CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.7170	0.7125	-0.0045	-0.6%	0.7247
High	0.7170	0.7135	-0.0035	-0.5%	0.7262
Low	0.7117	0.7100	-0.0017	-0.2%	0.7100
Close	0.7121	0.7103	-0.0019	-0.3%	0.7201
Range	0.0053	0.0035	-0.0018	-33.3%	0.0163
ATR	0.0071	0.0069	-0.0003	-3.6%	0.0000
Volume	222	960	738	332.4%	3,123

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7218	0.7195	0.7122
R3	0.7183	0.7160	0.7112
R2	0.7148	0.7148	0.7109
R1	0.7125	0.7125	0.7106	0.7119
PP	0.7113	0.7113	0.7113	0.7109
S1	0.7090	0.7090	0.7099	0.7084
S2	0.7078	0.7078	0.7096
S3	0.7043	0.7055	0.7093
S4	0.7008	0.7020	0.7083

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%	0.0057	0.8%	3%	False	False	604
10	0.7410	0.7100	0.0310	4.4%	0.0084	1.2%	1%	False	False	556
20	0.7465	0.7100	0.0366	5.1%	0.0074	1.0%	1%	False	False	406
40	0.7465	0.7080	0.0385	5.4%	0.0062	0.9%	6%	False	False	242
60	0.7610	0.7080	0.0530	7.5%	0.0052	0.7%	4%	False	False	170
80	0.7772	0.7080	0.0692	9.7%	0.0043	0.6%	3%	False	False	129
100	0.7990	0.7080	0.0910	12.8%	0.0040	0.6%	2%	False	False	105
120	0.7990	0.7080	0.0910	12.8%	0.0039	0.6%	2%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0021
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7284
2.618	0.7227
1.618	0.7192
1.000	0.7170
0.618	0.7157
HIGH	0.7135
0.618	0.7122
0.500	0.7118
0.382	0.7113
LOW	0.7100
0.618	0.7078
1.000	0.7065
1.618	0.7043
2.618	0.7008
4.250	0.6951

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.7118	0.7155
PP	0.7113	0.7137
S1	0.7108	0.7120

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

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