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

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

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