CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	0.6809	0.6799	-0.0010	-0.1%	0.6865
High	0.6814	0.6807	-0.0008	-0.1%	0.6882
Low	0.6793	0.6769	-0.0024	-0.4%	0.6828
Close	0.6798	0.6774	-0.0024	-0.3%	0.6831
Range	0.0022	0.0038	0.0017	76.7%	0.0054
ATR	0.0044	0.0044	0.0000	-1.0%	0.0000
Volume	131,107	132,498	1,391	1.1%	816,095

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6897	0.6874	0.6795
R3	0.6859	0.6836	0.6784
R2	0.6821	0.6821	0.6781
R1	0.6798	0.6798	0.6777	0.6790
PP	0.6783	0.6783	0.6783	0.6779
S1	0.6760	0.6760	0.6771	0.6752
S2	0.6745	0.6745	0.6767
S3	0.6707	0.6722	0.6764
S4	0.6669	0.6684	0.6753

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	0.6769	0.0114	1.7%	0.0038	0.6%	5%	False	True	150,448
10	0.6903	0.6769	0.0134	2.0%	0.0032	0.5%	4%	False	True	147,391
20	0.7041	0.6769	0.0272	4.0%	0.0043	0.6%	2%	False	True	91,126
40	0.7215	0.6769	0.0447	6.6%	0.0047	0.7%	1%	False	True	46,000
60	0.7465	0.6769	0.0697	10.3%	0.0056	0.8%	1%	False	True	30,747
80	0.7465	0.6769	0.0697	10.3%	0.0053	0.8%	1%	False	True	23,075
100	0.7716	0.6769	0.0947	14.0%	0.0048	0.7%	1%	False	True	18,464
120	0.7869	0.6769	0.1100	16.2%	0.0044	0.6%	1%	False	True	15,387

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6968
2.618	0.6906
1.618	0.6868
1.000	0.6845
0.618	0.6830
HIGH	0.6807
0.618	0.6792
0.500	0.6788
0.382	0.6783
LOW	0.6769
0.618	0.6745
1.000	0.6731
1.618	0.6707
2.618	0.6669
4.250	0.6607

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	0.6788	0.6803
PP	0.6783	0.6793
S1	0.6779	0.6784

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols