CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	0.6745	0.6757	0.0012	0.2%	0.6784
High	0.6760	0.6763	0.0003	0.0%	0.6825
Low	0.6743	0.6745	0.0002	0.0%	0.6743
Close	0.6758	0.6756	-0.0002	0.0%	0.6758
Range	0.0018	0.0018	0.0001	2.9%	0.0082
ATR	0.0043	0.0042	-0.0002	-4.2%	0.0000
Volume	142,419	122,040	-20,379	-14.3%	718,275

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6808	0.6800	0.6765
R3	0.6790	0.6782	0.6760
R2	0.6772	0.6772	0.6759
R1	0.6764	0.6764	0.6757	0.6759
PP	0.6754	0.6754	0.6754	0.6752
S1	0.6746	0.6746	0.6754	0.6741
S2	0.6736	0.6736	0.6752
S3	0.6718	0.6728	0.6751
S4	0.6700	0.6710	0.6746

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%	0.0032	0.5%	16%	False	False	141,565
10	0.6874	0.6739	0.0135	2.0%	0.0046	0.7%	12%	False	False	160,668
20	0.6882	0.6739	0.0143	2.1%	0.0040	0.6%	12%	False	False	159,441
40	0.7046	0.6739	0.0307	4.5%	0.0044	0.7%	5%	False	False	98,231
60	0.7410	0.6739	0.0671	9.9%	0.0051	0.8%	2%	False	False	65,673
80	0.7465	0.6739	0.0726	10.7%	0.0052	0.8%	2%	False	False	49,286
100	0.7466	0.6739	0.0727	10.8%	0.0051	0.7%	2%	False	False	39,439
120	0.7772	0.6739	0.1033	15.3%	0.0045	0.7%	2%	False	False	32,867

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6839
2.618	0.6810
1.618	0.6792
1.000	0.6781
0.618	0.6774
HIGH	0.6763
0.618	0.6756
0.500	0.6754
0.382	0.6751
LOW	0.6745
0.618	0.6733
1.000	0.6727
1.618	0.6715
2.618	0.6697
4.250	0.6668

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	0.6755	0.6763
PP	0.6754	0.6761
S1	0.6754	0.6758

Download as Excel Spreadsheet

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

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