CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	0.6754	0.6742	-0.0012	-0.2%	0.6784
High	0.6797	0.6755	-0.0043	-0.6%	0.6825
Low	0.6736	0.6734	-0.0002	0.0%	0.6743
Close	0.6742	0.6736	-0.0006	-0.1%	0.6758
Range	0.0062	0.0021	-0.0041	-66.7%	0.0082
ATR	0.0043	0.0041	-0.0002	-3.7%	0.0000
Volume	140,288	126,279	-14,009	-10.0%	718,275

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6803	0.6790	0.6747
R3	0.6783	0.6770	0.6742
R2	0.6762	0.6762	0.6740
R1	0.6749	0.6749	0.6738	0.6745
PP	0.6742	0.6742	0.6742	0.6740
S1	0.6729	0.6729	0.6734	0.6725
S2	0.6721	0.6721	0.6732
S3	0.6701	0.6708	0.6730
S4	0.6680	0.6688	0.6725

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	0.6797	0.6734	0.0063	0.9%	0.0032	0.5%	3%	False	True	136,699
10	0.6825	0.6734	0.0091	1.3%	0.0037	0.6%	2%	False	True	147,186
20	0.6882	0.6734	0.0148	2.2%	0.0041	0.6%	1%	False	True	155,824
40	0.7046	0.6734	0.0312	4.6%	0.0044	0.6%	1%	False	True	104,853
60	0.7410	0.6734	0.0676	10.0%	0.0051	0.8%	0%	False	True	70,102
80	0.7465	0.6734	0.0731	10.9%	0.0052	0.8%	0%	False	True	52,617
100	0.7465	0.6734	0.0731	10.9%	0.0051	0.8%	0%	False	True	42,103
120	0.7716	0.6734	0.0982	14.6%	0.0046	0.7%	0%	False	True	35,088

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6842
2.618	0.6808
1.618	0.6788
1.000	0.6775
0.618	0.6767
HIGH	0.6755
0.618	0.6747
0.500	0.6744
0.382	0.6742
LOW	0.6734
0.618	0.6721
1.000	0.6714
1.618	0.6701
2.618	0.6680
4.250	0.6647

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	0.6744	0.6766
PP	0.6742	0.6756
S1	0.6739	0.6746

Download as Excel Spreadsheet

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

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