CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	0.6646	0.6639	-0.0008	-0.1%	0.6741
High	0.6650	0.6650	0.0000	0.0%	0.6741
Low	0.6633	0.6619	-0.0015	-0.2%	0.6633
Close	0.6634	0.6633	-0.0001	0.0%	0.6634
Range	0.0017	0.0032	0.0015	85.3%	0.0108
ATR	0.0040	0.0040	-0.0001	-1.6%	0.0000
Volume	118,856	161,041	42,185	35.5%	656,242

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6728	0.6712	0.6650
R3	0.6697	0.6680	0.6641
R2	0.6665	0.6665	0.6638
R1	0.6649	0.6649	0.6635	0.6641
PP	0.6634	0.6634	0.6634	0.6630
S1	0.6617	0.6617	0.6630	0.6610
S2	0.6602	0.6602	0.6627
S3	0.6571	0.6586	0.6624
S4	0.6539	0.6554	0.6615

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	0.6713	0.6619	0.0095	1.4%	0.0028	0.4%	15%	False	True	138,491
10	0.6762	0.6619	0.0144	2.2%	0.0045	0.7%	10%	False	True	175,861
20	0.6797	0.6619	0.0179	2.7%	0.0039	0.6%	8%	False	True	166,086
40	0.6882	0.6619	0.0264	4.0%	0.0040	0.6%	5%	False	True	162,764
60	0.7046	0.6619	0.0427	6.4%	0.0043	0.6%	3%	False	True	120,849
80	0.7410	0.6619	0.0791	11.9%	0.0048	0.7%	2%	False	True	90,777
100	0.7465	0.6619	0.0847	12.8%	0.0050	0.7%	2%	False	True	72,646
120	0.7466	0.6619	0.0848	12.8%	0.0049	0.7%	2%	False	True	60,547

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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6784
2.618	0.6732
1.618	0.6701
1.000	0.6682
0.618	0.6669
HIGH	0.6650
0.618	0.6638
0.500	0.6634
0.382	0.6631
LOW	0.6619
0.618	0.6599
1.000	0.6587
1.618	0.6568
2.618	0.6536
4.250	0.6485

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	0.6634	0.6645
PP	0.6634	0.6641
S1	0.6633	0.6637

Download as Excel Spreadsheet

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

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