CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	0.6713	0.6770	0.0057	0.8%	0.6639
High	0.6782	0.6824	0.0042	0.6%	0.6733
Low	0.6697	0.6757	0.0061	0.9%	0.6611
Close	0.6772	0.6770	-0.0003	0.0%	0.6713
Range	0.0086	0.0067	-0.0019	-22.2%	0.0122
ATR	0.0049	0.0051	0.0001	2.5%	0.0000
Volume	245,135	234,151	-10,984	-4.5%	1,009,124

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6983	0.6943	0.6806
R3	0.6916	0.6876	0.6788
R2	0.6850	0.6850	0.6782
R1	0.6810	0.6810	0.6776	0.6803
PP	0.6783	0.6783	0.6783	0.6780
S1	0.6743	0.6743	0.6763	0.6736
S2	0.6717	0.6717	0.6757
S3	0.6650	0.6677	0.6751
S4	0.6584	0.6610	0.6733

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	0.6824	0.6634	0.0190	2.8%	0.0067	1.0%	72%	True	False	221,744
10	0.6824	0.6611	0.0213	3.1%	0.0053	0.8%	75%	True	False	188,516
20	0.6824	0.6611	0.0213	3.1%	0.0051	0.8%	75%	True	False	190,335
40	0.6874	0.6611	0.0263	3.9%	0.0045	0.7%	60%	False	False	171,981
60	0.7041	0.6611	0.0430	6.3%	0.0045	0.7%	37%	False	False	142,867
80	0.7215	0.6611	0.0604	8.9%	0.0046	0.7%	26%	False	False	107,341
100	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	19%	False	False	85,916
120	0.7465	0.6611	0.0854	12.6%	0.0050	0.7%	19%	False	False	71,606

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7106
2.618	0.6998
1.618	0.6931
1.000	0.6890
0.618	0.6865
HIGH	0.6824
0.618	0.6798
0.500	0.6790
0.382	0.6782
LOW	0.6757
0.618	0.6716
1.000	0.6691
1.618	0.6649
2.618	0.6583
4.250	0.6474

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	0.6790	0.6761
PP	0.6783	0.6752
S1	0.6776	0.6743

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