CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	0.6811	0.6784	-0.0027	-0.4%	0.6773
High	0.6817	0.6813	-0.0004	-0.1%	0.6874
Low	0.6762	0.6776	0.0014	0.2%	0.6739
Close	0.6771	0.6812	0.0041	0.6%	0.6771
Range	0.0055	0.0038	-0.0017	-31.2%	0.0135
ATR	0.0047	0.0046	0.0000	-0.7%	0.0000
Volume	195,883	132,490	-63,393	-32.4%	901,373

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6913	0.6900	0.6833
R3	0.6875	0.6862	0.6822
R2	0.6838	0.6838	0.6819
R1	0.6825	0.6825	0.6815	0.6831
PP	0.6800	0.6800	0.6800	0.6803
S1	0.6787	0.6787	0.6809	0.6794
S2	0.6763	0.6763	0.6805
S3	0.6725	0.6750	0.6802
S4	0.6688	0.6712	0.6791

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%	0.0059	0.9%	54%	False	False	179,772
10	0.6874	0.6739	0.0135	2.0%	0.0045	0.7%	54%	False	False	165,346
20	0.6935	0.6739	0.0196	2.9%	0.0039	0.6%	37%	False	False	153,193
40	0.7048	0.6739	0.0309	4.5%	0.0045	0.7%	24%	False	False	80,607
60	0.7427	0.6739	0.0688	10.1%	0.0054	0.8%	11%	False	False	53,892
80	0.7465	0.6739	0.0726	10.7%	0.0054	0.8%	10%	False	False	40,442
100	0.7511	0.6739	0.0772	11.3%	0.0050	0.7%	9%	False	False	32,361
120	0.7772	0.6739	0.1033	15.2%	0.0045	0.7%	7%	False	False	26,969

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6972
2.618	0.6911
1.618	0.6874
1.000	0.6851
0.618	0.6836
HIGH	0.6813
0.618	0.6799
0.500	0.6794
0.382	0.6790
LOW	0.6776
0.618	0.6752
1.000	0.6738
1.618	0.6715
2.618	0.6677
4.250	0.6616

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	0.6806	0.6805
PP	0.6800	0.6799
S1	0.6794	0.6792

Download as Excel Spreadsheet

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

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