CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	0.6736	0.6762	0.0026	0.4%	0.6735
High	0.6774	0.6762	-0.0012	-0.2%	0.6756
Low	0.6725	0.6640	-0.0086	-1.3%	0.6686
Close	0.6765	0.6647	-0.0119	-1.8%	0.6742
Range	0.0049	0.0123	0.0074	152.6%	0.0071
ATR	0.0038	0.0044	0.0006	16.4%	0.0000
Volume	205,656	351,107	145,451	70.7%	821,978

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7050	0.6971	0.6714
R3	0.6928	0.6848	0.6680
R2	0.6805	0.6805	0.6669
R1	0.6726	0.6726	0.6658	0.6704
PP	0.6683	0.6683	0.6683	0.6672
S1	0.6603	0.6603	0.6635	0.6582
S2	0.6560	0.6560	0.6624
S3	0.6438	0.6481	0.6613
S4	0.6315	0.6358	0.6579

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	0.6640	0.0134	2.0%	0.0056	0.8%	5%	False	True	214,363
10	0.6774	0.6640	0.0134	2.0%	0.0040	0.6%	5%	False	True	177,392
20	0.6825	0.6640	0.0185	2.8%	0.0039	0.6%	4%	False	True	164,224
40	0.6963	0.6640	0.0323	4.9%	0.0040	0.6%	2%	False	True	145,200
60	0.7170	0.6640	0.0530	8.0%	0.0044	0.7%	1%	False	True	97,485
80	0.7465	0.6640	0.0826	12.4%	0.0052	0.8%	1%	False	True	73,205
100	0.7465	0.6640	0.0826	12.4%	0.0050	0.8%	1%	False	True	58,577
120	0.7687	0.6640	0.1047	15.8%	0.0048	0.7%	1%	False	True	48,818

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	0.0008
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7283
2.618	0.7083
1.618	0.6960
1.000	0.6885
0.618	0.6838
HIGH	0.6762
0.618	0.6715
0.500	0.6701
0.382	0.6686
LOW	0.6640
0.618	0.6564
1.000	0.6517
1.618	0.6441
2.618	0.6319
4.250	0.6119

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	0.6701	0.6707
PP	0.6683	0.6687
S1	0.6665	0.6667

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols