CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.6885	0.6881	-0.0004	-0.1%	0.6915
High	0.6903	0.6886	-0.0017	-0.2%	0.6963
Low	0.6877	0.6858	-0.0019	-0.3%	0.6858
Close	0.6883	0.6863	-0.0020	-0.3%	0.6863
Range	0.0026	0.0029	0.0003	9.6%	0.0105
ATR	0.0054	0.0052	-0.0002	-3.3%	0.0000
Volume	126,453	166,346	39,893	31.5%	562,812

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6954	0.6937	0.6878
R3	0.6926	0.6908	0.6870
R2	0.6897	0.6897	0.6868
R1	0.6880	0.6880	0.6865	0.6874
PP	0.6869	0.6869	0.6869	0.6866
S1	0.6851	0.6851	0.6860	0.6846
S2	0.6840	0.6840	0.6857
S3	0.6812	0.6823	0.6855
S4	0.6783	0.6794	0.6847

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7209	0.7141	0.6920
R3	0.7104	0.7036	0.6891
R2	0.6999	0.6999	0.6882
R1	0.6931	0.6931	0.6872	0.6913
PP	0.6894	0.6894	0.6894	0.6885
S1	0.6826	0.6826	0.6853	0.6808
S2	0.6789	0.6789	0.6843
S3	0.6684	0.6721	0.6834
S4	0.6579	0.6616	0.6805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6963	0.6858	0.0105	1.5%	0.0038	0.6%	5%	False	True	112,562
10	0.7041	0.6858	0.0183	2.7%	0.0050	0.7%	3%	False	True	63,487
20	0.7046	0.6858	0.0188	2.7%	0.0050	0.7%	3%	False	True	32,551
40	0.7410	0.6858	0.0552	8.0%	0.0059	0.9%	1%	False	True	16,548
60	0.7465	0.6858	0.0608	8.9%	0.0057	0.8%	1%	False	True	11,069
80	0.7466	0.6858	0.0609	8.9%	0.0053	0.8%	1%	False	True	8,314
100	0.7772	0.6858	0.0915	13.3%	0.0046	0.7%	1%	False	True	6,653
120	0.7940	0.6858	0.1082	15.8%	0.0043	0.6%	0%	False	True	5,545

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

Fibonacci Retracements and Extensions
4.250	0.7007
2.618	0.6961
1.618	0.6932
1.000	0.6915
0.618	0.6904
HIGH	0.6886
0.618	0.6875
0.500	0.6872
0.382	0.6868
LOW	0.6858
0.618	0.6840
1.000	0.6829
1.618	0.6811
2.618	0.6783
4.250	0.6736

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.6872	0.6882
PP	0.6869	0.6876
S1	0.6866	0.6869

Download as Excel Spreadsheet

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

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