CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	0.6710	0.6693	-0.0017	-0.3%	0.6736
High	0.6713	0.6693	-0.0020	-0.3%	0.6774
Low	0.6679	0.6662	-0.0017	-0.3%	0.6640
Close	0.6690	0.6662	-0.0028	-0.4%	0.6743
Range	0.0035	0.0032	-0.0003	-8.7%	0.0134
ATR	0.0044	0.0043	-0.0001	-2.1%	0.0000
Volume	134,657	132,477	-2,180	-1.6%	1,146,992

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6767	0.6746	0.6679
R3	0.6735	0.6714	0.6671
R2	0.6704	0.6704	0.6668
R1	0.6683	0.6683	0.6665	0.6678
PP	0.6672	0.6672	0.6672	0.6670
S1	0.6651	0.6651	0.6659	0.6646
S2	0.6641	0.6641	0.6656
S3	0.6609	0.6620	0.6653
S4	0.6578	0.6588	0.6645

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	0.6662	0.0087	1.3%	0.0042	0.6%	1%	False	True	154,500
10	0.6774	0.6640	0.0134	2.0%	0.0051	0.8%	17%	False	False	192,113
20	0.6797	0.6640	0.0158	2.4%	0.0039	0.6%	14%	False	False	165,666
40	0.6903	0.6640	0.0263	3.9%	0.0040	0.6%	9%	False	False	161,699
60	0.7046	0.6640	0.0406	6.1%	0.0044	0.7%	6%	False	False	113,790
80	0.7410	0.6640	0.0770	11.6%	0.0050	0.7%	3%	False	False	85,468
100	0.7465	0.6640	0.0826	12.4%	0.0050	0.8%	3%	False	False	68,394
120	0.7505	0.6640	0.0866	13.0%	0.0049	0.7%	3%	False	False	57,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6827
2.618	0.6775
1.618	0.6744
1.000	0.6725
0.618	0.6712
HIGH	0.6693
0.618	0.6681
0.500	0.6677
0.382	0.6674
LOW	0.6662
0.618	0.6642
1.000	0.6630
1.618	0.6611
2.618	0.6579
4.250	0.6528

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	0.6677	0.6701
PP	0.6672	0.6688
S1	0.6667	0.6675

Download as Excel Spreadsheet

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

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