CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	0.6711	0.6748	0.0038	0.6%	0.6713
High	0.6754	0.6809	0.0055	0.8%	0.6824
Low	0.6703	0.6740	0.0037	0.6%	0.6697
Close	0.6751	0.6805	0.0054	0.8%	0.6711
Range	0.0051	0.0069	0.0018	35.3%	0.0127
ATR	0.0052	0.0053	0.0001	2.4%	0.0000
Volume	146,325	206,218	59,893	40.9%	866,615

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6992	0.6967	0.6842
R3	0.6923	0.6898	0.6823
R2	0.6854	0.6854	0.6817
R1	0.6829	0.6829	0.6811	0.6841
PP	0.6785	0.6785	0.6785	0.6791
S1	0.6760	0.6760	0.6798	0.6772
S2	0.6716	0.6716	0.6792
S3	0.6647	0.6691	0.6786
S4	0.6578	0.6622	0.6767

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	0.6702	0.0122	1.8%	0.0061	0.9%	84%	False	False	194,804
10	0.6824	0.6611	0.0213	3.1%	0.0066	1.0%	91%	False	False	206,724
20	0.6824	0.6611	0.0213	3.1%	0.0055	0.8%	91%	False	False	191,293
40	0.6874	0.6611	0.0263	3.9%	0.0047	0.7%	74%	False	False	174,891
60	0.6964	0.6611	0.0353	5.2%	0.0045	0.7%	55%	False	False	154,974
80	0.7210	0.6611	0.0599	8.8%	0.0046	0.7%	32%	False	False	116,554
100	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	23%	False	False	93,312
120	0.7465	0.6611	0.0854	12.6%	0.0051	0.7%	23%	False	False	77,771

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7102
2.618	0.6990
1.618	0.6921
1.000	0.6878
0.618	0.6852
HIGH	0.6809
0.618	0.6783
0.500	0.6775
0.382	0.6766
LOW	0.6740
0.618	0.6697
1.000	0.6671
1.618	0.6628
2.618	0.6559
4.250	0.6447

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	0.6795	0.6788
PP	0.6785	0.6772
S1	0.6775	0.6756

Download as Excel Spreadsheet

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

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