CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6769 |
0.6711 |
-0.0058 |
-0.9% |
0.6713 |
| High |
0.6781 |
0.6741 |
-0.0040 |
-0.6% |
0.6824 |
| Low |
0.6702 |
0.6702 |
0.0001 |
0.0% |
0.6697 |
| Close |
0.6709 |
0.6711 |
0.0002 |
0.0% |
0.6711 |
| Range |
0.0079 |
0.0039 |
-0.0041 |
-51.3% |
0.0127 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
219,589 |
167,740 |
-51,849 |
-23.6% |
866,615 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6833 |
0.6810 |
0.6732 |
|
| R3 |
0.6795 |
0.6772 |
0.6721 |
|
| R2 |
0.6756 |
0.6756 |
0.6718 |
|
| R1 |
0.6733 |
0.6733 |
0.6714 |
0.6726 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6714 |
| S1 |
0.6695 |
0.6695 |
0.6707 |
0.6687 |
| S2 |
0.6679 |
0.6679 |
0.6703 |
|
| S3 |
0.6641 |
0.6656 |
0.6700 |
|
| S4 |
0.6602 |
0.6618 |
0.6689 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7125 |
0.7045 |
0.6780 |
|
| R3 |
0.6998 |
0.6918 |
0.6745 |
|
| R2 |
0.6871 |
0.6871 |
0.6734 |
|
| R1 |
0.6791 |
0.6791 |
0.6722 |
0.6767 |
| PP |
0.6744 |
0.6744 |
0.6744 |
0.6732 |
| S1 |
0.6664 |
0.6664 |
0.6699 |
0.6640 |
| S2 |
0.6617 |
0.6617 |
0.6687 |
|
| S3 |
0.6490 |
0.6537 |
0.6676 |
|
| S4 |
0.6363 |
0.6410 |
0.6641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6824 |
0.6663 |
0.0161 |
2.4% |
0.0068 |
1.0% |
30% |
False |
False |
216,128 |
| 10 |
0.6824 |
0.6611 |
0.0213 |
3.2% |
0.0059 |
0.9% |
47% |
False |
False |
199,459 |
| 20 |
0.6824 |
0.6611 |
0.0213 |
3.2% |
0.0054 |
0.8% |
47% |
False |
False |
192,932 |
| 40 |
0.6874 |
0.6611 |
0.0263 |
3.9% |
0.0046 |
0.7% |
38% |
False |
False |
174,388 |
| 60 |
0.7041 |
0.6611 |
0.0430 |
6.4% |
0.0045 |
0.7% |
23% |
False |
False |
149,199 |
| 80 |
0.7215 |
0.6611 |
0.0604 |
9.0% |
0.0046 |
0.7% |
16% |
False |
False |
112,164 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0052 |
0.8% |
12% |
False |
False |
89,789 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.7% |
0.0050 |
0.7% |
12% |
False |
False |
74,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6904 |
|
2.618 |
0.6841 |
|
1.618 |
0.6803 |
|
1.000 |
0.6779 |
|
0.618 |
0.6764 |
|
HIGH |
0.6741 |
|
0.618 |
0.6726 |
|
0.500 |
0.6721 |
|
0.382 |
0.6717 |
|
LOW |
0.6702 |
|
0.618 |
0.6678 |
|
1.000 |
0.6664 |
|
1.618 |
0.6640 |
|
2.618 |
0.6601 |
|
4.250 |
0.6538 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6721 |
0.6763 |
| PP |
0.6718 |
0.6745 |
| S1 |
0.6714 |
0.6728 |
|