CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	0.6805	0.6815	0.0010	0.1%	0.6713
High	0.6839	0.6827	-0.0012	-0.2%	0.6824
Low	0.6781	0.6749	-0.0032	-0.5%	0.6697
Close	0.6812	0.6764	-0.0048	-0.7%	0.6711
Range	0.0058	0.0078	0.0021	35.7%	0.0127
ATR	0.0053	0.0055	0.0002	3.3%	0.0000
Volume	212,867	196,290	-16,577	-7.8%	866,615

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7014	0.6967	0.6806
R3	0.6936	0.6889	0.6785
R2	0.6858	0.6858	0.6778
R1	0.6811	0.6811	0.6771	0.6795
PP	0.6780	0.6780	0.6780	0.6772
S1	0.6733	0.6733	0.6756	0.6717
S2	0.6702	0.6702	0.6749
S3	0.6624	0.6655	0.6742
S4	0.6546	0.6577	0.6721

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%	45%	False	False	185,888
10	0.6839	0.6634	0.0205	3.0%	0.0065	1.0%	63%	False	False	203,001
20	0.6839	0.6611	0.0228	3.4%	0.0054	0.8%	67%	False	False	183,711
40	0.6839	0.6611	0.0228	3.4%	0.0047	0.7%	67%	False	False	175,085
60	0.6963	0.6611	0.0352	5.2%	0.0045	0.7%	43%	False	False	161,332
80	0.7135	0.6611	0.0524	7.7%	0.0046	0.7%	29%	False	False	121,660
100	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	18%	False	False	97,401
120	0.7465	0.6611	0.0854	12.6%	0.0051	0.8%	18%	False	False	81,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7159
2.618	0.7031
1.618	0.6953
1.000	0.6905
0.618	0.6875
HIGH	0.6827
0.618	0.6797
0.500	0.6788
0.382	0.6779
LOW	0.6749
0.618	0.6701
1.000	0.6671
1.618	0.6623
2.618	0.6545
4.250	0.6418

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	0.6788	0.6789
PP	0.6780	0.6781
S1	0.6772	0.6772

Download as Excel Spreadsheet

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

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