CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.7207	0.7170	-0.0038	-0.5%	0.7247
High	0.7210	0.7170	-0.0040	-0.6%	0.7262
Low	0.7166	0.7117	-0.0049	-0.7%	0.7100
Close	0.7171	0.7121	-0.0050	-0.7%	0.7201
Range	0.0044	0.0053	0.0009	19.3%	0.0163
ATR	0.0073	0.0071	-0.0001	-1.9%	0.0000
Volume	444	222	-222	-50.0%	3,123

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7293	0.7260	0.7150
R3	0.7241	0.7207	0.7135
R2	0.7188	0.7188	0.7131
R1	0.7155	0.7155	0.7126	0.7145
PP	0.7136	0.7136	0.7136	0.7131
S1	0.7102	0.7102	0.7116	0.7093
S2	0.7083	0.7083	0.7111
S3	0.7031	0.7050	0.7107
S4	0.6978	0.6997	0.7092

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7600	0.7290
R3	0.7512	0.7438	0.7245
R2	0.7350	0.7350	0.7230
R1	0.7275	0.7275	0.7215	0.7231
PP	0.7187	0.7187	0.7187	0.7165
S1	0.7113	0.7113	0.7186	0.7069
S2	0.7025	0.7025	0.7171
S3	0.6862	0.6950	0.7156
S4	0.6700	0.6788	0.7111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7215	0.7100	0.0116	1.6%	0.0062	0.9%	19%	False	False	598
10	0.7410	0.7100	0.0310	4.4%	0.0086	1.2%	7%	False	False	486
20	0.7465	0.7100	0.0366	5.1%	0.0076	1.1%	6%	False	False	367
40	0.7465	0.7080	0.0385	5.4%	0.0061	0.9%	11%	False	False	219
60	0.7679	0.7080	0.0599	8.4%	0.0053	0.7%	7%	False	False	154
80	0.7836	0.7080	0.0756	10.6%	0.0043	0.6%	5%	False	False	117
100	0.7990	0.7080	0.0910	12.8%	0.0040	0.6%	5%	False	False	95
120	0.7990	0.7080	0.0910	12.8%	0.0039	0.5%	5%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7393
2.618	0.7307
1.618	0.7254
1.000	0.7222
0.618	0.7202
HIGH	0.7170
0.618	0.7149
0.500	0.7143
0.382	0.7137
LOW	0.7117
0.618	0.7085
1.000	0.7065
1.618	0.7032
2.618	0.6980
4.250	0.6894

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.7143	0.7166
PP	0.7136	0.7151
S1	0.7128	0.7136

Download as Excel Spreadsheet

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

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