CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	0.6777	0.6745	-0.0033	-0.5%	0.6784
High	0.6784	0.6760	-0.0024	-0.3%	0.6825
Low	0.6743	0.6743	-0.0001	0.0%	0.6743
Close	0.6744	0.6758	0.0014	0.2%	0.6758
Range	0.0041	0.0018	-0.0023	-56.8%	0.0082
ATR	0.0045	0.0043	-0.0002	-4.4%	0.0000
Volume	152,470	142,419	-10,051	-6.6%	718,275

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6806	0.6799	0.6767
R3	0.6788	0.6782	0.6762
R2	0.6771	0.6771	0.6761
R1	0.6764	0.6764	0.6759	0.6768
PP	0.6753	0.6753	0.6753	0.6755
S1	0.6747	0.6747	0.6756	0.6750
S2	0.6736	0.6736	0.6754
S3	0.6718	0.6729	0.6753
S4	0.6701	0.6712	0.6748

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7021	0.6971	0.6803
R3	0.6939	0.6889	0.6780
R2	0.6857	0.6857	0.6773
R1	0.6807	0.6807	0.6765	0.6791
PP	0.6775	0.6775	0.6775	0.6767
S1	0.6725	0.6725	0.6750	0.6709
S2	0.6693	0.6693	0.6742
S3	0.6611	0.6643	0.6735
S4	0.6529	0.6561	0.6712

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%	0.0036	0.5%	18%	False	True	143,655
10	0.6874	0.6739	0.0135	2.0%	0.0047	0.7%	14%	False	False	161,964
20	0.6882	0.6739	0.0143	2.1%	0.0040	0.6%	13%	False	False	157,837
40	0.7046	0.6739	0.0307	4.5%	0.0045	0.7%	6%	False	False	95,194
60	0.7410	0.6739	0.0671	9.9%	0.0053	0.8%	3%	False	False	63,644
80	0.7465	0.6739	0.0726	10.7%	0.0053	0.8%	3%	False	False	47,761
100	0.7466	0.6739	0.0727	10.8%	0.0050	0.7%	3%	False	False	38,218
120	0.7772	0.6739	0.1033	15.3%	0.0045	0.7%	2%	False	False	31,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.6834
2.618	0.6806
1.618	0.6788
1.000	0.6778
0.618	0.6771
HIGH	0.6760
0.618	0.6753
0.500	0.6751
0.382	0.6749
LOW	0.6743
0.618	0.6732
1.000	0.6725
1.618	0.6714
2.618	0.6697
4.250	0.6668

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	0.6755	0.6777
PP	0.6753	0.6770
S1	0.6751	0.6764

Download as Excel Spreadsheet

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

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