CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	0.6762	0.6642	-0.0120	-1.8%	0.6735
High	0.6762	0.6684	-0.0079	-1.2%	0.6756
Low	0.6640	0.6640	0.0001	0.0%	0.6686
Close	0.6647	0.6669	0.0023	0.3%	0.6742
Range	0.0123	0.0044	-0.0079	-64.5%	0.0071
ATR	0.0044	0.0044	0.0000	-0.1%	0.0000
Volume	351,107	209,689	-141,418	-40.3%	821,978

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6795	0.6775	0.6693
R3	0.6751	0.6732	0.6681
R2	0.6708	0.6708	0.6677
R1	0.6688	0.6688	0.6673	0.6698
PP	0.6664	0.6664	0.6664	0.6669
S1	0.6645	0.6645	0.6665	0.6655
S2	0.6621	0.6621	0.6661
S3	0.6577	0.6601	0.6657
S4	0.6534	0.6558	0.6645

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6939	0.6911	0.6781
R3	0.6869	0.6841	0.6761
R2	0.6798	0.6798	0.6755
R1	0.6770	0.6770	0.6748	0.6784
PP	0.6728	0.6728	0.6728	0.6735
S1	0.6700	0.6700	0.6736	0.6714
S2	0.6657	0.6657	0.6729
S3	0.6587	0.6629	0.6723
S4	0.6516	0.6559	0.6703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6774	0.6640	0.0134	2.0%	0.0060	0.9%	22%	False	False	229,726
10	0.6774	0.6640	0.0134	2.0%	0.0042	0.6%	22%	False	False	185,733
20	0.6825	0.6640	0.0185	2.8%	0.0040	0.6%	16%	False	False	166,459
40	0.6963	0.6640	0.0323	4.8%	0.0040	0.6%	9%	False	False	150,143
60	0.7135	0.6640	0.0496	7.4%	0.0044	0.7%	6%	False	False	100,976
80	0.7465	0.6640	0.0826	12.4%	0.0052	0.8%	4%	False	False	75,824
100	0.7465	0.6640	0.0826	12.4%	0.0051	0.8%	4%	False	False	60,674
120	0.7679	0.6640	0.1040	15.6%	0.0048	0.7%	3%	False	False	50,565

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6868
2.618	0.6797
1.618	0.6754
1.000	0.6727
0.618	0.6710
HIGH	0.6684
0.618	0.6667
0.500	0.6662
0.382	0.6657
LOW	0.6640
0.618	0.6613
1.000	0.6597
1.618	0.6570
2.618	0.6526
4.250	0.6455

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	0.6667	0.6707
PP	0.6664	0.6694
S1	0.6662	0.6682

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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