CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	0.6830	0.6809	-0.0021	-0.3%	0.6865
High	0.6837	0.6814	-0.0023	-0.3%	0.6882
Low	0.6803	0.6793	-0.0011	-0.2%	0.6828
Close	0.6809	0.6798	-0.0012	-0.2%	0.6831
Range	0.0034	0.0022	-0.0013	-36.8%	0.0054
ATR	0.0046	0.0044	-0.0002	-3.8%	0.0000
Volume	101,411	131,107	29,696	29.3%	816,095

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6866	0.6853	0.6809
R3	0.6844	0.6832	0.6803
R2	0.6823	0.6823	0.6801
R1	0.6810	0.6810	0.6799	0.6806
PP	0.6801	0.6801	0.6801	0.6799
S1	0.6789	0.6789	0.6796	0.6784
S2	0.6780	0.6780	0.6794
S3	0.6758	0.6767	0.6792
S4	0.6737	0.6746	0.6786

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	0.6793	0.0090	1.3%	0.0039	0.6%	6%	False	True	162,495
10	0.6907	0.6793	0.0115	1.7%	0.0032	0.5%	4%	False	True	145,916
20	0.7041	0.6793	0.0248	3.6%	0.0045	0.7%	2%	False	True	84,639
40	0.7215	0.6793	0.0423	6.2%	0.0047	0.7%	1%	False	True	42,700
60	0.7465	0.6793	0.0673	9.9%	0.0056	0.8%	1%	False	True	28,539
80	0.7465	0.6793	0.0673	9.9%	0.0053	0.8%	1%	False	True	21,419
100	0.7716	0.6793	0.0923	13.6%	0.0048	0.7%	1%	False	True	17,139
120	0.7890	0.6793	0.1098	16.1%	0.0044	0.6%	0%	False	True	14,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6905
2.618	0.6870
1.618	0.6849
1.000	0.6836
0.618	0.6827
HIGH	0.6814
0.618	0.6806
0.500	0.6803
0.382	0.6801
LOW	0.6793
0.618	0.6779
1.000	0.6771
1.618	0.6758
2.618	0.6736
4.250	0.6701

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	0.6803	0.6832
PP	0.6801	0.6821
S1	0.6799	0.6809

Download as Excel Spreadsheet

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

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