CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	0.6788	0.6811	0.0024	0.3%	0.6773
High	0.6822	0.6817	-0.0006	-0.1%	0.6874
Low	0.6783	0.6762	-0.0021	-0.3%	0.6739
Close	0.6816	0.6771	-0.0045	-0.7%	0.6771
Range	0.0040	0.0055	0.0015	38.0%	0.0135
ATR	0.0046	0.0047	0.0001	1.3%	0.0000
Volume	169,095	195,883	26,788	15.8%	901,373

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6947	0.6913	0.6801
R3	0.6892	0.6859	0.6786
R2	0.6838	0.6838	0.6781
R1	0.6804	0.6804	0.6776	0.6794
PP	0.6783	0.6783	0.6783	0.6778
S1	0.6750	0.6750	0.6766	0.6739
S2	0.6729	0.6729	0.6761
S3	0.6674	0.6695	0.6756
S4	0.6620	0.6641	0.6741

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7200	0.7120	0.6845
R3	0.7065	0.6985	0.6808
R2	0.6930	0.6930	0.6796
R1	0.6850	0.6850	0.6783	0.6823
PP	0.6795	0.6795	0.6795	0.6781
S1	0.6715	0.6715	0.6759	0.6688
S2	0.6660	0.6660	0.6746
S3	0.6525	0.6580	0.6734
S4	0.6390	0.6445	0.6697

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%	0.0057	0.8%	24%	False	False	180,274
10	0.6874	0.6739	0.0135	2.0%	0.0044	0.7%	24%	False	False	162,238
20	0.6963	0.6739	0.0224	3.3%	0.0040	0.6%	14%	False	False	150,064
40	0.7064	0.6739	0.0325	4.8%	0.0045	0.7%	10%	False	False	77,314
60	0.7465	0.6739	0.0726	10.7%	0.0055	0.8%	4%	False	False	51,690
80	0.7465	0.6739	0.0726	10.7%	0.0054	0.8%	4%	False	False	38,787
100	0.7595	0.6739	0.0856	12.6%	0.0050	0.7%	4%	False	False	31,036
120	0.7772	0.6739	0.1033	15.3%	0.0044	0.7%	3%	False	False	25,865

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7048
2.618	0.6959
1.618	0.6905
1.000	0.6871
0.618	0.6850
HIGH	0.6817
0.618	0.6796
0.500	0.6789
0.382	0.6783
LOW	0.6762
0.618	0.6728
1.000	0.6708
1.618	0.6674
2.618	0.6619
4.250	0.6530

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	0.6789	0.6792
PP	0.6783	0.6785
S1	0.6777	0.6778

Download as Excel Spreadsheet

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

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