CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.6881	0.6865	-0.0016	-0.2%	0.6915
High	0.6886	0.6877	-0.0010	-0.1%	0.6963
Low	0.6858	0.6861	0.0004	0.1%	0.6858
Close	0.6863	0.6867	0.0005	0.1%	0.6863
Range	0.0029	0.0016	-0.0013	-45.6%	0.0105
ATR	0.0052	0.0049	-0.0003	-5.0%	0.0000
Volume	166,346	89,959	-76,387	-45.9%	562,812

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6915	0.6906	0.6876
R3	0.6899	0.6891	0.6871
R2	0.6884	0.6884	0.6870
R1	0.6875	0.6875	0.6868	0.6880
PP	0.6868	0.6868	0.6868	0.6870
S1	0.6860	0.6860	0.6866	0.6864
S2	0.6853	0.6853	0.6864
S3	0.6837	0.6844	0.6863
S4	0.6822	0.6829	0.6858

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	0.6935	0.6858	0.0078	1.1%	0.0028	0.4%	12%	False	False	116,572
10	0.6964	0.6858	0.0106	1.5%	0.0043	0.6%	9%	False	False	72,067
20	0.7046	0.6858	0.0188	2.7%	0.0048	0.7%	5%	False	False	37,021
40	0.7410	0.6858	0.0552	8.0%	0.0056	0.8%	2%	False	False	18,789
60	0.7465	0.6858	0.0608	8.8%	0.0056	0.8%	2%	False	False	12,568
80	0.7466	0.6858	0.0609	8.9%	0.0053	0.8%	2%	False	False	9,438
100	0.7772	0.6858	0.0915	13.3%	0.0046	0.7%	1%	False	False	7,552
120	0.7907	0.6858	0.1050	15.3%	0.0044	0.6%	1%	False	False	6,295

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	0.6942
2.618	0.6917
1.618	0.6902
1.000	0.6892
0.618	0.6886
HIGH	0.6877
0.618	0.6871
0.500	0.6869
0.382	0.6867
LOW	0.6861
0.618	0.6851
1.000	0.6846
1.618	0.6836
2.618	0.6820
4.250	0.6795

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.6869	0.6880
PP	0.6868	0.6876
S1	0.6868	0.6871

Download as Excel Spreadsheet

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

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