CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	0.6773	0.6755	-0.0018	-0.3%	0.6830
High	0.6776	0.6874	0.0098	1.4%	0.6837
Low	0.6748	0.6739	-0.0009	-0.1%	0.6769
Close	0.6761	0.6800	0.0039	0.6%	0.6778
Range	0.0028	0.0135	0.0107	382.1%	0.0069
ATR	0.0041	0.0048	0.0007	16.1%	0.0000
Volume	135,001	236,401	101,400	75.1%	721,013

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7209	0.7139	0.6874
R3	0.7074	0.7004	0.6837
R2	0.6939	0.6939	0.6824
R1	0.6869	0.6869	0.6812	0.6904
PP	0.6804	0.6804	0.6804	0.6822
S1	0.6734	0.6734	0.6787	0.6769
S2	0.6669	0.6669	0.6775
S3	0.6534	0.6599	0.6762
S4	0.6399	0.6464	0.6725

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	0.6874	0.6739	0.0135	2.0%	0.0053	0.8%	45%	True	True	171,979
10	0.6882	0.6739	0.0143	2.1%	0.0046	0.7%	42%	False	True	167,237
20	0.6963	0.6739	0.0224	3.3%	0.0041	0.6%	27%	False	True	126,175
40	0.7170	0.6739	0.0431	6.3%	0.0046	0.7%	14%	False	True	64,116
60	0.7465	0.6739	0.0726	10.7%	0.0056	0.8%	8%	False	True	42,865
80	0.7465	0.6739	0.0726	10.7%	0.0053	0.8%	8%	False	True	32,165
100	0.7687	0.6739	0.0948	13.9%	0.0050	0.7%	6%	False	True	25,737
120	0.7840	0.6739	0.1101	16.2%	0.0044	0.7%	5%	False	True	21,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.7448
2.618	0.7227
1.618	0.7092
1.000	0.7009
0.618	0.6957
HIGH	0.6874
0.618	0.6822
0.500	0.6807
0.382	0.6791
LOW	0.6739
0.618	0.6656
1.000	0.6604
1.618	0.6521
2.618	0.6386
4.250	0.6165

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	0.6807	0.6807
PP	0.6804	0.6804
S1	0.6802	0.6802

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