CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	0.6791	0.6788	-0.0004	-0.1%	0.6830
High	0.6805	0.6822	0.0017	0.2%	0.6837
Low	0.6778	0.6783	0.0005	0.1%	0.6769
Close	0.6791	0.6816	0.0026	0.4%	0.6778
Range	0.0028	0.0040	0.0012	43.6%	0.0069
ATR	0.0047	0.0046	-0.0001	-1.1%	0.0000
Volume	164,993	169,095	4,102	2.5%	721,013

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6925	0.6910	0.6838
R3	0.6886	0.6871	0.6827
R2	0.6846	0.6846	0.6823
R1	0.6831	0.6831	0.6820	0.6839
PP	0.6807	0.6807	0.6807	0.6811
S1	0.6792	0.6792	0.6812	0.6799
S2	0.6767	0.6767	0.6809
S3	0.6728	0.6752	0.6805
S4	0.6688	0.6713	0.6794

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%	0.0056	0.8%	57%	False	False	180,585
10	0.6874	0.6739	0.0135	2.0%	0.0043	0.6%	57%	False	False	160,025
20	0.6963	0.6739	0.0224	3.3%	0.0041	0.6%	34%	False	False	141,639
40	0.7120	0.6739	0.0381	5.6%	0.0046	0.7%	20%	False	False	72,438
60	0.7465	0.6739	0.0726	10.7%	0.0055	0.8%	11%	False	False	48,427
80	0.7465	0.6739	0.0726	10.7%	0.0054	0.8%	11%	False	False	36,340
100	0.7610	0.6739	0.0871	12.8%	0.0050	0.7%	9%	False	False	29,077
120	0.7772	0.6739	0.1033	15.2%	0.0044	0.6%	7%	False	False	24,232

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6990
2.618	0.6925
1.618	0.6886
1.000	0.6862
0.618	0.6846
HIGH	0.6822
0.618	0.6807
0.500	0.6802
0.382	0.6798
LOW	0.6783
0.618	0.6758
1.000	0.6743
1.618	0.6719
2.618	0.6679
4.250	0.6615

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	0.6811	0.6813
PP	0.6807	0.6810
S1	0.6802	0.6807

Download as Excel Spreadsheet

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

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