CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	0.6740	0.6731	-0.0010	-0.1%	0.6757
High	0.6756	0.6733	-0.0023	-0.3%	0.6797
Low	0.6716	0.6710	-0.0007	-0.1%	0.6726
Close	0.6729	0.6723	-0.0006	-0.1%	0.6734
Range	0.0040	0.0024	-0.0017	-41.3%	0.0071
ATR	0.0037	0.0036	-0.0001	-2.6%	0.0000
Volume	170,082	132,876	-37,206	-21.9%	657,512

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6792	0.6781	0.6736
R3	0.6769	0.6758	0.6729
R2	0.6745	0.6745	0.6727
R1	0.6734	0.6734	0.6725	0.6728
PP	0.6722	0.6722	0.6722	0.6719
S1	0.6711	0.6711	0.6721	0.6705
S2	0.6698	0.6698	0.6719
S3	0.6675	0.6687	0.6717
S4	0.6651	0.6664	0.6710

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	0.6710	0.0047	0.7%	0.0024	0.4%	29%	False	True	141,740
10	0.6797	0.6710	0.0088	1.3%	0.0028	0.4%	15%	False	True	139,219
20	0.6874	0.6710	0.0165	2.4%	0.0038	0.6%	8%	False	True	153,647
40	0.7041	0.6710	0.0331	4.9%	0.0040	0.6%	4%	False	True	122,387
60	0.7215	0.6710	0.0506	7.5%	0.0044	0.6%	3%	False	True	81,882
80	0.7465	0.6710	0.0756	11.2%	0.0052	0.8%	2%	False	True	61,472
100	0.7465	0.6710	0.0756	11.2%	0.0050	0.7%	2%	False	True	49,189
120	0.7716	0.6710	0.1006	15.0%	0.0047	0.7%	1%	False	True	40,994

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6833
2.618	0.6795
1.618	0.6771
1.000	0.6757
0.618	0.6748
HIGH	0.6733
0.618	0.6724
0.500	0.6721
0.382	0.6718
LOW	0.6710
0.618	0.6695
1.000	0.6686
1.618	0.6671
2.618	0.6648
4.250	0.6610

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	0.6722	0.6733
PP	0.6722	0.6730
S1	0.6721	0.6726

Download as Excel Spreadsheet

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

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