CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	0.6874	0.6864	-0.0010	-0.1%	0.6915
High	0.6878	0.6878	0.0000	0.0%	0.6963
Low	0.6858	0.6837	-0.0021	-0.3%	0.6858
Close	0.6862	0.6853	-0.0009	-0.1%	0.6863
Range	0.0020	0.0041	0.0021	105.0%	0.0105
ATR	0.0047	0.0047	0.0000	-0.9%	0.0000
Volume	146,179	192,732	46,553	31.8%	562,812

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6979	0.6957	0.6875
R3	0.6938	0.6916	0.6864
R2	0.6897	0.6897	0.6860
R1	0.6875	0.6875	0.6856	0.6865
PP	0.6856	0.6856	0.6856	0.6851
S1	0.6834	0.6834	0.6849	0.6824
S2	0.6815	0.6815	0.6845
S3	0.6774	0.6793	0.6841
S4	0.6733	0.6752	0.6830

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	0.6903	0.6837	0.0066	1.0%	0.0026	0.4%	24%	False	True	144,333
10	0.6963	0.6837	0.0126	1.8%	0.0037	0.5%	12%	False	True	103,189
20	0.7046	0.6837	0.0209	3.0%	0.0046	0.7%	7%	False	True	53,881
40	0.7410	0.6837	0.0573	8.4%	0.0056	0.8%	3%	False	True	27,241
60	0.7465	0.6837	0.0628	9.2%	0.0056	0.8%	2%	False	True	18,215
80	0.7465	0.6837	0.0628	9.2%	0.0053	0.8%	2%	False	True	13,673
100	0.7716	0.6837	0.0879	12.8%	0.0047	0.7%	2%	False	True	10,941
120	0.7907	0.6837	0.1070	15.6%	0.0044	0.6%	1%	False	True	9,119

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	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7052
2.618	0.6985
1.618	0.6944
1.000	0.6919
0.618	0.6903
HIGH	0.6878
0.618	0.6862
0.500	0.6858
0.382	0.6853
LOW	0.6837
0.618	0.6812
1.000	0.6796
1.618	0.6771
2.618	0.6730
4.250	0.6663

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	0.6858	0.6858
PP	0.6856	0.6856
S1	0.6854	0.6854

Download as Excel Spreadsheet

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

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