CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	0.6736	0.6735	-0.0001	0.0%	0.6757
High	0.6744	0.6747	0.0003	0.0%	0.6797
Low	0.6727	0.6725	-0.0003	0.0%	0.6726
Close	0.6734	0.6746	0.0013	0.2%	0.6734
Range	0.0017	0.0022	0.0005	29.4%	0.0071
ATR	0.0038	0.0037	-0.0001	-3.0%	0.0000
Volume	133,156	136,840	3,684	2.8%	657,512

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6805	0.6798	0.6758
R3	0.6783	0.6776	0.6752
R2	0.6761	0.6761	0.6750
R1	0.6754	0.6754	0.6748	0.6757
PP	0.6739	0.6739	0.6739	0.6741
S1	0.6732	0.6732	0.6744	0.6735
S2	0.6717	0.6717	0.6742
S3	0.6695	0.6710	0.6740
S4	0.6673	0.6688	0.6734

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	0.6725	0.0073	1.1%	0.0028	0.4%	30%	False	True	134,462
10	0.6825	0.6725	0.0100	1.5%	0.0030	0.4%	22%	False	True	138,013
20	0.6874	0.6725	0.0150	2.2%	0.0037	0.6%	14%	False	True	151,680
40	0.7041	0.6725	0.0316	4.7%	0.0041	0.6%	7%	False	True	114,901
60	0.7262	0.6725	0.0538	8.0%	0.0045	0.7%	4%	False	True	76,846
80	0.7465	0.6725	0.0741	11.0%	0.0052	0.8%	3%	False	True	57,686
100	0.7465	0.6725	0.0741	11.0%	0.0050	0.7%	3%	False	True	46,160
120	0.7716	0.6725	0.0991	14.7%	0.0046	0.7%	2%	False	True	38,470

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

Fibonacci Retracements and Extensions
4.250	0.6840
2.618	0.6804
1.618	0.6782
1.000	0.6769
0.618	0.6760
HIGH	0.6747
0.618	0.6738
0.500	0.6736
0.382	0.6733
LOW	0.6725
0.618	0.6711
1.000	0.6703
1.618	0.6689
2.618	0.6667
4.250	0.6631

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	0.6743	0.6743
PP	0.6739	0.6739
S1	0.6736	0.6736

Download as Excel Spreadsheet

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

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