CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	0.6703	0.6736	0.0034	0.5%	0.6735
High	0.6745	0.6774	0.0029	0.4%	0.6756
Low	0.6702	0.6725	0.0024	0.4%	0.6686
Close	0.6742	0.6765	0.0023	0.3%	0.6742
Range	0.0043	0.0049	0.0006	12.8%	0.0071
ATR	0.0037	0.0038	0.0001	2.2%	0.0000
Volume	179,669	205,656	25,987	14.5%	821,978

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6900	0.6881	0.6792
R3	0.6852	0.6833	0.6778
R2	0.6803	0.6803	0.6774
R1	0.6784	0.6784	0.6769	0.6794
PP	0.6755	0.6755	0.6755	0.6759
S1	0.6736	0.6736	0.6761	0.6745
S2	0.6706	0.6706	0.6756
S3	0.6658	0.6687	0.6752
S4	0.6609	0.6639	0.6738

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	0.6774	0.6686	0.0088	1.3%	0.0040	0.6%	90%	True	False	178,158
10	0.6797	0.6686	0.0112	1.6%	0.0034	0.5%	71%	False	False	156,310
20	0.6874	0.6686	0.0189	2.8%	0.0040	0.6%	42%	False	False	158,489
40	0.6964	0.6686	0.0278	4.1%	0.0039	0.6%	29%	False	False	136,815
60	0.7210	0.6686	0.0524	7.7%	0.0042	0.6%	15%	False	False	91,641
80	0.7465	0.6686	0.0780	11.5%	0.0051	0.8%	10%	False	False	68,817
100	0.7465	0.6686	0.0780	11.5%	0.0050	0.7%	10%	False	False	55,066
120	0.7701	0.6686	0.1015	15.0%	0.0047	0.7%	8%	False	False	45,893

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	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6980
2.618	0.6900
1.618	0.6852
1.000	0.6822
0.618	0.6803
HIGH	0.6774
0.618	0.6755
0.500	0.6749
0.382	0.6744
LOW	0.6725
0.618	0.6695
1.000	0.6677
1.618	0.6647
2.618	0.6598
4.250	0.6519

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	0.6760	0.6753
PP	0.6755	0.6741
S1	0.6749	0.6730

Download as Excel Spreadsheet

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

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