CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6809 |
0.6800 |
-0.0009 |
-0.1% |
0.6773 |
| High |
0.6825 |
0.6811 |
-0.0014 |
-0.2% |
0.6874 |
| Low |
0.6781 |
0.6770 |
-0.0012 |
-0.2% |
0.6739 |
| Close |
0.6798 |
0.6773 |
-0.0026 |
-0.4% |
0.6771 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0135 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
150,129 |
140,767 |
-9,362 |
-6.2% |
901,373 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6909 |
0.6882 |
0.6795 |
|
| R3 |
0.6867 |
0.6841 |
0.6784 |
|
| R2 |
0.6826 |
0.6826 |
0.6780 |
|
| R1 |
0.6799 |
0.6799 |
0.6776 |
0.6792 |
| PP |
0.6784 |
0.6784 |
0.6784 |
0.6781 |
| S1 |
0.6758 |
0.6758 |
0.6769 |
0.6750 |
| S2 |
0.6743 |
0.6743 |
0.6765 |
|
| S3 |
0.6701 |
0.6716 |
0.6761 |
|
| S4 |
0.6660 |
0.6675 |
0.6750 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7120 |
0.6845 |
|
| R3 |
0.7065 |
0.6985 |
0.6808 |
|
| R2 |
0.6930 |
0.6930 |
0.6796 |
|
| R1 |
0.6850 |
0.6850 |
0.6783 |
0.6823 |
| PP |
0.6795 |
0.6795 |
0.6795 |
0.6781 |
| S1 |
0.6715 |
0.6715 |
0.6759 |
0.6688 |
| S2 |
0.6660 |
0.6660 |
0.6746 |
|
| S3 |
0.6525 |
0.6580 |
0.6734 |
|
| S4 |
0.6390 |
0.6445 |
0.6697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6825 |
0.6762 |
0.0063 |
0.9% |
0.0043 |
0.6% |
17% |
False |
False |
157,672 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0047 |
0.7% |
25% |
False |
False |
168,075 |
| 20 |
0.6903 |
0.6739 |
0.0164 |
2.4% |
0.0040 |
0.6% |
20% |
False |
False |
157,733 |
| 40 |
0.7046 |
0.6739 |
0.0307 |
4.5% |
0.0046 |
0.7% |
11% |
False |
False |
87,853 |
| 60 |
0.7410 |
0.6739 |
0.0671 |
9.9% |
0.0053 |
0.8% |
5% |
False |
False |
58,735 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.7% |
0.0053 |
0.8% |
5% |
False |
False |
44,076 |
| 100 |
0.7505 |
0.6739 |
0.0766 |
11.3% |
0.0050 |
0.7% |
4% |
False |
False |
35,270 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.3% |
0.0045 |
0.7% |
3% |
False |
False |
29,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6987 |
|
2.618 |
0.6920 |
|
1.618 |
0.6878 |
|
1.000 |
0.6853 |
|
0.618 |
0.6837 |
|
HIGH |
0.6811 |
|
0.618 |
0.6795 |
|
0.500 |
0.6790 |
|
0.382 |
0.6785 |
|
LOW |
0.6770 |
|
0.618 |
0.6744 |
|
1.000 |
0.6728 |
|
1.618 |
0.6702 |
|
2.618 |
0.6661 |
|
4.250 |
0.6593 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6797 |
| PP |
0.6784 |
0.6789 |
| S1 |
0.6778 |
0.6781 |
|