CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	0.6629	0.6682	0.0054	0.8%	0.6741
High	0.6696	0.6699	0.0004	0.1%	0.6741
Low	0.6611	0.6638	0.0027	0.4%	0.6633
Close	0.6687	0.6640	-0.0047	-0.7%	0.6634
Range	0.0085	0.0061	-0.0024	-27.8%	0.0108
ATR	0.0043	0.0044	0.0001	3.0%	0.0000
Volume	218,647	227,734	9,087	4.2%	656,242

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6842	0.6802	0.6674
R3	0.6781	0.6741	0.6657
R2	0.6720	0.6720	0.6651
R1	0.6680	0.6680	0.6646	0.6670
PP	0.6659	0.6659	0.6659	0.6654
S1	0.6619	0.6619	0.6634	0.6609
S2	0.6598	0.6598	0.6629
S3	0.6537	0.6558	0.6623
S4	0.6476	0.6497	0.6606

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	0.6699	0.6611	0.0088	1.3%	0.0044	0.7%	33%	True	False	174,340
10	0.6748	0.6611	0.0137	2.1%	0.0043	0.6%	21%	False	False	164,420
20	0.6774	0.6611	0.0163	2.4%	0.0043	0.6%	18%	False	False	175,076
40	0.6882	0.6611	0.0271	4.1%	0.0042	0.6%	11%	False	False	165,450
60	0.7046	0.6611	0.0435	6.5%	0.0043	0.7%	7%	False	False	128,261
80	0.7410	0.6611	0.0799	12.0%	0.0049	0.7%	4%	False	False	96,346
100	0.7465	0.6611	0.0854	12.9%	0.0050	0.8%	3%	False	False	77,109
120	0.7465	0.6611	0.0854	12.9%	0.0049	0.7%	3%	False	False	64,265

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6958
2.618	0.6859
1.618	0.6798
1.000	0.6760
0.618	0.6737
HIGH	0.6699
0.618	0.6676
0.500	0.6669
0.382	0.6661
LOW	0.6638
0.618	0.6600
1.000	0.6577
1.618	0.6539
2.618	0.6478
4.250	0.6379

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	0.6669	0.6655
PP	0.6659	0.6650
S1	0.6650	0.6645

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