CME Japanese Yen Future March 2024
Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.0069 |
0.0068 |
-0.0001 |
-0.9% |
0.0068 |
High |
0.0069 |
0.0068 |
0.0000 |
-0.6% |
0.0069 |
Low |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0068 |
Close |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0068 |
Range |
0.0001 |
0.0000 |
0.0000 |
-53.2% |
0.0001 |
ATR |
0.0001 |
0.0000 |
0.0000 |
-1.9% |
0.0000 |
Volume |
2,810 |
1,541 |
-1,269 |
-45.2% |
9,186 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.0069 |
0.0069 |
0.0068 |
|
R3 |
0.0069 |
0.0069 |
0.0068 |
|
R2 |
0.0069 |
0.0069 |
0.0068 |
|
R1 |
0.0068 |
0.0068 |
0.0068 |
0.0068 |
PP |
0.0068 |
0.0068 |
0.0068 |
0.0068 |
S1 |
0.0068 |
0.0068 |
0.0068 |
0.0068 |
S2 |
0.0068 |
0.0068 |
0.0068 |
|
S3 |
0.0067 |
0.0068 |
0.0068 |
|
S4 |
0.0067 |
0.0067 |
0.0068 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.0072 |
0.0071 |
0.0069 |
|
R3 |
0.0071 |
0.0070 |
0.0068 |
|
R2 |
0.0070 |
0.0070 |
0.0068 |
|
R1 |
0.0069 |
0.0069 |
0.0068 |
0.0069 |
PP |
0.0068 |
0.0068 |
0.0068 |
0.0069 |
S1 |
0.0068 |
0.0068 |
0.0068 |
0.0068 |
S2 |
0.0067 |
0.0067 |
0.0068 |
|
S3 |
0.0066 |
0.0066 |
0.0068 |
|
S4 |
0.0065 |
0.0065 |
0.0067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.0069 |
0.0068 |
0.0002 |
2.4% |
0.0001 |
1.0% |
30% |
False |
False |
2,102 |
10 |
0.0069 |
0.0067 |
0.0002 |
3.0% |
0.0001 |
0.8% |
44% |
False |
False |
1,254 |
20 |
0.0069 |
0.0067 |
0.0002 |
3.0% |
0.0001 |
0.8% |
44% |
False |
False |
815 |
40 |
0.0070 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
0.6% |
37% |
False |
False |
514 |
60 |
0.0071 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
0.5% |
22% |
False |
False |
370 |
80 |
0.0073 |
0.0067 |
0.0006 |
8.8% |
0.0000 |
0.5% |
15% |
False |
False |
279 |
100 |
0.0075 |
0.0067 |
0.0008 |
12.0% |
0.0000 |
0.5% |
11% |
False |
False |
223 |
120 |
0.0075 |
0.0067 |
0.0008 |
12.0% |
0.0000 |
0.5% |
11% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.0070 |
2.618 |
0.0069 |
1.618 |
0.0069 |
1.000 |
0.0069 |
0.618 |
0.0069 |
HIGH |
0.0068 |
0.618 |
0.0068 |
0.500 |
0.0068 |
0.382 |
0.0068 |
LOW |
0.0068 |
0.618 |
0.0068 |
1.000 |
0.0068 |
1.618 |
0.0067 |
2.618 |
0.0067 |
4.250 |
0.0066 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.0068 |
0.0069 |
PP |
0.0068 |
0.0068 |
S1 |
0.0068 |
0.0068 |
|