CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	0.6870	0.6830	-0.0040	-0.6%	0.6865
High	0.6872	0.6837	-0.0035	-0.5%	0.6882
Low	0.6829	0.6803	-0.0026	-0.4%	0.6828
Close	0.6831	0.6809	-0.0022	-0.3%	0.6831
Range	0.0043	0.0034	-0.0009	-20.9%	0.0054
ATR	0.0047	0.0046	-0.0001	-2.0%	0.0000
Volume	173,747	101,411	-72,336	-41.6%	816,095

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6918	0.6898	0.6828
R3	0.6884	0.6864	0.6818
R2	0.6850	0.6850	0.6815
R1	0.6830	0.6830	0.6812	0.6823
PP	0.6816	0.6816	0.6816	0.6813
S1	0.6796	0.6796	0.6806	0.6789
S2	0.6782	0.6782	0.6803
S3	0.6748	0.6762	0.6800
S4	0.6714	0.6728	0.6790

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	0.6803	0.0079	1.2%	0.0038	0.6%	8%	False	True	165,509
10	0.6935	0.6803	0.0132	1.9%	0.0033	0.5%	5%	False	True	141,040
20	0.7041	0.6803	0.0238	3.5%	0.0045	0.7%	3%	False	True	78,122
40	0.7262	0.6803	0.0459	6.7%	0.0049	0.7%	1%	False	True	39,430
60	0.7465	0.6803	0.0662	9.7%	0.0056	0.8%	1%	False	True	26,355
80	0.7465	0.6803	0.0662	9.7%	0.0053	0.8%	1%	False	True	19,780
100	0.7716	0.6803	0.0913	13.4%	0.0048	0.7%	1%	False	True	15,828
120	0.7907	0.6803	0.1104	16.2%	0.0043	0.6%	1%	False	True	13,190

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6982
2.618	0.6926
1.618	0.6892
1.000	0.6871
0.618	0.6858
HIGH	0.6837
0.618	0.6824
0.500	0.6820
0.382	0.6816
LOW	0.6803
0.618	0.6782
1.000	0.6769
1.618	0.6748
2.618	0.6714
4.250	0.6659

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	0.6820	0.6843
PP	0.6816	0.6831
S1	0.6813	0.6820

Download as Excel Spreadsheet

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

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