CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	0.6865	0.6874	0.0009	0.1%	0.6915
High	0.6877	0.6878	0.0002	0.0%	0.6963
Low	0.6861	0.6858	-0.0003	0.0%	0.6858
Close	0.6867	0.6862	-0.0006	-0.1%	0.6863
Range	0.0016	0.0020	0.0005	29.0%	0.0105
ATR	0.0049	0.0047	-0.0002	-4.2%	0.0000
Volume	89,959	146,179	56,220	62.5%	562,812

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6926	0.6914	0.6873
R3	0.6906	0.6894	0.6867
R2	0.6886	0.6886	0.6865
R1	0.6874	0.6874	0.6863	0.6870
PP	0.6866	0.6866	0.6866	0.6864
S1	0.6854	0.6854	0.6860	0.6850
S2	0.6846	0.6846	0.6858
S3	0.6826	0.6834	0.6856
S4	0.6806	0.6814	0.6851

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	0.6907	0.6858	0.0050	0.7%	0.0025	0.4%	8%	False	False	129,337
10	0.6963	0.6858	0.0105	1.5%	0.0036	0.5%	4%	False	False	85,114
20	0.7046	0.6858	0.0188	2.7%	0.0046	0.7%	2%	False	False	44,294
40	0.7410	0.6858	0.0552	8.0%	0.0056	0.8%	1%	False	False	22,427
60	0.7465	0.6858	0.0608	8.9%	0.0056	0.8%	1%	False	False	15,003
80	0.7465	0.6858	0.0608	8.9%	0.0053	0.8%	1%	False	False	11,265
100	0.7729	0.6858	0.0872	12.7%	0.0046	0.7%	0%	False	False	9,014
120	0.7907	0.6858	0.1050	15.3%	0.0044	0.6%	0%	False	False	7,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6963
2.618	0.6930
1.618	0.6910
1.000	0.6898
0.618	0.6890
HIGH	0.6878
0.618	0.6870
0.500	0.6868
0.382	0.6866
LOW	0.6858
0.618	0.6846
1.000	0.6838
1.618	0.6826
2.618	0.6806
4.250	0.6773

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	0.6868	0.6872
PP	0.6866	0.6868
S1	0.6864	0.6865

Download as Excel Spreadsheet

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

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