CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6667 |
0.6713 |
0.0046 |
0.7% |
0.6639 |
| High |
0.6733 |
0.6782 |
0.0049 |
0.7% |
0.6733 |
| Low |
0.6663 |
0.6697 |
0.0034 |
0.5% |
0.6611 |
| Close |
0.6713 |
0.6772 |
0.0059 |
0.9% |
0.6713 |
| Range |
0.0071 |
0.0086 |
0.0015 |
21.3% |
0.0122 |
| ATR |
0.0047 |
0.0049 |
0.0003 |
6.0% |
0.0000 |
| Volume |
214,028 |
245,135 |
31,107 |
14.5% |
1,009,124 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7007 |
0.6975 |
0.6819 |
|
| R3 |
0.6921 |
0.6889 |
0.6796 |
|
| R2 |
0.6836 |
0.6836 |
0.6788 |
|
| R1 |
0.6804 |
0.6804 |
0.6780 |
0.6820 |
| PP |
0.6750 |
0.6750 |
0.6750 |
0.6758 |
| S1 |
0.6718 |
0.6718 |
0.6764 |
0.6734 |
| S2 |
0.6665 |
0.6665 |
0.6756 |
|
| S3 |
0.6579 |
0.6633 |
0.6748 |
|
| S4 |
0.6494 |
0.6547 |
0.6725 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7052 |
0.7004 |
0.6780 |
|
| R3 |
0.6930 |
0.6882 |
0.6747 |
|
| R2 |
0.6808 |
0.6808 |
0.6735 |
|
| R1 |
0.6760 |
0.6760 |
0.6724 |
0.6784 |
| PP |
0.6686 |
0.6686 |
0.6686 |
0.6698 |
| S1 |
0.6638 |
0.6638 |
0.6702 |
0.6662 |
| S2 |
0.6564 |
0.6564 |
0.6691 |
|
| S3 |
0.6442 |
0.6516 |
0.6679 |
|
| S4 |
0.6320 |
0.6394 |
0.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6782 |
0.6611 |
0.0171 |
2.5% |
0.0071 |
1.0% |
94% |
True |
False |
218,643 |
| 10 |
0.6782 |
0.6611 |
0.0171 |
2.5% |
0.0049 |
0.7% |
94% |
True |
False |
178,567 |
| 20 |
0.6782 |
0.6611 |
0.0171 |
2.5% |
0.0050 |
0.7% |
94% |
True |
False |
187,131 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0044 |
0.6% |
61% |
False |
False |
169,405 |
| 60 |
0.7041 |
0.6611 |
0.0430 |
6.3% |
0.0044 |
0.7% |
37% |
False |
False |
138,977 |
| 80 |
0.7262 |
0.6611 |
0.0651 |
9.6% |
0.0047 |
0.7% |
25% |
False |
False |
104,418 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0051 |
0.8% |
19% |
False |
False |
83,575 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.6% |
0.0050 |
0.7% |
19% |
False |
False |
69,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7145 |
|
2.618 |
0.7006 |
|
1.618 |
0.6920 |
|
1.000 |
0.6868 |
|
0.618 |
0.6835 |
|
HIGH |
0.6782 |
|
0.618 |
0.6749 |
|
0.500 |
0.6739 |
|
0.382 |
0.6729 |
|
LOW |
0.6697 |
|
0.618 |
0.6644 |
|
1.000 |
0.6611 |
|
1.618 |
0.6558 |
|
2.618 |
0.6473 |
|
4.250 |
0.6333 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6761 |
0.6751 |
| PP |
0.6750 |
0.6729 |
| S1 |
0.6739 |
0.6708 |
|