CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	0.6711	0.6711	-0.0001	0.0%	0.6713
High	0.6741	0.6754	0.0014	0.2%	0.6824
Low	0.6702	0.6703	0.0001	0.0%	0.6697
Close	0.6711	0.6751	0.0041	0.6%	0.6711
Range	0.0039	0.0051	0.0013	32.5%	0.0127
ATR	0.0052	0.0052	0.0000	-0.1%	0.0000
Volume	167,740	146,325	-21,415	-12.8%	866,615

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6889	0.6871	0.6779
R3	0.6838	0.6820	0.6765
R2	0.6787	0.6787	0.6760
R1	0.6769	0.6769	0.6756	0.6778
PP	0.6736	0.6736	0.6736	0.6741
S1	0.6718	0.6718	0.6746	0.6727
S2	0.6685	0.6685	0.6742
S3	0.6634	0.6667	0.6737
S4	0.6583	0.6616	0.6723

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	0.6697	0.0127	1.9%	0.0064	0.9%	43%	False	False	202,588
10	0.6824	0.6611	0.0213	3.1%	0.0062	0.9%	66%	False	False	202,206
20	0.6824	0.6611	0.0213	3.1%	0.0054	0.8%	66%	False	False	191,264
40	0.6874	0.6611	0.0263	3.9%	0.0046	0.7%	53%	False	False	173,110
60	0.7041	0.6611	0.0430	6.4%	0.0045	0.7%	33%	False	False	151,606
80	0.7215	0.6611	0.0604	8.9%	0.0046	0.7%	23%	False	False	113,982
100	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	16%	False	False	91,252
120	0.7465	0.6611	0.0854	12.6%	0.0051	0.7%	16%	False	False	76,053

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	0.6971
2.618	0.6888
1.618	0.6837
1.000	0.6805
0.618	0.6786
HIGH	0.6754
0.618	0.6735
0.500	0.6729
0.382	0.6722
LOW	0.6703
0.618	0.6671
1.000	0.6652
1.618	0.6620
2.618	0.6569
4.250	0.6486

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	0.6744	0.6748
PP	0.6736	0.6744
S1	0.6729	0.6741

Download as Excel Spreadsheet

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

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