CME Japanese Yen Future December 2023
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6776 |
0.6783 |
0.0007 |
0.1% |
0.6830 |
High |
0.6790 |
0.6818 |
0.0028 |
0.4% |
0.6837 |
Low |
0.6772 |
0.6770 |
-0.0002 |
0.0% |
0.6769 |
Close |
0.6786 |
0.6778 |
-0.0009 |
-0.1% |
0.6778 |
Range |
0.0019 |
0.0048 |
0.0029 |
156.8% |
0.0069 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.9% |
0.0000 |
Volume |
158,561 |
196,663 |
38,102 |
24.0% |
720,240 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6931 |
0.6902 |
0.6804 |
|
R3 |
0.6883 |
0.6854 |
0.6791 |
|
R2 |
0.6836 |
0.6836 |
0.6786 |
|
R1 |
0.6807 |
0.6807 |
0.6782 |
0.6798 |
PP |
0.6788 |
0.6788 |
0.6788 |
0.6784 |
S1 |
0.6759 |
0.6759 |
0.6773 |
0.6750 |
S2 |
0.6741 |
0.6741 |
0.6769 |
|
S3 |
0.6693 |
0.6712 |
0.6764 |
|
S4 |
0.6646 |
0.6664 |
0.6751 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7000 |
0.6957 |
0.6815 |
|
R3 |
0.6931 |
0.6889 |
0.6796 |
|
R2 |
0.6863 |
0.6863 |
0.6790 |
|
R1 |
0.6820 |
0.6820 |
0.6784 |
0.6807 |
PP |
0.6794 |
0.6794 |
0.6794 |
0.6788 |
S1 |
0.6752 |
0.6752 |
0.6771 |
0.6739 |
S2 |
0.6726 |
0.6726 |
0.6765 |
|
S3 |
0.6657 |
0.6683 |
0.6759 |
|
S4 |
0.6589 |
0.6615 |
0.6740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6837 |
0.6769 |
0.0069 |
1.0% |
0.0032 |
0.5% |
13% |
False |
False |
144,048 |
10 |
0.6882 |
0.6769 |
0.0114 |
1.7% |
0.0033 |
0.5% |
8% |
False |
False |
153,633 |
20 |
0.7041 |
0.6769 |
0.0272 |
4.0% |
0.0042 |
0.6% |
3% |
False |
False |
108,560 |
40 |
0.7215 |
0.6769 |
0.0447 |
6.6% |
0.0045 |
0.7% |
2% |
False |
False |
54,835 |
60 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0056 |
0.8% |
1% |
False |
False |
36,667 |
80 |
0.7465 |
0.6769 |
0.0697 |
10.3% |
0.0053 |
0.8% |
1% |
False |
False |
27,515 |
100 |
0.7701 |
0.6769 |
0.0932 |
13.8% |
0.0048 |
0.7% |
1% |
False |
False |
22,016 |
120 |
0.7840 |
0.6769 |
0.1072 |
15.8% |
0.0043 |
0.6% |
1% |
False |
False |
18,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7019 |
2.618 |
0.6942 |
1.618 |
0.6894 |
1.000 |
0.6865 |
0.618 |
0.6847 |
HIGH |
0.6818 |
0.618 |
0.6799 |
0.500 |
0.6794 |
0.382 |
0.6788 |
LOW |
0.6770 |
0.618 |
0.6741 |
1.000 |
0.6723 |
1.618 |
0.6693 |
2.618 |
0.6646 |
4.250 |
0.6568 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6794 |
0.6793 |
PP |
0.6788 |
0.6788 |
S1 |
0.6783 |
0.6783 |
|