CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6799 |
0.6776 |
-0.0023 |
-0.3% |
0.6865 |
| High |
0.6807 |
0.6790 |
-0.0017 |
-0.2% |
0.6882 |
| Low |
0.6769 |
0.6772 |
0.0003 |
0.0% |
0.6828 |
| Close |
0.6774 |
0.6786 |
0.0012 |
0.2% |
0.6831 |
| Range |
0.0038 |
0.0019 |
-0.0020 |
-51.3% |
0.0054 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
132,498 |
158,561 |
26,063 |
19.7% |
816,095 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6838 |
0.6831 |
0.6796 |
|
| R3 |
0.6820 |
0.6812 |
0.6791 |
|
| R2 |
0.6801 |
0.6801 |
0.6789 |
|
| R1 |
0.6794 |
0.6794 |
0.6788 |
0.6797 |
| PP |
0.6783 |
0.6783 |
0.6783 |
0.6784 |
| S1 |
0.6775 |
0.6775 |
0.6784 |
0.6779 |
| S2 |
0.6764 |
0.6764 |
0.6783 |
|
| S3 |
0.6746 |
0.6757 |
0.6781 |
|
| S4 |
0.6727 |
0.6738 |
0.6776 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7009 |
0.6974 |
0.6861 |
|
| R3 |
0.6955 |
0.6920 |
0.6846 |
|
| R2 |
0.6901 |
0.6901 |
0.6841 |
|
| R1 |
0.6866 |
0.6866 |
0.6836 |
0.6857 |
| PP |
0.6847 |
0.6847 |
0.6847 |
0.6842 |
| S1 |
0.6812 |
0.6812 |
0.6826 |
0.6803 |
| S2 |
0.6793 |
0.6793 |
0.6821 |
|
| S3 |
0.6739 |
0.6758 |
0.6816 |
|
| S4 |
0.6685 |
0.6704 |
0.6801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6872 |
0.6769 |
0.0104 |
1.5% |
0.0031 |
0.5% |
17% |
False |
False |
139,464 |
| 10 |
0.6886 |
0.6769 |
0.0118 |
1.7% |
0.0031 |
0.5% |
15% |
False |
False |
150,601 |
| 20 |
0.7041 |
0.6769 |
0.0272 |
4.0% |
0.0041 |
0.6% |
6% |
False |
False |
98,822 |
| 40 |
0.7215 |
0.6769 |
0.0447 |
6.6% |
0.0046 |
0.7% |
4% |
False |
False |
49,941 |
| 60 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0056 |
0.8% |
3% |
False |
False |
33,389 |
| 80 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0052 |
0.8% |
3% |
False |
False |
25,057 |
| 100 |
0.7701 |
0.6769 |
0.0932 |
13.7% |
0.0048 |
0.7% |
2% |
False |
False |
20,049 |
| 120 |
0.7840 |
0.6769 |
0.1072 |
15.8% |
0.0044 |
0.6% |
2% |
False |
False |
16,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6869 |
|
2.618 |
0.6838 |
|
1.618 |
0.6820 |
|
1.000 |
0.6809 |
|
0.618 |
0.6801 |
|
HIGH |
0.6790 |
|
0.618 |
0.6783 |
|
0.500 |
0.6781 |
|
0.382 |
0.6779 |
|
LOW |
0.6772 |
|
0.618 |
0.6760 |
|
1.000 |
0.6753 |
|
1.618 |
0.6742 |
|
2.618 |
0.6723 |
|
4.250 |
0.6693 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6784 |
0.6791 |
| PP |
0.6783 |
0.6790 |
| S1 |
0.6781 |
0.6788 |
|