CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	0.6809	0.6800	-0.0009	-0.1%	0.6773
High	0.6825	0.6811	-0.0014	-0.2%	0.6874
Low	0.6781	0.6770	-0.0012	-0.2%	0.6739
Close	0.6798	0.6773	-0.0026	-0.4%	0.6771
Range	0.0044	0.0042	-0.0002	-4.6%	0.0135
ATR	0.0046	0.0046	0.0000	-0.7%	0.0000
Volume	150,129	140,767	-9,362	-6.2%	901,373

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6909	0.6882	0.6795
R3	0.6867	0.6841	0.6784
R2	0.6826	0.6826	0.6780
R1	0.6799	0.6799	0.6776	0.6792
PP	0.6784	0.6784	0.6784	0.6781
S1	0.6758	0.6758	0.6769	0.6750
S2	0.6743	0.6743	0.6765
S3	0.6701	0.6716	0.6761
S4	0.6660	0.6675	0.6750

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	0.6825	0.6762	0.0063	0.9%	0.0043	0.6%	17%	False	False	157,672
10	0.6874	0.6739	0.0135	2.0%	0.0047	0.7%	25%	False	False	168,075
20	0.6903	0.6739	0.0164	2.4%	0.0040	0.6%	20%	False	False	157,733
40	0.7046	0.6739	0.0307	4.5%	0.0046	0.7%	11%	False	False	87,853
60	0.7410	0.6739	0.0671	9.9%	0.0053	0.8%	5%	False	False	58,735
80	0.7465	0.6739	0.0726	10.7%	0.0053	0.8%	5%	False	False	44,076
100	0.7505	0.6739	0.0766	11.3%	0.0050	0.7%	4%	False	False	35,270
120	0.7772	0.6739	0.1033	15.3%	0.0045	0.7%	3%	False	False	29,393

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6987
2.618	0.6920
1.618	0.6878
1.000	0.6853
0.618	0.6837
HIGH	0.6811
0.618	0.6795
0.500	0.6790
0.382	0.6785
LOW	0.6770
0.618	0.6744
1.000	0.6728
1.618	0.6702
2.618	0.6661
4.250	0.6593

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	0.6790	0.6797
PP	0.6784	0.6789
S1	0.6778	0.6781

Download as Excel Spreadsheet

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

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