CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	0.6783	0.6773	-0.0010	-0.1%	0.6830
High	0.6818	0.6776	-0.0042	-0.6%	0.6837
Low	0.6770	0.6748	-0.0022	-0.3%	0.6769
Close	0.6778	0.6761	-0.0017	-0.2%	0.6778
Range	0.0048	0.0028	-0.0020	-41.1%	0.0069
ATR	0.0042	0.0041	-0.0001	-2.2%	0.0000
Volume	197,436	135,001	-62,435	-31.6%	721,013

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6846	0.6831	0.6776
R3	0.6818	0.6803	0.6769
R2	0.6790	0.6790	0.6766
R1	0.6775	0.6775	0.6764	0.6769
PP	0.6762	0.6762	0.6762	0.6758
S1	0.6747	0.6747	0.6758	0.6741
S2	0.6734	0.6734	0.6756
S3	0.6706	0.6719	0.6753
S4	0.6678	0.6691	0.6746

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7000	0.6957	0.6815
R3	0.6931	0.6889	0.6796
R2	0.6863	0.6863	0.6790
R1	0.6820	0.6820	0.6784	0.6807
PP	0.6794	0.6794	0.6794	0.6788
S1	0.6752	0.6752	0.6771	0.6739
S2	0.6726	0.6726	0.6765
S3	0.6657	0.6683	0.6759
S4	0.6589	0.6615	0.6740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6818	0.6748	0.0070	1.0%	0.0031	0.5%	19%	False	True	150,920
10	0.6882	0.6748	0.0134	2.0%	0.0035	0.5%	10%	False	True	158,215
20	0.6964	0.6748	0.0216	3.2%	0.0039	0.6%	6%	False	True	115,141
40	0.7210	0.6748	0.0462	6.8%	0.0044	0.6%	3%	False	True	58,217
60	0.7465	0.6748	0.0717	10.6%	0.0055	0.8%	2%	False	True	38,926
80	0.7465	0.6748	0.0717	10.6%	0.0052	0.8%	2%	False	True	29,210
100	0.7701	0.6748	0.0953	14.1%	0.0049	0.7%	1%	False	True	23,374
120	0.7840	0.6748	0.1092	16.2%	0.0044	0.6%	1%	False	True	19,478

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6895
2.618	0.6849
1.618	0.6821
1.000	0.6804
0.618	0.6793
HIGH	0.6776
0.618	0.6765
0.500	0.6762
0.382	0.6759
LOW	0.6748
0.618	0.6731
1.000	0.6720
1.618	0.6703
2.618	0.6675
4.250	0.6629

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	0.6762	0.6783
PP	0.6762	0.6776
S1	0.6761	0.6768

Download as Excel Spreadsheet

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

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