CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6810 |
0.6810 |
0.0000 |
0.0% |
0.6711 |
| High |
0.6837 |
0.6821 |
-0.0017 |
-0.2% |
0.6839 |
| Low |
0.6798 |
0.6792 |
-0.0006 |
-0.1% |
0.6703 |
| Close |
0.6805 |
0.6799 |
-0.0006 |
-0.1% |
0.6826 |
| Range |
0.0039 |
0.0029 |
-0.0011 |
-26.9% |
0.0136 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
149,188 |
128,916 |
-20,272 |
-13.6% |
965,191 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6873 |
0.6815 |
|
| R3 |
0.6861 |
0.6844 |
0.6807 |
|
| R2 |
0.6832 |
0.6832 |
0.6804 |
|
| R1 |
0.6816 |
0.6816 |
0.6802 |
0.6810 |
| PP |
0.6804 |
0.6804 |
0.6804 |
0.6801 |
| S1 |
0.6787 |
0.6787 |
0.6796 |
0.6781 |
| S2 |
0.6775 |
0.6775 |
0.6794 |
|
| S3 |
0.6747 |
0.6759 |
0.6791 |
|
| S4 |
0.6718 |
0.6730 |
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% |
0.0056 |
0.8% |
48% |
False |
False |
170,084 |
| 10 |
0.6854 |
0.6702 |
0.0152 |
2.2% |
0.0058 |
0.8% |
64% |
False |
False |
180,316 |
| 20 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0055 |
0.8% |
78% |
False |
False |
184,416 |
| 40 |
0.6854 |
0.6611 |
0.0243 |
3.6% |
0.0047 |
0.7% |
78% |
False |
False |
175,248 |
| 60 |
0.6907 |
0.6611 |
0.0296 |
4.4% |
0.0045 |
0.7% |
64% |
False |
False |
169,026 |
| 80 |
0.7046 |
0.6611 |
0.0435 |
6.4% |
0.0046 |
0.7% |
43% |
False |
False |
129,795 |
| 100 |
0.7427 |
0.6611 |
0.0816 |
12.0% |
0.0051 |
0.8% |
23% |
False |
False |
103,934 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0052 |
0.8% |
22% |
False |
False |
86,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6895 |
|
1.618 |
0.6867 |
|
1.000 |
0.6849 |
|
0.618 |
0.6838 |
|
HIGH |
0.6821 |
|
0.618 |
0.6810 |
|
0.500 |
0.6806 |
|
0.382 |
0.6803 |
|
LOW |
0.6792 |
|
0.618 |
0.6774 |
|
1.000 |
0.6764 |
|
1.618 |
0.6746 |
|
2.618 |
0.6717 |
|
4.250 |
0.6671 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6823 |
| PP |
0.6804 |
0.6815 |
| S1 |
0.6801 |
0.6807 |
|