CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	0.6755	0.6791	0.0036	0.5%	0.6830
High	0.6874	0.6805	-0.0069	-1.0%	0.6837
Low	0.6739	0.6778	0.0039	0.6%	0.6769
Close	0.6800	0.6791	-0.0009	-0.1%	0.6778
Range	0.0135	0.0028	-0.0108	-79.6%	0.0069
ATR	0.0048	0.0047	-0.0001	-3.1%	0.0000
Volume	236,401	164,993	-71,408	-30.2%	721,013

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6874	0.6860	0.6806
R3	0.6846	0.6832	0.6798
R2	0.6819	0.6819	0.6796
R1	0.6805	0.6805	0.6793	0.6798
PP	0.6791	0.6791	0.6791	0.6788
S1	0.6777	0.6777	0.6788	0.6770
S2	0.6764	0.6764	0.6785
S3	0.6736	0.6750	0.6783
S4	0.6709	0.6722	0.6775

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%	0.0051	0.8%	38%	False	False	178,478
10	0.6882	0.6739	0.0143	2.1%	0.0045	0.7%	36%	False	False	164,463
20	0.6963	0.6739	0.0224	3.3%	0.0041	0.6%	23%	False	False	133,826
40	0.7135	0.6739	0.0396	5.8%	0.0045	0.7%	13%	False	False	68,235
60	0.7465	0.6739	0.0726	10.7%	0.0056	0.8%	7%	False	False	45,612
80	0.7465	0.6739	0.0726	10.7%	0.0053	0.8%	7%	False	False	34,227
100	0.7679	0.6739	0.0940	13.8%	0.0050	0.7%	5%	False	False	27,386
120	0.7836	0.6739	0.1097	16.2%	0.0044	0.6%	5%	False	False	22,823

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6922
2.618	0.6877
1.618	0.6849
1.000	0.6833
0.618	0.6822
HIGH	0.6805
0.618	0.6794
0.500	0.6791
0.382	0.6788
LOW	0.6778
0.618	0.6761
1.000	0.6750
1.618	0.6733
2.618	0.6706
4.250	0.6661

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	0.6791	0.6807
PP	0.6791	0.6801
S1	0.6791	0.6796

Download as Excel Spreadsheet

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

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