CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6710 |
0.6693 |
-0.0017 |
-0.3% |
0.6736 |
| High |
0.6713 |
0.6693 |
-0.0020 |
-0.3% |
0.6774 |
| Low |
0.6679 |
0.6662 |
-0.0017 |
-0.3% |
0.6640 |
| Close |
0.6690 |
0.6662 |
-0.0028 |
-0.4% |
0.6743 |
| Range |
0.0035 |
0.0032 |
-0.0003 |
-8.7% |
0.0134 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
134,657 |
132,477 |
-2,180 |
-1.6% |
1,146,992 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6767 |
0.6746 |
0.6679 |
|
| R3 |
0.6735 |
0.6714 |
0.6671 |
|
| R2 |
0.6704 |
0.6704 |
0.6668 |
|
| R1 |
0.6683 |
0.6683 |
0.6665 |
0.6678 |
| PP |
0.6672 |
0.6672 |
0.6672 |
0.6670 |
| S1 |
0.6651 |
0.6651 |
0.6659 |
0.6646 |
| S2 |
0.6641 |
0.6641 |
0.6656 |
|
| S3 |
0.6609 |
0.6620 |
0.6653 |
|
| S4 |
0.6578 |
0.6588 |
0.6645 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7121 |
0.7066 |
0.6817 |
|
| R3 |
0.6987 |
0.6932 |
0.6780 |
|
| R2 |
0.6853 |
0.6853 |
0.6768 |
|
| R1 |
0.6798 |
0.6798 |
0.6755 |
0.6825 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6732 |
| S1 |
0.6664 |
0.6664 |
0.6731 |
0.6691 |
| S2 |
0.6585 |
0.6585 |
0.6718 |
|
| S3 |
0.6451 |
0.6530 |
0.6706 |
|
| S4 |
0.6317 |
0.6396 |
0.6669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6748 |
0.6662 |
0.0087 |
1.3% |
0.0042 |
0.6% |
1% |
False |
True |
154,500 |
| 10 |
0.6774 |
0.6640 |
0.0134 |
2.0% |
0.0051 |
0.8% |
17% |
False |
False |
192,113 |
| 20 |
0.6797 |
0.6640 |
0.0158 |
2.4% |
0.0039 |
0.6% |
14% |
False |
False |
165,666 |
| 40 |
0.6903 |
0.6640 |
0.0263 |
3.9% |
0.0040 |
0.6% |
9% |
False |
False |
161,699 |
| 60 |
0.7046 |
0.6640 |
0.0406 |
6.1% |
0.0044 |
0.7% |
6% |
False |
False |
113,790 |
| 80 |
0.7410 |
0.6640 |
0.0770 |
11.6% |
0.0050 |
0.7% |
3% |
False |
False |
85,468 |
| 100 |
0.7465 |
0.6640 |
0.0826 |
12.4% |
0.0050 |
0.8% |
3% |
False |
False |
68,394 |
| 120 |
0.7505 |
0.6640 |
0.0866 |
13.0% |
0.0049 |
0.7% |
3% |
False |
False |
57,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6827 |
|
2.618 |
0.6775 |
|
1.618 |
0.6744 |
|
1.000 |
0.6725 |
|
0.618 |
0.6712 |
|
HIGH |
0.6693 |
|
0.618 |
0.6681 |
|
0.500 |
0.6677 |
|
0.382 |
0.6674 |
|
LOW |
0.6662 |
|
0.618 |
0.6642 |
|
1.000 |
0.6630 |
|
1.618 |
0.6611 |
|
2.618 |
0.6579 |
|
4.250 |
0.6528 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6677 |
0.6701 |
| PP |
0.6672 |
0.6688 |
| S1 |
0.6667 |
0.6675 |
|