CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	0.6694	0.6741	0.0048	0.7%	0.6736
High	0.6748	0.6741	-0.0007	-0.1%	0.6774
Low	0.6689	0.6707	0.0019	0.3%	0.6640
Close	0.6743	0.6712	-0.0032	-0.5%	0.6743
Range	0.0060	0.0034	-0.0026	-42.9%	0.0134
ATR	0.0046	0.0045	-0.0001	-1.5%	0.0000
Volume	186,991	124,827	-62,164	-33.2%	1,146,992

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6822	0.6801	0.6730
R3	0.6788	0.6767	0.6721
R2	0.6754	0.6754	0.6718
R1	0.6733	0.6733	0.6715	0.6726
PP	0.6720	0.6720	0.6720	0.6717
S1	0.6699	0.6699	0.6708	0.6692
S2	0.6686	0.6686	0.6705
S3	0.6652	0.6665	0.6702
S4	0.6618	0.6631	0.6693

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	0.6762	0.6640	0.0123	1.8%	0.0062	0.9%	59%	False	False	213,232
10	0.6774	0.6640	0.0134	2.0%	0.0051	0.8%	54%	False	False	195,695
20	0.6825	0.6640	0.0185	2.8%	0.0040	0.6%	39%	False	False	166,854
40	0.6935	0.6640	0.0296	4.4%	0.0040	0.6%	24%	False	False	160,024
60	0.7048	0.6640	0.0408	6.1%	0.0044	0.7%	18%	False	False	109,356
80	0.7427	0.6640	0.0787	11.7%	0.0051	0.8%	9%	False	False	82,133
100	0.7465	0.6640	0.0826	12.3%	0.0051	0.8%	9%	False	False	65,725
120	0.7511	0.6640	0.0872	13.0%	0.0048	0.7%	8%	False	False	54,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6886
2.618	0.6830
1.618	0.6796
1.000	0.6775
0.618	0.6762
HIGH	0.6741
0.618	0.6728
0.500	0.6724
0.382	0.6720
LOW	0.6707
0.618	0.6686
1.000	0.6673
1.618	0.6652
2.618	0.6618
4.250	0.6563

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	0.6724	0.6711
PP	0.6720	0.6710
S1	0.6716	0.6709

Download as Excel Spreadsheet

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

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