CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	0.6642	0.6672	0.0030	0.4%	0.6735
High	0.6684	0.6719	0.0036	0.5%	0.6756
Low	0.6640	0.6671	0.0031	0.5%	0.6686
Close	0.6669	0.6694	0.0025	0.4%	0.6742
Range	0.0044	0.0049	0.0005	11.5%	0.0071
ATR	0.0044	0.0045	0.0000	0.9%	0.0000
Volume	209,689	193,549	-16,140	-7.7%	821,978

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6840	0.6815	0.6720
R3	0.6791	0.6767	0.6707
R2	0.6743	0.6743	0.6702
R1	0.6718	0.6718	0.6698	0.6731
PP	0.6694	0.6694	0.6694	0.6701
S1	0.6670	0.6670	0.6689	0.6682
S2	0.6646	0.6646	0.6685
S3	0.6597	0.6621	0.6680
S4	0.6549	0.6573	0.6667

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%	0.0061	0.9%	40%	False	False	227,934
10	0.6774	0.6640	0.0134	2.0%	0.0045	0.7%	40%	False	False	191,513
20	0.6825	0.6640	0.0185	2.8%	0.0040	0.6%	29%	False	False	167,682
40	0.6963	0.6640	0.0323	4.8%	0.0040	0.6%	17%	False	False	154,660
60	0.7120	0.6640	0.0480	7.2%	0.0044	0.7%	11%	False	False	104,186
80	0.7465	0.6640	0.0826	12.3%	0.0051	0.8%	7%	False	False	78,241
100	0.7465	0.6640	0.0826	12.3%	0.0051	0.8%	7%	False	False	62,609
120	0.7610	0.6640	0.0970	14.5%	0.0048	0.7%	6%	False	False	52,178

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

Fibonacci Retracements and Extensions
4.250	0.6925
2.618	0.6846
1.618	0.6797
1.000	0.6768
0.618	0.6749
HIGH	0.6719
0.618	0.6700
0.500	0.6695
0.382	0.6689
LOW	0.6671
0.618	0.6641
1.000	0.6622
1.618	0.6592
2.618	0.6544
4.250	0.6464

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	0.6695	0.6701
PP	0.6694	0.6698
S1	0.6694	0.6696

Download as Excel Spreadsheet

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

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