CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6740 |
0.6731 |
-0.0010 |
-0.1% |
0.6757 |
| High |
0.6756 |
0.6733 |
-0.0023 |
-0.3% |
0.6797 |
| Low |
0.6716 |
0.6710 |
-0.0007 |
-0.1% |
0.6726 |
| Close |
0.6729 |
0.6723 |
-0.0006 |
-0.1% |
0.6734 |
| Range |
0.0040 |
0.0024 |
-0.0017 |
-41.3% |
0.0071 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
170,082 |
132,876 |
-37,206 |
-21.9% |
657,512 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6792 |
0.6781 |
0.6736 |
|
| R3 |
0.6769 |
0.6758 |
0.6729 |
|
| R2 |
0.6745 |
0.6745 |
0.6727 |
|
| R1 |
0.6734 |
0.6734 |
0.6725 |
0.6728 |
| PP |
0.6722 |
0.6722 |
0.6722 |
0.6719 |
| S1 |
0.6711 |
0.6711 |
0.6721 |
0.6705 |
| S2 |
0.6698 |
0.6698 |
0.6719 |
|
| S3 |
0.6675 |
0.6687 |
0.6717 |
|
| S4 |
0.6651 |
0.6664 |
0.6710 |
|
|
| 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 |
0.6710 |
0.0047 |
0.7% |
0.0024 |
0.4% |
29% |
False |
True |
141,740 |
| 10 |
0.6797 |
0.6710 |
0.0088 |
1.3% |
0.0028 |
0.4% |
15% |
False |
True |
139,219 |
| 20 |
0.6874 |
0.6710 |
0.0165 |
2.4% |
0.0038 |
0.6% |
8% |
False |
True |
153,647 |
| 40 |
0.7041 |
0.6710 |
0.0331 |
4.9% |
0.0040 |
0.6% |
4% |
False |
True |
122,387 |
| 60 |
0.7215 |
0.6710 |
0.0506 |
7.5% |
0.0044 |
0.6% |
3% |
False |
True |
81,882 |
| 80 |
0.7465 |
0.6710 |
0.0756 |
11.2% |
0.0052 |
0.8% |
2% |
False |
True |
61,472 |
| 100 |
0.7465 |
0.6710 |
0.0756 |
11.2% |
0.0050 |
0.7% |
2% |
False |
True |
49,189 |
| 120 |
0.7716 |
0.6710 |
0.1006 |
15.0% |
0.0047 |
0.7% |
1% |
False |
True |
40,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6833 |
|
2.618 |
0.6795 |
|
1.618 |
0.6771 |
|
1.000 |
0.6757 |
|
0.618 |
0.6748 |
|
HIGH |
0.6733 |
|
0.618 |
0.6724 |
|
0.500 |
0.6721 |
|
0.382 |
0.6718 |
|
LOW |
0.6710 |
|
0.618 |
0.6695 |
|
1.000 |
0.6686 |
|
1.618 |
0.6671 |
|
2.618 |
0.6648 |
|
4.250 |
0.6610 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6733 |
| PP |
0.6722 |
0.6730 |
| S1 |
0.6721 |
0.6726 |
|