CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	0.6682	0.6641	-0.0042	-0.6%	0.6741
High	0.6699	0.6685	-0.0014	-0.2%	0.6741
Low	0.6638	0.6634	-0.0004	-0.1%	0.6633
Close	0.6640	0.6671	0.0031	0.5%	0.6634
Range	0.0061	0.0051	-0.0010	-16.4%	0.0108
ATR	0.0044	0.0045	0.0000	1.1%	0.0000
Volume	227,734	187,674	-40,060	-17.6%	656,242

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6816	0.6794	0.6699
R3	0.6765	0.6743	0.6685
R2	0.6714	0.6714	0.6680
R1	0.6692	0.6692	0.6675	0.6703
PP	0.6663	0.6663	0.6663	0.6669
S1	0.6641	0.6641	0.6666	0.6652
S2	0.6612	0.6612	0.6661
S3	0.6561	0.6590	0.6656
S4	0.6510	0.6539	0.6642

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%	0.0049	0.7%	68%	False	False	182,790
10	0.6748	0.6611	0.0137	2.1%	0.0043	0.6%	43%	False	False	163,832
20	0.6774	0.6611	0.0163	2.4%	0.0044	0.7%	37%	False	False	177,673
40	0.6874	0.6611	0.0263	3.9%	0.0042	0.6%	23%	False	False	164,805
60	0.7042	0.6611	0.0431	6.5%	0.0043	0.6%	14%	False	False	131,375
80	0.7410	0.6611	0.0799	12.0%	0.0049	0.7%	7%	False	False	98,688
100	0.7465	0.6611	0.0854	12.8%	0.0050	0.8%	7%	False	False	78,986
120	0.7465	0.6611	0.0854	12.8%	0.0049	0.7%	7%	False	False	65,829

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6902
2.618	0.6819
1.618	0.6768
1.000	0.6736
0.618	0.6717
HIGH	0.6685
0.618	0.6666
0.500	0.6660
0.382	0.6653
LOW	0.6634
0.618	0.6602
1.000	0.6583
1.618	0.6551
2.618	0.6500
4.250	0.6417

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	0.6667	0.6665
PP	0.6663	0.6660
S1	0.6660	0.6655

Download as Excel Spreadsheet

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

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