CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6776 |
0.6783 |
0.0007 |
0.1% |
0.6830 |
| High |
0.6790 |
0.6818 |
0.0028 |
0.4% |
0.6837 |
| Low |
0.6772 |
0.6770 |
-0.0002 |
0.0% |
0.6769 |
| Close |
0.6786 |
0.6778 |
-0.0009 |
-0.1% |
0.6778 |
| Range |
0.0019 |
0.0048 |
0.0029 |
156.8% |
0.0069 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.9% |
0.0000 |
| Volume |
158,561 |
197,436 |
38,875 |
24.5% |
721,013 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6931 |
0.6902 |
0.6804 |
|
| R3 |
0.6883 |
0.6854 |
0.6791 |
|
| R2 |
0.6836 |
0.6836 |
0.6786 |
|
| R1 |
0.6807 |
0.6807 |
0.6782 |
0.6798 |
| PP |
0.6788 |
0.6788 |
0.6788 |
0.6784 |
| S1 |
0.6759 |
0.6759 |
0.6773 |
0.6750 |
| S2 |
0.6741 |
0.6741 |
0.6769 |
|
| S3 |
0.6693 |
0.6712 |
0.6764 |
|
| S4 |
0.6646 |
0.6664 |
0.6751 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7000 |
0.6957 |
0.6815 |
|
| R3 |
0.6931 |
0.6889 |
0.6796 |
|
| R2 |
0.6863 |
0.6863 |
0.6790 |
|
| R1 |
0.6820 |
0.6820 |
0.6784 |
0.6807 |
| PP |
0.6794 |
0.6794 |
0.6794 |
0.6788 |
| S1 |
0.6752 |
0.6752 |
0.6771 |
0.6739 |
| S2 |
0.6726 |
0.6726 |
0.6765 |
|
| S3 |
0.6657 |
0.6683 |
0.6759 |
|
| S4 |
0.6589 |
0.6615 |
0.6740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6837 |
0.6769 |
0.0069 |
1.0% |
0.0032 |
0.5% |
13% |
False |
False |
144,202 |
| 10 |
0.6882 |
0.6769 |
0.0114 |
1.7% |
0.0033 |
0.5% |
8% |
False |
False |
153,710 |
| 20 |
0.7041 |
0.6769 |
0.0272 |
4.0% |
0.0042 |
0.6% |
3% |
False |
False |
108,598 |
| 40 |
0.7215 |
0.6769 |
0.0447 |
6.6% |
0.0045 |
0.7% |
2% |
False |
False |
54,854 |
| 60 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0056 |
0.8% |
1% |
False |
False |
36,680 |
| 80 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0053 |
0.8% |
1% |
False |
False |
27,524 |
| 100 |
0.7701 |
0.6769 |
0.0932 |
13.8% |
0.0048 |
0.7% |
1% |
False |
False |
22,024 |
| 120 |
0.7840 |
0.6769 |
0.1072 |
15.8% |
0.0043 |
0.6% |
1% |
False |
False |
18,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7019 |
|
2.618 |
0.6942 |
|
1.618 |
0.6894 |
|
1.000 |
0.6865 |
|
0.618 |
0.6847 |
|
HIGH |
0.6818 |
|
0.618 |
0.6799 |
|
0.500 |
0.6794 |
|
0.382 |
0.6788 |
|
LOW |
0.6770 |
|
0.618 |
0.6741 |
|
1.000 |
0.6723 |
|
1.618 |
0.6693 |
|
2.618 |
0.6646 |
|
4.250 |
0.6568 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6794 |
0.6793 |
| PP |
0.6788 |
0.6788 |
| S1 |
0.6783 |
0.6783 |
|