CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.7125	0.7103	-0.0023	-0.3%	0.7247
High	0.7135	0.7120	-0.0016	-0.2%	0.7262
Low	0.7100	0.7047	-0.0054	-0.8%	0.7100
Close	0.7103	0.7050	-0.0053	-0.7%	0.7201
Range	0.0035	0.0073	0.0038	108.6%	0.0163
ATR	0.0069	0.0069	0.0000	0.5%	0.0000
Volume	960	850	-110	-11.5%	3,123

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7291	0.7244	0.7090
R3	0.7218	0.7171	0.7070
R2	0.7145	0.7145	0.7063
R1	0.7098	0.7098	0.7057	0.7085
PP	0.7072	0.7072	0.7072	0.7066
S1	0.7025	0.7025	0.7043	0.7012
S2	0.6999	0.6999	0.7037
S3	0.6926	0.6952	0.7030
S4	0.6853	0.6879	0.7010

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	0.7047	0.0169	2.4%	0.0055	0.8%	2%	False	True	596
10	0.7410	0.7047	0.0363	5.1%	0.0080	1.1%	1%	False	True	606
20	0.7465	0.7047	0.0419	5.9%	0.0075	1.1%	1%	False	True	442
40	0.7465	0.7047	0.0419	5.9%	0.0062	0.9%	1%	False	True	259
60	0.7595	0.7047	0.0548	7.8%	0.0053	0.8%	1%	False	True	184
80	0.7772	0.7047	0.0726	10.3%	0.0044	0.6%	0%	False	True	140
100	0.7990	0.7047	0.0943	13.4%	0.0041	0.6%	0%	False	True	113
120	0.7990	0.7047	0.0943	13.4%	0.0039	0.6%	0%	False	True	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7430
2.618	0.7311
1.618	0.7238
1.000	0.7193
0.618	0.7165
HIGH	0.7120
0.618	0.7092
0.500	0.7083
0.382	0.7074
LOW	0.7047
0.618	0.7001
1.000	0.6974
1.618	0.6928
2.618	0.6855
4.250	0.6736

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.7083	0.7108
PP	0.7072	0.7089
S1	0.7061	0.7069

Download as Excel Spreadsheet

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

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