CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	0.6666	0.6646	-0.0020	-0.3%	0.6741
High	0.6671	0.6650	-0.0021	-0.3%	0.6741
Low	0.6644	0.6633	-0.0011	-0.2%	0.6633
Close	0.6647	0.6634	-0.0013	-0.2%	0.6634
Range	0.0027	0.0017	-0.0010	-37.0%	0.0108
ATR	0.0042	0.0040	-0.0002	-4.3%	0.0000
Volume	145,425	118,856	-26,569	-18.3%	656,242

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6690	0.6679	0.6643
R3	0.6673	0.6662	0.6638
R2	0.6656	0.6656	0.6637
R1	0.6645	0.6645	0.6635	0.6642
PP	0.6639	0.6639	0.6639	0.6637
S1	0.6628	0.6628	0.6632	0.6625
S2	0.6622	0.6622	0.6630
S3	0.6605	0.6611	0.6629
S4	0.6588	0.6594	0.6624

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6993	0.6921	0.6693
R3	0.6885	0.6813	0.6663
R2	0.6777	0.6777	0.6653
R1	0.6705	0.6705	0.6643	0.6687
PP	0.6669	0.6669	0.6669	0.6660
S1	0.6597	0.6597	0.6624	0.6579
S2	0.6561	0.6561	0.6614
S3	0.6453	0.6489	0.6604
S4	0.6345	0.6381	0.6574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6741	0.6633	0.0108	1.6%	0.0029	0.4%	0%	False	True	131,248
10	0.6774	0.6633	0.0141	2.1%	0.0047	0.7%	0%	False	True	180,323
20	0.6797	0.6633	0.0164	2.5%	0.0039	0.6%	0%	False	True	164,136
40	0.6882	0.6633	0.0249	3.8%	0.0039	0.6%	0%	False	True	160,987
60	0.7046	0.6633	0.0413	6.2%	0.0043	0.6%	0%	False	True	118,175
80	0.7410	0.6633	0.0777	11.7%	0.0049	0.7%	0%	False	True	88,767
100	0.7465	0.6633	0.0832	12.5%	0.0050	0.8%	0%	False	True	71,036
120	0.7466	0.6633	0.0833	12.6%	0.0048	0.7%	0%	False	True	59,205

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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.6722
2.618	0.6695
1.618	0.6678
1.000	0.6667
0.618	0.6661
HIGH	0.6650
0.618	0.6644
0.500	0.6642
0.382	0.6639
LOW	0.6633
0.618	0.6622
1.000	0.6616
1.618	0.6605
2.618	0.6588
4.250	0.6561

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	0.6642	0.6663
PP	0.6639	0.6653
S1	0.6636	0.6643

Download as Excel Spreadsheet

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

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