CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	0.6731	0.6715	-0.0016	-0.2%	0.6757
High	0.6733	0.6730	-0.0004	-0.1%	0.6797
Low	0.6710	0.6686	-0.0024	-0.4%	0.6726
Close	0.6723	0.6705	-0.0019	-0.3%	0.6734
Range	0.0024	0.0044	0.0021	87.2%	0.0071
ATR	0.0036	0.0037	0.0001	1.5%	0.0000
Volume	132,876	202,511	69,635	52.4%	657,512

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6839	0.6816	0.6729
R3	0.6795	0.6772	0.6717
R2	0.6751	0.6751	0.6713
R1	0.6728	0.6728	0.6709	0.6717
PP	0.6707	0.6707	0.6707	0.6701
S1	0.6684	0.6684	0.6700	0.6673
S2	0.6663	0.6663	0.6696
S3	0.6619	0.6640	0.6692
S4	0.6575	0.6596	0.6680

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	0.6686	0.0071	1.1%	0.0029	0.4%	27%	False	True	155,093
10	0.6797	0.6686	0.0112	1.7%	0.0028	0.4%	17%	False	True	144,224
20	0.6874	0.6686	0.0189	2.8%	0.0039	0.6%	10%	False	True	155,845
40	0.7041	0.6686	0.0355	5.3%	0.0040	0.6%	5%	False	True	127,333
60	0.7215	0.6686	0.0530	7.9%	0.0043	0.6%	4%	False	True	85,242
80	0.7465	0.6686	0.0780	11.6%	0.0052	0.8%	2%	False	True	64,003
100	0.7465	0.6686	0.0780	11.6%	0.0050	0.7%	2%	False	True	51,214
120	0.7701	0.6686	0.1015	15.1%	0.0046	0.7%	2%	False	True	42,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6917
2.618	0.6845
1.618	0.6801
1.000	0.6774
0.618	0.6757
HIGH	0.6730
0.618	0.6713
0.500	0.6708
0.382	0.6702
LOW	0.6686
0.618	0.6658
1.000	0.6642
1.618	0.6614
2.618	0.6570
4.250	0.6499

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	0.6708	0.6721
PP	0.6707	0.6715
S1	0.6706	0.6710

Download as Excel Spreadsheet

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

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