CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	0.6776	0.6783	0.0007	0.1%	0.6830
High	0.6790	0.6818	0.0028	0.4%	0.6837
Low	0.6772	0.6770	-0.0002	0.0%	0.6769
Close	0.6786	0.6778	-0.0009	-0.1%	0.6778
Range	0.0019	0.0048	0.0029	156.8%	0.0069
ATR	0.0042	0.0042	0.0000	0.9%	0.0000
Volume	158,561	196,663	38,102	24.0%	720,240

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6931	0.6902	0.6804
R3	0.6883	0.6854	0.6791
R2	0.6836	0.6836	0.6786
R1	0.6807	0.6807	0.6782	0.6798
PP	0.6788	0.6788	0.6788	0.6784
S1	0.6759	0.6759	0.6773	0.6750
S2	0.6741	0.6741	0.6769
S3	0.6693	0.6712	0.6764
S4	0.6646	0.6664	0.6751

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7000	0.6957	0.6815
R3	0.6931	0.6889	0.6796
R2	0.6863	0.6863	0.6790
R1	0.6820	0.6820	0.6784	0.6807
PP	0.6794	0.6794	0.6794	0.6788
S1	0.6752	0.6752	0.6771	0.6739
S2	0.6726	0.6726	0.6765
S3	0.6657	0.6683	0.6759
S4	0.6589	0.6615	0.6740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6837	0.6769	0.0069	1.0%	0.0032	0.5%	13%	False	False	144,048
10	0.6882	0.6769	0.0114	1.7%	0.0033	0.5%	8%	False	False	153,633
20	0.7041	0.6769	0.0272	4.0%	0.0042	0.6%	3%	False	False	108,560
40	0.7215	0.6769	0.0447	6.6%	0.0045	0.7%	2%	False	False	54,835
60	0.7465	0.6769	0.0697	10.3%	0.0056	0.8%	1%	False	False	36,667
80	0.7465	0.6769	0.0697	10.3%	0.0053	0.8%	1%	False	False	27,515
100	0.7701	0.6769	0.0932	13.8%	0.0048	0.7%	1%	False	False	22,016
120	0.7840	0.6769	0.1072	15.8%	0.0043	0.6%	1%	False	False	18,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7019
2.618	0.6942
1.618	0.6894
1.000	0.6865
0.618	0.6847
HIGH	0.6818
0.618	0.6799
0.500	0.6794
0.382	0.6788
LOW	0.6770
0.618	0.6741
1.000	0.6723
1.618	0.6693
2.618	0.6646
4.250	0.6568

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	0.6794	0.6793
PP	0.6788	0.6788
S1	0.6783	0.6783

Download as Excel Spreadsheet

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

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