CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	0.6769	0.6711	-0.0058	-0.9%	0.6713
High	0.6781	0.6741	-0.0040	-0.6%	0.6824
Low	0.6702	0.6702	0.0001	0.0%	0.6697
Close	0.6709	0.6711	0.0002	0.0%	0.6711
Range	0.0079	0.0039	-0.0041	-51.3%	0.0127
ATR	0.0053	0.0052	-0.0001	-1.9%	0.0000
Volume	219,589	167,740	-51,849	-23.6%	866,615

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6833	0.6810	0.6732
R3	0.6795	0.6772	0.6721
R2	0.6756	0.6756	0.6718
R1	0.6733	0.6733	0.6714	0.6726
PP	0.6718	0.6718	0.6718	0.6714
S1	0.6695	0.6695	0.6707	0.6687
S2	0.6679	0.6679	0.6703
S3	0.6641	0.6656	0.6700
S4	0.6602	0.6618	0.6689

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7125	0.7045	0.6780
R3	0.6998	0.6918	0.6745
R2	0.6871	0.6871	0.6734
R1	0.6791	0.6791	0.6722	0.6767
PP	0.6744	0.6744	0.6744	0.6732
S1	0.6664	0.6664	0.6699	0.6640
S2	0.6617	0.6617	0.6687
S3	0.6490	0.6537	0.6676
S4	0.6363	0.6410	0.6641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6824	0.6663	0.0161	2.4%	0.0068	1.0%	30%	False	False	216,128
10	0.6824	0.6611	0.0213	3.2%	0.0059	0.9%	47%	False	False	199,459
20	0.6824	0.6611	0.0213	3.2%	0.0054	0.8%	47%	False	False	192,932
40	0.6874	0.6611	0.0263	3.9%	0.0046	0.7%	38%	False	False	174,388
60	0.7041	0.6611	0.0430	6.4%	0.0045	0.7%	23%	False	False	149,199
80	0.7215	0.6611	0.0604	9.0%	0.0046	0.7%	16%	False	False	112,164
100	0.7465	0.6611	0.0854	12.7%	0.0052	0.8%	12%	False	False	89,789
120	0.7465	0.6611	0.0854	12.7%	0.0050	0.7%	12%	False	False	74,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6904
2.618	0.6841
1.618	0.6803
1.000	0.6779
0.618	0.6764
HIGH	0.6741
0.618	0.6726
0.500	0.6721
0.382	0.6717
LOW	0.6702
0.618	0.6678
1.000	0.6664
1.618	0.6640
2.618	0.6601
4.250	0.6538

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	0.6721	0.6763
PP	0.6718	0.6745
S1	0.6714	0.6728

Download as Excel Spreadsheet

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

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