CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	0.6735	0.6740	0.0005	0.1%	0.6757
High	0.6747	0.6756	0.0010	0.1%	0.6797
Low	0.6725	0.6716	-0.0009	-0.1%	0.6726
Close	0.6746	0.6729	-0.0017	-0.3%	0.6734
Range	0.0022	0.0040	0.0018	81.8%	0.0071
ATR	0.0037	0.0037	0.0000	0.6%	0.0000
Volume	136,840	170,082	33,242	24.3%	657,512

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6854	0.6831	0.6751
R3	0.6814	0.6791	0.6740
R2	0.6774	0.6774	0.6736
R1	0.6751	0.6751	0.6733	0.6743
PP	0.6734	0.6734	0.6734	0.6729
S1	0.6711	0.6711	0.6725	0.6703
S2	0.6694	0.6694	0.6722
S3	0.6654	0.6671	0.6718
S4	0.6614	0.6631	0.6707

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	0.6756	0.6716	0.0040	0.6%	0.0023	0.3%	33%	True	True	140,421
10	0.6811	0.6716	0.0095	1.4%	0.0030	0.4%	14%	False	True	140,009
20	0.6874	0.6716	0.0158	2.3%	0.0038	0.6%	8%	False	True	153,628
40	0.7041	0.6716	0.0325	4.8%	0.0042	0.6%	4%	False	True	119,134
60	0.7215	0.6716	0.0499	7.4%	0.0044	0.7%	3%	False	True	79,676
80	0.7465	0.6716	0.0749	11.1%	0.0052	0.8%	2%	False	True	59,812
100	0.7465	0.6716	0.0749	11.1%	0.0050	0.7%	2%	False	True	47,861
120	0.7716	0.6716	0.1000	14.9%	0.0046	0.7%	1%	False	True	39,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6926
2.618	0.6861
1.618	0.6821
1.000	0.6796
0.618	0.6781
HIGH	0.6756
0.618	0.6741
0.500	0.6736
0.382	0.6731
LOW	0.6716
0.618	0.6691
1.000	0.6676
1.618	0.6651
2.618	0.6611
4.250	0.6546

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	0.6736	0.6736
PP	0.6734	0.6734
S1	0.6731	0.6731

Download as Excel Spreadsheet

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

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