CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	0.6672	0.6694	0.0022	0.3%	0.6736
High	0.6719	0.6748	0.0029	0.4%	0.6774
Low	0.6671	0.6689	0.0018	0.3%	0.6640
Close	0.6694	0.6743	0.0050	0.7%	0.6743
Range	0.0049	0.0060	0.0011	22.7%	0.0134
ATR	0.0045	0.0046	0.0001	2.4%	0.0000
Volume	193,549	186,991	-6,558	-3.4%	1,146,992

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6905	0.6884	0.6776
R3	0.6846	0.6824	0.6759
R2	0.6786	0.6786	0.6754
R1	0.6765	0.6765	0.6748	0.6775
PP	0.6727	0.6727	0.6727	0.6732
S1	0.6705	0.6705	0.6738	0.6716
S2	0.6667	0.6667	0.6732
S3	0.6608	0.6646	0.6727
S4	0.6548	0.6586	0.6710

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7121	0.7066	0.6817
R3	0.6987	0.6932	0.6780
R2	0.6853	0.6853	0.6768
R1	0.6798	0.6798	0.6755	0.6825
PP	0.6719	0.6719	0.6719	0.6732
S1	0.6664	0.6664	0.6731	0.6691
S2	0.6585	0.6585	0.6718
S3	0.6451	0.6530	0.6706
S4	0.6317	0.6396	0.6669

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%	0.0065	1.0%	77%	False	False	229,398
10	0.6774	0.6640	0.0134	2.0%	0.0050	0.7%	77%	False	False	196,897
20	0.6825	0.6640	0.0185	2.7%	0.0040	0.6%	56%	False	False	167,237
40	0.6963	0.6640	0.0323	4.8%	0.0040	0.6%	32%	False	False	158,651
60	0.7064	0.6640	0.0425	6.3%	0.0044	0.6%	24%	False	False	107,289
80	0.7465	0.6640	0.0826	12.2%	0.0051	0.8%	13%	False	False	80,577
100	0.7465	0.6640	0.0826	12.2%	0.0051	0.8%	13%	False	False	64,477
120	0.7595	0.6640	0.0955	14.2%	0.0048	0.7%	11%	False	False	53,736

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7001
2.618	0.6904
1.618	0.6844
1.000	0.6808
0.618	0.6785
HIGH	0.6748
0.618	0.6725
0.500	0.6718
0.382	0.6711
LOW	0.6689
0.618	0.6652
1.000	0.6629
1.618	0.6592
2.618	0.6533
4.250	0.6436

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	0.6735	0.6727
PP	0.6727	0.6710
S1	0.6718	0.6694

Download as Excel Spreadsheet

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

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