CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	0.6832	0.6810	-0.0023	-0.3%	0.6711
High	0.6854	0.6837	-0.0017	-0.2%	0.6839
Low	0.6797	0.6798	0.0002	0.0%	0.6703
Close	0.6804	0.6805	0.0001	0.0%	0.6826
Range	0.0057	0.0039	-0.0018	-31.6%	0.0136
ATR	0.0057	0.0055	-0.0001	-2.2%	0.0000
Volume	172,538	149,188	-23,350	-13.5%	965,191

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6930	0.6906	0.6826
R3	0.6891	0.6867	0.6815
R2	0.6852	0.6852	0.6812
R1	0.6828	0.6828	0.6808	0.6821
PP	0.6813	0.6813	0.6813	0.6809
S1	0.6789	0.6789	0.6801	0.6782
S2	0.6774	0.6774	0.6797
S3	0.6735	0.6750	0.6794
S4	0.6696	0.6711	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	0.6854	0.6749	0.0105	1.5%	0.0062	0.9%	53%	False	False	186,874
10	0.6854	0.6702	0.0152	2.2%	0.0061	0.9%	68%	False	False	190,839
20	0.6854	0.6611	0.0243	3.6%	0.0055	0.8%	80%	False	False	184,703
40	0.6854	0.6611	0.0243	3.6%	0.0048	0.7%	80%	False	False	175,779
60	0.6935	0.6611	0.0324	4.8%	0.0045	0.7%	60%	False	False	168,250
80	0.7048	0.6611	0.0437	6.4%	0.0047	0.7%	44%	False	False	128,193
100	0.7427	0.6611	0.0816	12.0%	0.0052	0.8%	24%	False	False	102,647
120	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	23%	False	False	85,554

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7003
2.618	0.6939
1.618	0.6900
1.000	0.6876
0.618	0.6861
HIGH	0.6837
0.618	0.6822
0.500	0.6818
0.382	0.6813
LOW	0.6798
0.618	0.6774
1.000	0.6759
1.618	0.6735
2.618	0.6696
4.250	0.6632

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	0.6818	0.6805
PP	0.6813	0.6805
S1	0.6809	0.6805

Download as Excel Spreadsheet

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

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