CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	0.6639	0.6629	-0.0010	-0.2%	0.6741
High	0.6650	0.6696	0.0046	0.7%	0.6741
Low	0.6619	0.6611	-0.0008	-0.1%	0.6633
Close	0.6633	0.6687	0.0054	0.8%	0.6634
Range	0.0032	0.0085	0.0053	168.3%	0.0108
ATR	0.0040	0.0043	0.0003	8.0%	0.0000
Volume	161,041	218,647	57,606	35.8%	656,242

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6918	0.6887	0.6733
R3	0.6833	0.6802	0.6710
R2	0.6749	0.6749	0.6702
R1	0.6718	0.6718	0.6694	0.6733
PP	0.6664	0.6664	0.6664	0.6672
S1	0.6633	0.6633	0.6679	0.6649
S2	0.6580	0.6580	0.6671
S3	0.6495	0.6549	0.6663
S4	0.6411	0.6464	0.6640

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	0.6696	0.6611	0.0085	1.3%	0.0038	0.6%	89%	True	True	155,289
10	0.6748	0.6611	0.0137	2.0%	0.0041	0.6%	55%	False	True	162,615
20	0.6774	0.6611	0.0163	2.4%	0.0040	0.6%	46%	False	True	170,004
40	0.6882	0.6611	0.0271	4.1%	0.0041	0.6%	28%	False	True	164,575
60	0.7046	0.6611	0.0435	6.5%	0.0043	0.6%	17%	False	True	124,482
80	0.7410	0.6611	0.0799	11.9%	0.0049	0.7%	9%	False	True	93,501
100	0.7465	0.6611	0.0854	12.8%	0.0050	0.7%	9%	False	True	74,832
120	0.7465	0.6611	0.0854	12.8%	0.0049	0.7%	9%	False	True	62,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7055
2.618	0.6917
1.618	0.6832
1.000	0.6780
0.618	0.6748
HIGH	0.6696
0.618	0.6663
0.500	0.6653
0.382	0.6643
LOW	0.6611
0.618	0.6559
1.000	0.6527
1.618	0.6474
2.618	0.6390
4.250	0.6252

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	0.6675	0.6675
PP	0.6664	0.6664
S1	0.6653	0.6653

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols