CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	0.6741	0.6710	-0.0031	-0.5%	0.6736
High	0.6741	0.6713	-0.0028	-0.4%	0.6774
Low	0.6707	0.6679	-0.0029	-0.4%	0.6640
Close	0.6712	0.6690	-0.0022	-0.3%	0.6743
Range	0.0034	0.0035	0.0001	1.5%	0.0134
ATR	0.0045	0.0044	-0.0001	-1.7%	0.0000
Volume	124,827	134,657	9,830	7.9%	1,146,992

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6797	0.6778	0.6708
R3	0.6763	0.6743	0.6699
R2	0.6728	0.6728	0.6696
R1	0.6709	0.6709	0.6693	0.6701
PP	0.6694	0.6694	0.6694	0.6690
S1	0.6674	0.6674	0.6686	0.6667
S2	0.6659	0.6659	0.6683
S3	0.6625	0.6640	0.6680
S4	0.6590	0.6605	0.6671

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	0.6748	0.6640	0.0108	1.6%	0.0044	0.7%	46%	False	False	169,942
10	0.6774	0.6640	0.0134	2.0%	0.0050	0.7%	37%	False	False	192,153
20	0.6811	0.6640	0.0172	2.6%	0.0040	0.6%	29%	False	False	166,081
40	0.6907	0.6640	0.0268	4.0%	0.0040	0.6%	19%	False	False	161,331
60	0.7046	0.6640	0.0406	6.1%	0.0044	0.7%	12%	False	False	111,588
80	0.7427	0.6640	0.0787	11.8%	0.0050	0.8%	6%	False	False	83,814
100	0.7465	0.6640	0.0826	12.3%	0.0051	0.8%	6%	False	False	67,071
120	0.7511	0.6640	0.0872	13.0%	0.0049	0.7%	6%	False	False	55,898

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6860
2.618	0.6803
1.618	0.6769
1.000	0.6748
0.618	0.6734
HIGH	0.6713
0.618	0.6700
0.500	0.6696
0.382	0.6692
LOW	0.6679
0.618	0.6657
1.000	0.6644
1.618	0.6623
2.618	0.6588
4.250	0.6532

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	0.6696	0.6713
PP	0.6694	0.6705
S1	0.6692	0.6697

Download as Excel Spreadsheet

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

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