CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	0.6738	0.6736	-0.0002	0.0%	0.6757
High	0.6743	0.6744	0.0001	0.0%	0.6797
Low	0.6726	0.6727	0.0001	0.0%	0.6726
Close	0.6735	0.6734	-0.0002	0.0%	0.6734
Range	0.0017	0.0017	0.0000	0.0%	0.0071
ATR	0.0040	0.0038	-0.0002	-4.1%	0.0000
Volume	135,749	133,156	-2,593	-1.9%	657,512

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6786	0.6777	0.6743
R3	0.6769	0.6760	0.6738
R2	0.6752	0.6752	0.6737
R1	0.6743	0.6743	0.6735	0.6739
PP	0.6735	0.6735	0.6735	0.6733
S1	0.6726	0.6726	0.6732	0.6722
S2	0.6718	0.6718	0.6730
S3	0.6701	0.6709	0.6729
S4	0.6684	0.6692	0.6724

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6965	0.6920	0.6773
R3	0.6894	0.6849	0.6753
R2	0.6823	0.6823	0.6747
R1	0.6778	0.6778	0.6740	0.6765
PP	0.6752	0.6752	0.6752	0.6746
S1	0.6707	0.6707	0.6727	0.6694
S2	0.6681	0.6681	0.6720
S3	0.6610	0.6636	0.6714
S4	0.6539	0.6565	0.6694

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%	11%	False	False	131,502
10	0.6825	0.6726	0.0099	1.5%	0.0031	0.5%	8%	False	False	137,578
20	0.6874	0.6726	0.0148	2.2%	0.0038	0.6%	5%	False	False	149,908
40	0.7041	0.6726	0.0315	4.7%	0.0042	0.6%	2%	False	False	111,521
60	0.7410	0.6726	0.0684	10.2%	0.0049	0.7%	1%	False	False	74,573
80	0.7465	0.6726	0.0739	11.0%	0.0052	0.8%	1%	False	False	55,978
100	0.7465	0.6726	0.0739	11.0%	0.0050	0.7%	1%	False	False	44,792
120	0.7716	0.6726	0.0990	14.7%	0.0046	0.7%	1%	False	False	37,329

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

Fibonacci Retracements and Extensions
4.250	0.6816
2.618	0.6789
1.618	0.6772
1.000	0.6761
0.618	0.6755
HIGH	0.6744
0.618	0.6738
0.500	0.6736
0.382	0.6733
LOW	0.6727
0.618	0.6716
1.000	0.6710
1.618	0.6699
2.618	0.6682
4.250	0.6655

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	0.6736	0.6740
PP	0.6735	0.6738
S1	0.6734	0.6736

Download as Excel Spreadsheet

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

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