CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	0.6770	0.6769	-0.0001	0.0%	0.6639
High	0.6824	0.6781	-0.0043	-0.6%	0.6733
Low	0.6757	0.6702	-0.0056	-0.8%	0.6611
Close	0.6770	0.6709	-0.0061	-0.9%	0.6713
Range	0.0067	0.0079	0.0013	18.8%	0.0122
ATR	0.0051	0.0053	0.0002	4.0%	0.0000
Volume	234,151	219,589	-14,562	-6.2%	1,009,124

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6967	0.6917	0.6752
R3	0.6888	0.6838	0.6731
R2	0.6809	0.6809	0.6723
R1	0.6759	0.6759	0.6716	0.6745
PP	0.6730	0.6730	0.6730	0.6723
S1	0.6680	0.6680	0.6702	0.6666
S2	0.6651	0.6651	0.6695
S3	0.6572	0.6601	0.6687
S4	0.6493	0.6522	0.6666

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%	0.0071	1.1%	40%	False	False	220,115
10	0.6824	0.6611	0.0213	3.2%	0.0057	0.9%	46%	False	False	197,228
20	0.6824	0.6611	0.0213	3.2%	0.0054	0.8%	46%	False	False	194,670
40	0.6874	0.6611	0.0263	3.9%	0.0046	0.7%	37%	False	False	174,159
60	0.7041	0.6611	0.0430	6.4%	0.0045	0.7%	23%	False	False	146,481
80	0.7215	0.6611	0.0604	9.0%	0.0046	0.7%	16%	False	False	110,079
100	0.7465	0.6611	0.0854	12.7%	0.0052	0.8%	11%	False	False	88,112
120	0.7465	0.6611	0.0854	12.7%	0.0050	0.7%	11%	False	False	73,436

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7116
2.618	0.6987
1.618	0.6908
1.000	0.6860
0.618	0.6829
HIGH	0.6781
0.618	0.6750
0.500	0.6741
0.382	0.6732
LOW	0.6702
0.618	0.6653
1.000	0.6623
1.618	0.6574
2.618	0.6495
4.250	0.6366

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	0.6741	0.6760
PP	0.6730	0.6743
S1	0.6720	0.6726

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