CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.6810	0.6802	-0.0008	-0.1%	0.6711
High	0.6821	0.7073	0.0252	3.7%	0.6839
Low	0.6792	0.6798	0.0006	0.1%	0.6703
Close	0.6799	0.6981	0.0182	2.7%	0.6826
Range	0.0029	0.0275	0.0246	863.2%	0.0136
ATR	0.0053	0.0069	0.0016	29.6%	0.0000
Volume	128,916	399,797	270,881	210.1%	965,191

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7652	0.7132
R3	0.7500	0.7378	0.7056
R2	0.7225	0.7225	0.7031
R1	0.7103	0.7103	0.7006	0.7164
PP	0.6951	0.6951	0.6951	0.6981
S1	0.6829	0.6829	0.6956	0.6890
S2	0.6676	0.6676	0.6931
S3	0.6402	0.6554	0.6906
S4	0.6127	0.6280	0.6830

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	0.7073	0.6757	0.0316	4.5%	0.0095	1.4%	71%	True	False	210,786
10	0.7073	0.6702	0.0371	5.3%	0.0077	1.1%	75%	True	False	198,337
20	0.7073	0.6611	0.0462	6.6%	0.0067	1.0%	80%	True	False	197,782
40	0.7073	0.6611	0.0462	6.6%	0.0053	0.8%	80%	True	False	181,724
60	0.7073	0.6611	0.0462	6.6%	0.0049	0.7%	80%	True	False	173,727
80	0.7073	0.6611	0.0462	6.6%	0.0049	0.7%	80%	True	False	134,788
100	0.7410	0.6611	0.0799	11.4%	0.0053	0.8%	46%	False	False	107,931
120	0.7465	0.6611	0.0854	12.2%	0.0053	0.8%	43%	False	False	89,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 227 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.7791
1.618	0.7517
1.000	0.7347
0.618	0.7242
HIGH	0.7073
0.618	0.6968
0.500	0.6935
0.382	0.6903
LOW	0.6798
0.618	0.6628
1.000	0.6524
1.618	0.6354
2.618	0.6079
4.250	0.5631

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.6966	0.6965
PP	0.6951	0.6949
S1	0.6935	0.6932

Download as Excel Spreadsheet

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

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