CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	0.6800	0.6777	-0.0023	-0.3%	0.6773
High	0.6811	0.6784	-0.0028	-0.4%	0.6874
Low	0.6770	0.6743	-0.0027	-0.4%	0.6739
Close	0.6773	0.6744	-0.0029	-0.4%	0.6771
Range	0.0042	0.0041	-0.0001	-2.4%	0.0135
ATR	0.0046	0.0045	0.0000	-0.8%	0.0000
Volume	140,767	152,470	11,703	8.3%	901,373

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6878	0.6851	0.6766
R3	0.6838	0.6811	0.6755
R2	0.6797	0.6797	0.6751
R1	0.6770	0.6770	0.6747	0.6764
PP	0.6757	0.6757	0.6757	0.6753
S1	0.6730	0.6730	0.6740	0.6723
S2	0.6716	0.6716	0.6736
S3	0.6676	0.6689	0.6732
S4	0.6635	0.6649	0.6721

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	0.6743	0.0082	1.2%	0.0044	0.6%	1%	False	True	154,347
10	0.6874	0.6739	0.0135	2.0%	0.0050	0.7%	3%	False	False	167,466
20	0.6886	0.6739	0.0147	2.2%	0.0040	0.6%	3%	False	False	159,034
40	0.7046	0.6739	0.0307	4.5%	0.0045	0.7%	1%	False	False	91,642
60	0.7410	0.6739	0.0671	9.9%	0.0053	0.8%	1%	False	False	61,273
80	0.7465	0.6739	0.0726	10.8%	0.0053	0.8%	1%	False	False	45,981
100	0.7466	0.6739	0.0727	10.8%	0.0050	0.7%	1%	False	False	36,794
120	0.7772	0.6739	0.1033	15.3%	0.0045	0.7%	0%	False	False	30,663

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6956
2.618	0.6890
1.618	0.6849
1.000	0.6824
0.618	0.6809
HIGH	0.6784
0.618	0.6768
0.500	0.6763
0.382	0.6758
LOW	0.6743
0.618	0.6718
1.000	0.6703
1.618	0.6677
2.618	0.6637
4.250	0.6571

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	0.6763	0.6784
PP	0.6757	0.6770
S1	0.6750	0.6757

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols