CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	0.6693	0.6666	-0.0027	-0.4%	0.6736
High	0.6693	0.6671	-0.0023	-0.3%	0.6774
Low	0.6662	0.6644	-0.0018	-0.3%	0.6640
Close	0.6662	0.6647	-0.0016	-0.2%	0.6743
Range	0.0032	0.0027	-0.0005	-14.3%	0.0134
ATR	0.0043	0.0042	-0.0001	-2.7%	0.0000
Volume	132,477	145,425	12,948	9.8%	1,146,992

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6735	0.6718	0.6661
R3	0.6708	0.6691	0.6654
R2	0.6681	0.6681	0.6651
R1	0.6664	0.6664	0.6649	0.6659
PP	0.6654	0.6654	0.6654	0.6651
S1	0.6637	0.6637	0.6644	0.6632
S2	0.6627	0.6627	0.6642
S3	0.6600	0.6610	0.6639
S4	0.6573	0.6583	0.6632

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	0.6644	0.0105	1.6%	0.0037	0.6%	3%	False	True	144,875
10	0.6774	0.6640	0.0134	2.0%	0.0049	0.7%	5%	False	False	186,404
20	0.6797	0.6640	0.0158	2.4%	0.0039	0.6%	4%	False	False	165,314
40	0.6886	0.6640	0.0247	3.7%	0.0040	0.6%	3%	False	False	162,174
60	0.7046	0.6640	0.0406	6.1%	0.0043	0.6%	2%	False	False	116,199
80	0.7410	0.6640	0.0770	11.6%	0.0050	0.7%	1%	False	False	87,283
100	0.7465	0.6640	0.0826	12.4%	0.0050	0.8%	1%	False	False	69,848
120	0.7466	0.6640	0.0827	12.4%	0.0048	0.7%	1%	False	False	58,214

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	0.0003
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6785
2.618	0.6741
1.618	0.6714
1.000	0.6698
0.618	0.6687
HIGH	0.6671
0.618	0.6660
0.500	0.6657
0.382	0.6654
LOW	0.6644
0.618	0.6627
1.000	0.6617
1.618	0.6600
2.618	0.6573
4.250	0.6529

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	0.6657	0.6678
PP	0.6654	0.6668
S1	0.6650	0.6657

Download as Excel Spreadsheet

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

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