CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6800 |
0.6777 |
-0.0023 |
-0.3% |
0.6773 |
| High |
0.6811 |
0.6784 |
-0.0028 |
-0.4% |
0.6874 |
| Low |
0.6770 |
0.6743 |
-0.0027 |
-0.4% |
0.6739 |
| Close |
0.6773 |
0.6744 |
-0.0029 |
-0.4% |
0.6771 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0135 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
140,767 |
152,470 |
11,703 |
8.3% |
901,373 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6878 |
0.6851 |
0.6766 |
|
| R3 |
0.6838 |
0.6811 |
0.6755 |
|
| R2 |
0.6797 |
0.6797 |
0.6751 |
|
| R1 |
0.6770 |
0.6770 |
0.6747 |
0.6764 |
| PP |
0.6757 |
0.6757 |
0.6757 |
0.6753 |
| S1 |
0.6730 |
0.6730 |
0.6740 |
0.6723 |
| S2 |
0.6716 |
0.6716 |
0.6736 |
|
| S3 |
0.6676 |
0.6689 |
0.6732 |
|
| S4 |
0.6635 |
0.6649 |
0.6721 |
|
|
| 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 |
0.6743 |
0.0082 |
1.2% |
0.0044 |
0.6% |
1% |
False |
True |
154,347 |
| 10 |
0.6874 |
0.6739 |
0.0135 |
2.0% |
0.0050 |
0.7% |
3% |
False |
False |
167,466 |
| 20 |
0.6886 |
0.6739 |
0.0147 |
2.2% |
0.0040 |
0.6% |
3% |
False |
False |
159,034 |
| 40 |
0.7046 |
0.6739 |
0.0307 |
4.5% |
0.0045 |
0.7% |
1% |
False |
False |
91,642 |
| 60 |
0.7410 |
0.6739 |
0.0671 |
9.9% |
0.0053 |
0.8% |
1% |
False |
False |
61,273 |
| 80 |
0.7465 |
0.6739 |
0.0726 |
10.8% |
0.0053 |
0.8% |
1% |
False |
False |
45,981 |
| 100 |
0.7466 |
0.6739 |
0.0727 |
10.8% |
0.0050 |
0.7% |
1% |
False |
False |
36,794 |
| 120 |
0.7772 |
0.6739 |
0.1033 |
15.3% |
0.0045 |
0.7% |
0% |
False |
False |
30,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6956 |
|
2.618 |
0.6890 |
|
1.618 |
0.6849 |
|
1.000 |
0.6824 |
|
0.618 |
0.6809 |
|
HIGH |
0.6784 |
|
0.618 |
0.6768 |
|
0.500 |
0.6763 |
|
0.382 |
0.6758 |
|
LOW |
0.6743 |
|
0.618 |
0.6718 |
|
1.000 |
0.6703 |
|
1.618 |
0.6677 |
|
2.618 |
0.6637 |
|
4.250 |
0.6571 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6763 |
0.6784 |
| PP |
0.6757 |
0.6770 |
| S1 |
0.6750 |
0.6757 |
|