CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.6810	0.6810	0.0000	0.0%	0.6711
High	0.6837	0.6821	-0.0017	-0.2%	0.6839
Low	0.6798	0.6792	-0.0006	-0.1%	0.6703
Close	0.6805	0.6799	-0.0006	-0.1%	0.6826
Range	0.0039	0.0029	-0.0011	-26.9%	0.0136
ATR	0.0055	0.0053	-0.0002	-3.5%	0.0000
Volume	149,188	128,916	-20,272	-13.6%	965,191

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6889	0.6873	0.6815
R3	0.6861	0.6844	0.6807
R2	0.6832	0.6832	0.6804
R1	0.6816	0.6816	0.6802	0.6810
PP	0.6804	0.6804	0.6804	0.6801
S1	0.6787	0.6787	0.6796	0.6781
S2	0.6775	0.6775	0.6794
S3	0.6747	0.6759	0.6791
S4	0.6718	0.6730	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%	0.0056	0.8%	48%	False	False	170,084
10	0.6854	0.6702	0.0152	2.2%	0.0058	0.8%	64%	False	False	180,316
20	0.6854	0.6611	0.0243	3.6%	0.0055	0.8%	78%	False	False	184,416
40	0.6854	0.6611	0.0243	3.6%	0.0047	0.7%	78%	False	False	175,248
60	0.6907	0.6611	0.0296	4.4%	0.0045	0.7%	64%	False	False	169,026
80	0.7046	0.6611	0.0435	6.4%	0.0046	0.7%	43%	False	False	129,795
100	0.7427	0.6611	0.0816	12.0%	0.0051	0.8%	23%	False	False	103,934
120	0.7465	0.6611	0.0854	12.6%	0.0052	0.8%	22%	False	False	86,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.6942
2.618	0.6895
1.618	0.6867
1.000	0.6849
0.618	0.6838
HIGH	0.6821
0.618	0.6810
0.500	0.6806
0.382	0.6803
LOW	0.6792
0.618	0.6774
1.000	0.6764
1.618	0.6746
2.618	0.6717
4.250	0.6671

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.6806	0.6823
PP	0.6804	0.6815
S1	0.6801	0.6807

Download as Excel Spreadsheet

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

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