CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.6764	0.6832	0.0068	1.0%	0.6711
High	0.6835	0.6854	0.0019	0.3%	0.6839
Low	0.6757	0.6797	0.0040	0.6%	0.6703
Close	0.6826	0.6804	-0.0022	-0.3%	0.6826
Range	0.0078	0.0057	-0.0021	-26.9%	0.0136
ATR	0.0057	0.0057	0.0000	0.1%	0.0000
Volume	203,491	172,538	-30,953	-15.2%	965,191

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6989	0.6953	0.6835
R3	0.6932	0.6896	0.6819
R2	0.6875	0.6875	0.6814
R1	0.6839	0.6839	0.6809	0.6829
PP	0.6818	0.6818	0.6818	0.6813
S1	0.6782	0.6782	0.6798	0.6772
S2	0.6761	0.6761	0.6793
S3	0.6704	0.6725	0.6788
S4	0.6647	0.6668	0.6772

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	0.6854	0.6740	0.0114	1.7%	0.0068	1.0%	56%	True	False	198,280
10	0.6854	0.6697	0.0157	2.3%	0.0066	1.0%	68%	True	False	200,434
20	0.6854	0.6611	0.0243	3.6%	0.0055	0.8%	79%	True	False	183,485
40	0.6854	0.6611	0.0243	3.6%	0.0048	0.7%	79%	True	False	175,361
60	0.6963	0.6611	0.0352	5.2%	0.0045	0.7%	55%	False	False	166,929
80	0.7064	0.6611	0.0453	6.7%	0.0046	0.7%	42%	False	False	126,338
100	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	23%	False	False	101,159
120	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	23%	False	False	84,312

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7096
2.618	0.7003
1.618	0.6946
1.000	0.6911
0.618	0.6889
HIGH	0.6854
0.618	0.6832
0.500	0.6825
0.382	0.6818
LOW	0.6797
0.618	0.6761
1.000	0.6740
1.618	0.6704
2.618	0.6647
4.250	0.6554

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.6825	0.6803
PP	0.6818	0.6802
S1	0.6811	0.6801

Download as Excel Spreadsheet

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

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