CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	0.6757	0.6754	-0.0003	0.0%	0.6784
High	0.6763	0.6797	0.0035	0.5%	0.6825
Low	0.6745	0.6736	-0.0009	-0.1%	0.6743
Close	0.6756	0.6742	-0.0014	-0.2%	0.6758
Range	0.0018	0.0062	0.0044	241.7%	0.0082
ATR	0.0042	0.0043	0.0001	3.4%	0.0000
Volume	122,040	140,288	18,248	15.0%	718,275

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6943	0.6904	0.6776
R3	0.6881	0.6842	0.6759
R2	0.6820	0.6820	0.6753
R1	0.6781	0.6781	0.6748	0.6770
PP	0.6758	0.6758	0.6758	0.6753
S1	0.6719	0.6719	0.6736	0.6708
S2	0.6697	0.6697	0.6731
S3	0.6635	0.6658	0.6725
S4	0.6574	0.6596	0.6708

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	0.6811	0.6736	0.0076	1.1%	0.0036	0.5%	9%	False	True	139,596
10	0.6825	0.6736	0.0089	1.3%	0.0038	0.6%	7%	False	True	151,057
20	0.6882	0.6736	0.0147	2.2%	0.0042	0.6%	4%	False	True	159,147
40	0.7046	0.6736	0.0310	4.6%	0.0044	0.7%	2%	False	True	101,720
60	0.7410	0.6736	0.0674	10.0%	0.0051	0.8%	1%	False	True	68,000
80	0.7465	0.6736	0.0730	10.8%	0.0052	0.8%	1%	False	True	51,039
100	0.7465	0.6736	0.0730	10.8%	0.0051	0.8%	1%	False	True	40,841
120	0.7729	0.6736	0.0994	14.7%	0.0046	0.7%	1%	False	True	34,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7058
2.618	0.6958
1.618	0.6897
1.000	0.6859
0.618	0.6835
HIGH	0.6797
0.618	0.6774
0.500	0.6766
0.382	0.6759
LOW	0.6736
0.618	0.6697
1.000	0.6674
1.618	0.6636
2.618	0.6574
4.250	0.6474

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	0.6766	0.6766
PP	0.6758	0.6758
S1	0.6750	0.6750

Download as Excel Spreadsheet

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

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