CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	0.6667	0.6713	0.0046	0.7%	0.6639
High	0.6733	0.6782	0.0049	0.7%	0.6733
Low	0.6663	0.6697	0.0034	0.5%	0.6611
Close	0.6713	0.6772	0.0059	0.9%	0.6713
Range	0.0071	0.0086	0.0015	21.3%	0.0122
ATR	0.0047	0.0049	0.0003	6.0%	0.0000
Volume	214,028	245,135	31,107	14.5%	1,009,124

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7007	0.6975	0.6819
R3	0.6921	0.6889	0.6796
R2	0.6836	0.6836	0.6788
R1	0.6804	0.6804	0.6780	0.6820
PP	0.6750	0.6750	0.6750	0.6758
S1	0.6718	0.6718	0.6764	0.6734
S2	0.6665	0.6665	0.6756
S3	0.6579	0.6633	0.6748
S4	0.6494	0.6547	0.6725

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	0.6782	0.6611	0.0171	2.5%	0.0071	1.0%	94%	True	False	218,643
10	0.6782	0.6611	0.0171	2.5%	0.0049	0.7%	94%	True	False	178,567
20	0.6782	0.6611	0.0171	2.5%	0.0050	0.7%	94%	True	False	187,131
40	0.6874	0.6611	0.0263	3.9%	0.0044	0.6%	61%	False	False	169,405
60	0.7041	0.6611	0.0430	6.3%	0.0044	0.7%	37%	False	False	138,977
80	0.7262	0.6611	0.0651	9.6%	0.0047	0.7%	25%	False	False	104,418
100	0.7465	0.6611	0.0854	12.6%	0.0051	0.8%	19%	False	False	83,575
120	0.7465	0.6611	0.0854	12.6%	0.0050	0.7%	19%	False	False	69,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7145
2.618	0.7006
1.618	0.6920
1.000	0.6868
0.618	0.6835
HIGH	0.6782
0.618	0.6749
0.500	0.6739
0.382	0.6729
LOW	0.6697
0.618	0.6644
1.000	0.6611
1.618	0.6558
2.618	0.6473
4.250	0.6333

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	0.6761	0.6751
PP	0.6750	0.6729
S1	0.6739	0.6708

Download as Excel Spreadsheet

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

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