CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	0.6842	0.6870	0.0028	0.4%	0.6865
High	0.6882	0.6872	-0.0010	-0.1%	0.6882
Low	0.6828	0.6829	0.0001	0.0%	0.6828
Close	0.6872	0.6831	-0.0041	-0.6%	0.6831
Range	0.0054	0.0043	-0.0011	-20.4%	0.0054
ATR	0.0047	0.0047	0.0000	-0.6%	0.0000
Volume	213,478	173,747	-39,731	-18.6%	816,095

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6973	0.6945	0.6855
R3	0.6930	0.6902	0.6843
R2	0.6887	0.6887	0.6839
R1	0.6859	0.6859	0.6835	0.6852
PP	0.6844	0.6844	0.6844	0.6840
S1	0.6816	0.6816	0.6827	0.6809
S2	0.6801	0.6801	0.6823
S3	0.6758	0.6773	0.6819
S4	0.6715	0.6730	0.6807

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7009	0.6974	0.6861
R3	0.6955	0.6920	0.6846
R2	0.6901	0.6901	0.6841
R1	0.6866	0.6866	0.6836	0.6857
PP	0.6847	0.6847	0.6847	0.6842
S1	0.6812	0.6812	0.6826	0.6803
S2	0.6793	0.6793	0.6821
S3	0.6739	0.6758	0.6816
S4	0.6685	0.6704	0.6801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6882	0.6828	0.0054	0.8%	0.0035	0.5%	6%	False	False	163,219
10	0.6963	0.6828	0.0135	2.0%	0.0037	0.5%	2%	False	False	137,890
20	0.7041	0.6828	0.0213	3.1%	0.0045	0.7%	1%	False	False	73,133
40	0.7410	0.6828	0.0582	8.5%	0.0054	0.8%	1%	False	False	36,906
60	0.7465	0.6828	0.0637	9.3%	0.0056	0.8%	0%	False	False	24,668
80	0.7465	0.6828	0.0637	9.3%	0.0053	0.8%	0%	False	False	18,513
100	0.7716	0.6828	0.0888	13.0%	0.0047	0.7%	0%	False	False	14,813
120	0.7907	0.6828	0.1079	15.8%	0.0044	0.6%	0%	False	False	12,345

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7055
2.618	0.6985
1.618	0.6942
1.000	0.6915
0.618	0.6899
HIGH	0.6872
0.618	0.6856
0.500	0.6851
0.382	0.6845
LOW	0.6829
0.618	0.6802
1.000	0.6786
1.618	0.6759
2.618	0.6716
4.250	0.6646

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	0.6851	0.6855
PP	0.6844	0.6847
S1	0.6838	0.6839

Download as Excel Spreadsheet

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

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