CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	0.6748	0.6805	0.0057	0.8%	0.6713
High	0.6809	0.6839	0.0030	0.4%	0.6824
Low	0.6740	0.6781	0.0041	0.6%	0.6697
Close	0.6805	0.6812	0.0007	0.1%	0.6711
Range	0.0069	0.0058	-0.0012	-16.7%	0.0127
ATR	0.0053	0.0053	0.0000	0.6%	0.0000
Volume	206,218	212,867	6,649	3.2%	866,615

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6983	0.6955	0.6843
R3	0.6925	0.6897	0.6827
R2	0.6868	0.6868	0.6822
R1	0.6840	0.6840	0.6817	0.6854
PP	0.6810	0.6810	0.6810	0.6817
S1	0.6782	0.6782	0.6806	0.6796
S2	0.6753	0.6753	0.6801
S3	0.6695	0.6725	0.6796
S4	0.6638	0.6667	0.6780

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	0.6839	0.6702	0.0137	2.0%	0.0059	0.9%	80%	True	False	190,547
10	0.6839	0.6634	0.0205	3.0%	0.0063	0.9%	87%	True	False	206,146
20	0.6839	0.6611	0.0228	3.3%	0.0052	0.8%	88%	True	False	184,381
40	0.6839	0.6611	0.0228	3.3%	0.0046	0.7%	88%	True	False	174,302
60	0.6963	0.6611	0.0352	5.2%	0.0044	0.6%	57%	False	False	158,260
80	0.7170	0.6611	0.0559	8.2%	0.0046	0.7%	36%	False	False	119,209
100	0.7465	0.6611	0.0854	12.5%	0.0052	0.8%	23%	False	False	95,440
120	0.7465	0.6611	0.0854	12.5%	0.0051	0.7%	23%	False	False	79,544

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7083
2.618	0.6989
1.618	0.6932
1.000	0.6896
0.618	0.6874
HIGH	0.6839
0.618	0.6817
0.500	0.6810
0.382	0.6803
LOW	0.6781
0.618	0.6745
1.000	0.6724
1.618	0.6688
2.618	0.6630
4.250	0.6537

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	0.6811	0.6798
PP	0.6810	0.6784
S1	0.6810	0.6771

Download as Excel Spreadsheet

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

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