CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	0.6742	0.6738	-0.0005	-0.1%	0.6784
High	0.6755	0.6743	-0.0012	-0.2%	0.6825
Low	0.6734	0.6726	-0.0008	-0.1%	0.6743
Close	0.6736	0.6735	-0.0001	0.0%	0.6758
Range	0.0021	0.0017	-0.0004	-17.1%	0.0082
ATR	0.0041	0.0040	-0.0002	-4.2%	0.0000
Volume	126,279	135,749	9,470	7.5%	718,275

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6786	0.6777	0.6744
R3	0.6769	0.6760	0.6740
R2	0.6752	0.6752	0.6738
R1	0.6743	0.6743	0.6737	0.6739
PP	0.6735	0.6735	0.6735	0.6733
S1	0.6726	0.6726	0.6733	0.6722
S2	0.6718	0.6718	0.6732
S3	0.6701	0.6709	0.6730
S4	0.6684	0.6692	0.6726

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	0.6726	0.0071	1.1%	0.0027	0.4%	13%	False	True	133,355
10	0.6825	0.6726	0.0099	1.5%	0.0035	0.5%	9%	False	True	143,851
20	0.6874	0.6726	0.0148	2.2%	0.0039	0.6%	6%	False	True	151,938
40	0.7042	0.6726	0.0316	4.7%	0.0043	0.6%	3%	False	True	108,226
60	0.7410	0.6726	0.0684	10.1%	0.0050	0.7%	1%	False	True	72,360
80	0.7465	0.6726	0.0739	11.0%	0.0052	0.8%	1%	False	True	54,314
100	0.7465	0.6726	0.0739	11.0%	0.0050	0.7%	1%	False	True	43,460
120	0.7716	0.6726	0.0990	14.7%	0.0046	0.7%	1%	False	True	36,220

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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.6815
2.618	0.6788
1.618	0.6771
1.000	0.6760
0.618	0.6754
HIGH	0.6743
0.618	0.6737
0.500	0.6735
0.382	0.6732
LOW	0.6726
0.618	0.6715
1.000	0.6709
1.618	0.6698
2.618	0.6681
4.250	0.6654

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	0.6735	0.6762
PP	0.6735	0.6753
S1	0.6735	0.6744

Download as Excel Spreadsheet

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

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