CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	0.6715	0.6703	-0.0012	-0.2%	0.6735
High	0.6730	0.6745	0.0015	0.2%	0.6756
Low	0.6686	0.6702	0.0016	0.2%	0.6686
Close	0.6705	0.6742	0.0038	0.6%	0.6742
Range	0.0044	0.0043	-0.0001	-2.3%	0.0071
ATR	0.0037	0.0037	0.0000	1.2%	0.0000
Volume	202,511	179,669	-22,842	-11.3%	821,978

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6858	0.6843	0.6766
R3	0.6815	0.6800	0.6754
R2	0.6772	0.6772	0.6750
R1	0.6757	0.6757	0.6746	0.6765
PP	0.6729	0.6729	0.6729	0.6733
S1	0.6714	0.6714	0.6738	0.6722
S2	0.6686	0.6686	0.6734
S3	0.6643	0.6671	0.6730
S4	0.6600	0.6628	0.6718

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6939	0.6911	0.6781
R3	0.6869	0.6841	0.6761
R2	0.6798	0.6798	0.6755
R1	0.6770	0.6770	0.6748	0.6784
PP	0.6728	0.6728	0.6728	0.6735
S1	0.6700	0.6700	0.6736	0.6714
S2	0.6657	0.6657	0.6729
S3	0.6587	0.6629	0.6723
S4	0.6516	0.6559	0.6703

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	1.0%	0.0035	0.5%	80%	False	False	164,395
10	0.6797	0.6686	0.0112	1.7%	0.0031	0.5%	51%	False	False	147,949
20	0.6874	0.6686	0.0189	2.8%	0.0039	0.6%	30%	False	False	154,956
40	0.7041	0.6686	0.0355	5.3%	0.0040	0.6%	16%	False	False	131,777
60	0.7215	0.6686	0.0530	7.9%	0.0043	0.6%	11%	False	False	88,222
80	0.7465	0.6686	0.0780	11.6%	0.0052	0.8%	7%	False	False	66,249
100	0.7465	0.6686	0.0780	11.6%	0.0050	0.7%	7%	False	False	53,011
120	0.7701	0.6686	0.1015	15.1%	0.0047	0.7%	6%	False	False	44,179

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6927
2.618	0.6857
1.618	0.6814
1.000	0.6788
0.618	0.6771
HIGH	0.6745
0.618	0.6728
0.500	0.6723
0.382	0.6718
LOW	0.6702
0.618	0.6675
1.000	0.6659
1.618	0.6632
2.618	0.6589
4.250	0.6519

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	0.6736	0.6733
PP	0.6729	0.6724
S1	0.6723	0.6715

Download as Excel Spreadsheet

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

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