CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6735 |
0.6740 |
0.0005 |
0.1% |
0.6757 |
High |
0.6747 |
0.6756 |
0.0010 |
0.1% |
0.6797 |
Low |
0.6725 |
0.6716 |
-0.0009 |
-0.1% |
0.6726 |
Close |
0.6746 |
0.6729 |
-0.0017 |
-0.3% |
0.6734 |
Range |
0.0022 |
0.0040 |
0.0018 |
81.8% |
0.0071 |
ATR |
0.0037 |
0.0037 |
0.0000 |
0.6% |
0.0000 |
Volume |
136,840 |
170,082 |
33,242 |
24.3% |
657,512 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6854 |
0.6831 |
0.6751 |
|
R3 |
0.6814 |
0.6791 |
0.6740 |
|
R2 |
0.6774 |
0.6774 |
0.6736 |
|
R1 |
0.6751 |
0.6751 |
0.6733 |
0.6743 |
PP |
0.6734 |
0.6734 |
0.6734 |
0.6729 |
S1 |
0.6711 |
0.6711 |
0.6725 |
0.6703 |
S2 |
0.6694 |
0.6694 |
0.6722 |
|
S3 |
0.6654 |
0.6671 |
0.6718 |
|
S4 |
0.6614 |
0.6631 |
0.6707 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6965 |
0.6920 |
0.6773 |
|
R3 |
0.6894 |
0.6849 |
0.6753 |
|
R2 |
0.6823 |
0.6823 |
0.6747 |
|
R1 |
0.6778 |
0.6778 |
0.6740 |
0.6765 |
PP |
0.6752 |
0.6752 |
0.6752 |
0.6746 |
S1 |
0.6707 |
0.6707 |
0.6727 |
0.6694 |
S2 |
0.6681 |
0.6681 |
0.6720 |
|
S3 |
0.6610 |
0.6636 |
0.6714 |
|
S4 |
0.6539 |
0.6565 |
0.6694 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6756 |
0.6716 |
0.0040 |
0.6% |
0.0023 |
0.3% |
33% |
True |
True |
140,421 |
10 |
0.6811 |
0.6716 |
0.0095 |
1.4% |
0.0030 |
0.4% |
14% |
False |
True |
140,009 |
20 |
0.6874 |
0.6716 |
0.0158 |
2.3% |
0.0038 |
0.6% |
8% |
False |
True |
153,628 |
40 |
0.7041 |
0.6716 |
0.0325 |
4.8% |
0.0042 |
0.6% |
4% |
False |
True |
119,134 |
60 |
0.7215 |
0.6716 |
0.0499 |
7.4% |
0.0044 |
0.7% |
3% |
False |
True |
79,676 |
80 |
0.7465 |
0.6716 |
0.0749 |
11.1% |
0.0052 |
0.8% |
2% |
False |
True |
59,812 |
100 |
0.7465 |
0.6716 |
0.0749 |
11.1% |
0.0050 |
0.7% |
2% |
False |
True |
47,861 |
120 |
0.7716 |
0.6716 |
0.1000 |
14.9% |
0.0046 |
0.7% |
1% |
False |
True |
39,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6926 |
2.618 |
0.6861 |
1.618 |
0.6821 |
1.000 |
0.6796 |
0.618 |
0.6781 |
HIGH |
0.6756 |
0.618 |
0.6741 |
0.500 |
0.6736 |
0.382 |
0.6731 |
LOW |
0.6716 |
0.618 |
0.6691 |
1.000 |
0.6676 |
1.618 |
0.6651 |
2.618 |
0.6611 |
4.250 |
0.6546 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6736 |
0.6736 |
PP |
0.6734 |
0.6734 |
S1 |
0.6731 |
0.6731 |
|