CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	0.6815	0.6764	-0.0051	-0.7%	0.6711
High	0.6827	0.6835	0.0008	0.1%	0.6839
Low	0.6749	0.6757	0.0008	0.1%	0.6703
Close	0.6764	0.6826	0.0062	0.9%	0.6826
Range	0.0078	0.0078	0.0000	0.0%	0.0136
ATR	0.0055	0.0057	0.0002	3.0%	0.0000
Volume	196,290	203,491	7,201	3.7%	965,191

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7040	0.7011	0.6868
R3	0.6962	0.6933	0.6847
R2	0.6884	0.6884	0.6840
R1	0.6855	0.6855	0.6833	0.6869
PP	0.6806	0.6806	0.6806	0.6813
S1	0.6777	0.6777	0.6818	0.6791
S2	0.6728	0.6728	0.6811
S3	0.6650	0.6699	0.6804
S4	0.6572	0.6621	0.6783

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7196	0.7146	0.6900
R3	0.7060	0.7011	0.6863
R2	0.6925	0.6925	0.6850
R1	0.6875	0.6875	0.6838	0.6900
PP	0.6789	0.6789	0.6789	0.6801
S1	0.6740	0.6740	0.6813	0.6764
S2	0.6654	0.6654	0.6801
S3	0.6518	0.6604	0.6788
S4	0.6383	0.6469	0.6751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6839	0.6703	0.0136	2.0%	0.0067	1.0%	90%	False	False	193,038
10	0.6839	0.6663	0.0176	2.6%	0.0067	1.0%	93%	False	False	204,583
20	0.6839	0.6611	0.0228	3.3%	0.0055	0.8%	94%	False	False	184,208
40	0.6839	0.6611	0.0228	3.3%	0.0048	0.7%	94%	False	False	175,945
60	0.6963	0.6611	0.0352	5.1%	0.0045	0.7%	61%	False	False	164,510
80	0.7120	0.6611	0.0509	7.5%	0.0047	0.7%	42%	False	False	124,192
100	0.7465	0.6611	0.0854	12.5%	0.0052	0.8%	25%	False	False	99,434
120	0.7465	0.6611	0.0854	12.5%	0.0052	0.8%	25%	False	False	82,875

Crabel Price Patterns
NR	False
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	0.0011

Fibonacci Retracements and Extensions
4.250	0.7166
2.618	0.7039
1.618	0.6961
1.000	0.6913
0.618	0.6883
HIGH	0.6835
0.618	0.6805
0.500	0.6796
0.382	0.6786
LOW	0.6757
0.618	0.6708
1.000	0.6679
1.618	0.6630
2.618	0.6552
4.250	0.6425

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	0.6816	0.6815
PP	0.6806	0.6804
S1	0.6796	0.6794

Download as Excel Spreadsheet

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

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