |
| 10 |
0.6854 |
0.6702 |
0.0152 |
2.2% |
0.0061 |
0.9% |
68% |
False |
False |
190,839 |
| 20 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0055 |
0.8% |
80% |
False |
False |
184,703 |
| 40 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0048 |
0.7% |
80% |
False |
False |
175,779 |
| 60 |
0.6935 |
0.6611 |
0.0324 |
4.8% |
0.0045 |
0.7% |
60% |
False |
False |
168,250 |
| 80 |
0.7048 |
0.6611 |
0.0437 |
6.4% |
0.0047 |
0.7% |
44% |
False |
False |
128,193 |
| 100 |
0.7427 |
0.6611 |
0.0816 |
12.0% |
0.0052 |
0.8% |
24% |
False |
False |
102,647 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
23% |
False |
False |
85,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7003 |
|
2.618 |
0.6939 |
|
1.618 |
0.6900 |
|
1.000 |
0.6876 |
|
0.618 |
0.6861 |
|
HIGH |
0.6837 |
|
0.618 |
0.6822 |
|
0.500 |
0.6818 |
|
0.382 |
0.6813 |
|
LOW |
0.6798 |
|
0.618 |
0.6774 |
|
1.000 |
0.6759 |
|
1.618 |
0.6735 |
|
2.618 |
0.6696 |
|
4.250 |
0.6632 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6818 |
0.6805 |
| PP |
0.6813 |
0.6805 |
| S1 |
0.6809 |
0.6805 |
|