CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	0.6799	0.6776	-0.0023	-0.3%	0.6865
High	0.6807	0.6790	-0.0017	-0.2%	0.6882
Low	0.6769	0.6772	0.0003	0.0%	0.6828
Close	0.6774	0.6786	0.0012	0.2%	0.6831
Range	0.0038	0.0019	-0.0020	-51.3%	0.0054
ATR	0.0044	0.0042	-0.0002	-4.1%	0.0000
Volume	132,498	158,561	26,063	19.7%	816,095

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6838	0.6831	0.6796
R3	0.6820	0.6812	0.6791
R2	0.6801	0.6801	0.6789
R1	0.6794	0.6794	0.6788	0.6797
PP	0.6783	0.6783	0.6783	0.6784
S1	0.6775	0.6775	0.6784	0.6779
S2	0.6764	0.6764	0.6783
S3	0.6746	0.6757	0.6781
S4	0.6727	0.6738	0.6776

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	0.6872	0.6769	0.0104	1.5%	0.0031	0.5%	17%	False	False	139,464
10	0.6886	0.6769	0.0118	1.7%	0.0031	0.5%	15%	False	False	150,601
20	0.7041	0.6769	0.0272	4.0%	0.0041	0.6%	6%	False	False	98,822
40	0.7215	0.6769	0.0447	6.6%	0.0046	0.7%	4%	False	False	49,941
60	0.7465	0.6769	0.0697	10.3%	0.0056	0.8%	3%	False	False	33,389
80	0.7465	0.6769	0.0697	10.3%	0.0052	0.8%	3%	False	False	25,057
100	0.7701	0.6769	0.0932	13.7%	0.0048	0.7%	2%	False	False	20,049
120	0.7840	0.6769	0.1072	15.8%	0.0044	0.6%	2%	False	False	16,708

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

Fibonacci Retracements and Extensions
4.250	0.6869
2.618	0.6838
1.618	0.6820
1.000	0.6809
0.618	0.6801
HIGH	0.6790
0.618	0.6783
0.500	0.6781
0.382	0.6779
LOW	0.6772
0.618	0.6760
1.000	0.6753
1.618	0.6742
2.618	0.6723
4.250	0.6693

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	0.6784	0.6791
PP	0.6783	0.6790
S1	0.6781	0.6788

Download as Excel Spreadsheet

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

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