CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	0.6864	0.6842	-0.0022	-0.3%	0.6915
High	0.6878	0.6882	0.0004	0.1%	0.6963
Low	0.6837	0.6828	-0.0009	-0.1%	0.6858
Close	0.6853	0.6872	0.0020	0.3%	0.6863
Range	0.0041	0.0054	0.0013	31.7%	0.0105
ATR	0.0047	0.0047	0.0001	1.1%	0.0000
Volume	192,732	213,478	20,746	10.8%	562,812

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.7001	0.6902
R3	0.6969	0.6947	0.6887
R2	0.6915	0.6915	0.6882
R1	0.6893	0.6893	0.6877	0.6904
PP	0.6861	0.6861	0.6861	0.6866
S1	0.6839	0.6839	0.6867	0.6850
S2	0.6807	0.6807	0.6862
S3	0.6753	0.6785	0.6857
S4	0.6699	0.6731	0.6842

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	0.6886	0.6828	0.0058	0.8%	0.0032	0.5%	76%	False	True	161,738
10	0.6963	0.6828	0.0135	2.0%	0.0038	0.6%	33%	False	True	123,253
20	0.7042	0.6828	0.0214	3.1%	0.0046	0.7%	21%	False	True	64,515
40	0.7410	0.6828	0.0582	8.5%	0.0056	0.8%	8%	False	True	32,571
60	0.7465	0.6828	0.0637	9.3%	0.0056	0.8%	7%	False	True	21,773
80	0.7465	0.6828	0.0637	9.3%	0.0053	0.8%	7%	False	True	16,341
100	0.7716	0.6828	0.0888	12.9%	0.0047	0.7%	5%	False	True	13,076
120	0.7907	0.6828	0.1079	15.7%	0.0044	0.6%	4%	False	True	10,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7112
2.618	0.7023
1.618	0.6969
1.000	0.6936
0.618	0.6915
HIGH	0.6882
0.618	0.6861
0.500	0.6855
0.382	0.6849
LOW	0.6828
0.618	0.6795
1.000	0.6774
1.618	0.6741
2.618	0.6687
4.250	0.6599

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	0.6866	0.6866
PP	0.6861	0.6861
S1	0.6855	0.6855

Download as Excel Spreadsheet

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

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