CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	0.6641	0.6667	0.0027	0.4%	0.6639
High	0.6685	0.6733	0.0048	0.7%	0.6733
Low	0.6634	0.6663	0.0029	0.4%	0.6611
Close	0.6671	0.6713	0.0043	0.6%	0.6713
Range	0.0051	0.0071	0.0020	38.2%	0.0122
ATR	0.0045	0.0047	0.0002	4.1%	0.0000
Volume	187,674	214,028	26,354	14.0%	1,009,124

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6914	0.6884	0.6752
R3	0.6844	0.6814	0.6732
R2	0.6773	0.6773	0.6726
R1	0.6743	0.6743	0.6719	0.6758
PP	0.6703	0.6703	0.6703	0.6710
S1	0.6673	0.6673	0.6707	0.6688
S2	0.6632	0.6632	0.6700
S3	0.6562	0.6602	0.6694
S4	0.6491	0.6532	0.6674

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7052	0.7004	0.6780
R3	0.6930	0.6882	0.6747
R2	0.6808	0.6808	0.6735
R1	0.6760	0.6760	0.6724	0.6784
PP	0.6686	0.6686	0.6686	0.6698
S1	0.6638	0.6638	0.6702	0.6662
S2	0.6564	0.6564	0.6691
S3	0.6442	0.6516	0.6679
S4	0.6320	0.6394	0.6646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6733	0.6611	0.0122	1.8%	0.0060	0.9%	84%	True	False	201,824
10	0.6741	0.6611	0.0130	1.9%	0.0044	0.7%	78%	False	False	166,536
20	0.6774	0.6611	0.0163	2.4%	0.0047	0.7%	63%	False	False	181,716
40	0.6874	0.6611	0.0263	3.9%	0.0042	0.6%	39%	False	False	165,812
60	0.7041	0.6611	0.0430	6.4%	0.0043	0.6%	24%	False	False	134,919
80	0.7410	0.6611	0.0799	11.9%	0.0048	0.7%	13%	False	False	101,359
100	0.7465	0.6611	0.0854	12.7%	0.0051	0.8%	12%	False	False	81,126
120	0.7465	0.6611	0.0854	12.7%	0.0049	0.7%	12%	False	False	67,613

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7033
2.618	0.6918
1.618	0.6847
1.000	0.6804
0.618	0.6777
HIGH	0.6733
0.618	0.6706
0.500	0.6698
0.382	0.6689
LOW	0.6663
0.618	0.6619
1.000	0.6592
1.618	0.6548
2.618	0.6478
4.250	0.6363

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	0.6708	0.6703
PP	0.6703	0.6693
S1	0.6698	0.6684

Download as Excel Spreadsheet

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

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