CME Japanese Yen Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6815 |
0.6764 |
-0.0051 |
-0.7% |
0.6711 |
| High |
0.6827 |
0.6835 |
0.0008 |
0.1% |
0.6839 |
| Low |
0.6749 |
0.6757 |
0.0008 |
0.1% |
0.6703 |
| Close |
0.6764 |
0.6826 |
0.0062 |
0.9% |
0.6826 |
| Range |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0136 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.0% |
0.0000 |
| Volume |
196,290 |
203,491 |
7,201 |
3.7% |
965,191 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7040 |
0.7011 |
0.6868 |
|
| R3 |
0.6962 |
0.6933 |
0.6847 |
|
| R2 |
0.6884 |
0.6884 |
0.6840 |
|
| R1 |
0.6855 |
0.6855 |
0.6833 |
0.6869 |
| PP |
0.6806 |
0.6806 |
0.6806 |
0.6813 |
| S1 |
0.6777 |
0.6777 |
0.6818 |
0.6791 |
| S2 |
0.6728 |
0.6728 |
0.6811 |
|
| S3 |
0.6650 |
0.6699 |
0.6804 |
|
| S4 |
0.6572 |
0.6621 |
0.6783 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7196 |
0.7146 |
0.6900 |
|
| R3 |
0.7060 |
0.7011 |
0.6863 |
|
| R2 |
0.6925 |
0.6925 |
0.6850 |
|
| R1 |
0.6875 |
0.6875 |
0.6838 |
0.6900 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6801 |
| S1 |
0.6740 |
0.6740 |
0.6813 |
0.6764 |
| S2 |
0.6654 |
0.6654 |
0.6801 |
|
| S3 |
0.6518 |
0.6604 |
0.6788 |
|
| S4 |
0.6383 |
0.6469 |
0.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6839 |
0.6703 |
0.0136 |
2.0% |
0.0067 |
1.0% |
90% |
False |
False |
193,038 |
| 10 |
0.6839 |
0.6663 |
0.0176 |
2.6% |
0.0067 |
1.0% |
93% |
False |
False |
204,583 |
| 20 |
0.6839 |
0.6611 |
0.0228 |
3.3% |
0.0055 |
0.8% |
94% |
False |
False |
184,208 |
| 40 |
0.6839 |
0.6611 |
0.0228 |
3.3% |
0.0048 |
0.7% |
94% |
False |
False |
175,945 |
| 60 |
0.6963 |
0.6611 |
0.0352 |
5.1% |
0.0045 |
0.7% |
61% |
False |
False |
164,510 |
| 80 |
0.7120 |
0.6611 |
0.0509 |
7.5% |
0.0047 |
0.7% |
42% |
False |
False |
124,192 |
| 100 |
0.7465 |
0.6611 |
0.0854 |
12.5% |
0.0052 |
0.8% |
25% |
False |
False |
99,434 |
| 120 |
0.7465 |
0.6611 |
0.0854 |
12.5% |
0.0052 |
0.8% |
25% |
False |
False |
82,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7166 |
|
2.618 |
0.7039 |
|
1.618 |
0.6961 |
|
1.000 |
0.6913 |
|
0.618 |
0.6883 |
|
HIGH |
0.6835 |
|
0.618 |
0.6805 |
|
0.500 |
0.6796 |
|
0.382 |
0.6786 |
|
LOW |
0.6757 |
|
0.618 |
0.6708 |
|
1.000 |
0.6679 |
|
1.618 |
0.6630 |
|
2.618 |
0.6552 |
|
4.250 |
0.6425 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6815 |
| PP |
0.6806 |
0.6804 |
| S1 |
0.6796 |
0.6794 |
|