CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.6904	0.6885	-0.0019	-0.3%	0.6956
High	0.6907	0.6903	-0.0005	-0.1%	0.6964
Low	0.6872	0.6877	0.0005	0.1%	0.6871
Close	0.6887	0.6883	-0.0005	-0.1%	0.6874
Range	0.0035	0.0026	-0.0009	-25.7%	0.0093
ATR	0.0056	0.0054	-0.0002	-3.8%	0.0000
Volume	117,748	126,453	8,705	7.4%	67,904

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6965	0.6950	0.6897
R3	0.6939	0.6924	0.6890
R2	0.6913	0.6913	0.6887
R1	0.6898	0.6898	0.6885	0.6893
PP	0.6887	0.6887	0.6887	0.6885
S1	0.6872	0.6872	0.6880	0.6867
S2	0.6861	0.6861	0.6878
S3	0.6835	0.6846	0.6875
S4	0.6809	0.6820	0.6868

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7182	0.7121	0.6925
R3	0.7089	0.7028	0.6899
R2	0.6996	0.6996	0.6891
R1	0.6935	0.6935	0.6882	0.6919
PP	0.6903	0.6903	0.6903	0.6895
S1	0.6842	0.6842	0.6865	0.6826
S2	0.6810	0.6810	0.6856
S3	0.6717	0.6749	0.6848
S4	0.6624	0.6656	0.6822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6963	0.6871	0.0092	1.3%	0.0045	0.6%	13%	False	False	84,769
10	0.7041	0.6871	0.0170	2.5%	0.0052	0.7%	7%	False	False	47,043
20	0.7046	0.6871	0.0175	2.5%	0.0050	0.7%	7%	False	False	24,250
40	0.7410	0.6871	0.0539	7.8%	0.0060	0.9%	2%	False	False	12,393
60	0.7465	0.6871	0.0595	8.6%	0.0057	0.8%	2%	False	False	8,297
80	0.7466	0.6871	0.0596	8.7%	0.0053	0.8%	2%	False	False	6,234
100	0.7772	0.6871	0.0902	13.1%	0.0046	0.7%	1%	False	False	4,989
120	0.7940	0.6871	0.1069	15.5%	0.0043	0.6%	1%	False	False	4,159

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7013
2.618	0.6971
1.618	0.6945
1.000	0.6929
0.618	0.6919
HIGH	0.6903
0.618	0.6893
0.500	0.6890
0.382	0.6886
LOW	0.6877
0.618	0.6860
1.000	0.6851
1.618	0.6834
2.618	0.6808
4.250	0.6766

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.6890	0.6904
PP	0.6887	0.6897
S1	0.6885	0.6890

Download as Excel Spreadsheet

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

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