CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 07-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
0.6810 |
0.6802 |
-0.0008 |
-0.1% |
0.6711 |
High |
0.6821 |
0.7073 |
0.0252 |
3.7% |
0.6839 |
Low |
0.6792 |
0.6798 |
0.0006 |
0.1% |
0.6703 |
Close |
0.6799 |
0.6981 |
0.0182 |
2.7% |
0.6826 |
Range |
0.0029 |
0.0275 |
0.0246 |
863.2% |
0.0136 |
ATR |
0.0053 |
0.0069 |
0.0016 |
29.6% |
0.0000 |
Volume |
128,916 |
399,797 |
270,881 |
210.1% |
965,191 |
|
Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7774 |
0.7652 |
0.7132 |
|
R3 |
0.7500 |
0.7378 |
0.7056 |
|
R2 |
0.7225 |
0.7225 |
0.7031 |
|
R1 |
0.7103 |
0.7103 |
0.7006 |
0.7164 |
PP |
0.6951 |
0.6951 |
0.6951 |
0.6981 |
S1 |
0.6829 |
0.6829 |
0.6956 |
0.6890 |
S2 |
0.6676 |
0.6676 |
0.6931 |
|
S3 |
0.6402 |
0.6554 |
0.6906 |
|
S4 |
0.6127 |
0.6280 |
0.6830 |
|
|
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 |
0.7073 |
0.6757 |
0.0316 |
4.5% |
0.0095 |
1.4% |
71% |
True |
False |
210,786 |
10 |
0.7073 |
0.6702 |
0.0371 |
5.3% |
0.0077 |
1.1% |
75% |
True |
False |
198,337 |
20 |
0.7073 |
0.6611 |
0.0462 |
6.6% |
0.0067 |
1.0% |
80% |
True |
False |
197,782 |
40 |
0.7073 |
0.6611 |
0.0462 |
6.6% |
0.0053 |
0.8% |
80% |
True |
False |
181,724 |
60 |
0.7073 |
0.6611 |
0.0462 |
6.6% |
0.0049 |
0.7% |
80% |
True |
False |
173,727 |
80 |
0.7073 |
0.6611 |
0.0462 |
6.6% |
0.0049 |
0.7% |
80% |
True |
False |
134,788 |
100 |
0.7410 |
0.6611 |
0.0799 |
11.4% |
0.0053 |
0.8% |
46% |
False |
False |
107,931 |
120 |
0.7465 |
0.6611 |
0.0854 |
12.2% |
0.0053 |
0.8% |
43% |
False |
False |
89,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8239 |
2.618 |
0.7791 |
1.618 |
0.7517 |
1.000 |
0.7347 |
0.618 |
0.7242 |
HIGH |
0.7073 |
0.618 |
0.6968 |
0.500 |
0.6935 |
0.382 |
0.6903 |
LOW |
0.6798 |
0.618 |
0.6628 |
1.000 |
0.6524 |
1.618 |
0.6354 |
2.618 |
0.6079 |
4.250 |
0.5631 |
|
|
Fisher Pivots for day following 07-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6966 |
0.6965 |
PP |
0.6951 |
0.6949 |
S1 |
0.6935 |
0.6932 |
|