CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	0.7103	0.7045	-0.0058	-0.8%	0.7207
High	0.7120	0.7064	-0.0056	-0.8%	0.7210
Low	0.7047	0.7037	-0.0010	-0.1%	0.7037
Close	0.7050	0.7038	-0.0012	-0.2%	0.7038
Range	0.0073	0.0028	-0.0046	-62.3%	0.0173
ATR	0.0069	0.0066	-0.0003	-4.3%	0.0000
Volume	850	786	-64	-7.5%	3,262

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7129	0.7111	0.7053
R3	0.7101	0.7083	0.7046
R2	0.7074	0.7074	0.7043
R1	0.7056	0.7056	0.7041	0.7051
PP	0.7046	0.7046	0.7046	0.7044
S1	0.7028	0.7028	0.7035	0.7024
S2	0.7019	0.7019	0.7033
S3	0.6991	0.7001	0.7030
S4	0.6964	0.6973	0.7023

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7499	0.7133
R3	0.7441	0.7326	0.7086
R2	0.7268	0.7268	0.7070
R1	0.7153	0.7153	0.7054	0.7124
PP	0.7095	0.7095	0.7095	0.7080
S1	0.6980	0.6980	0.7022	0.6951
S2	0.6922	0.6922	0.7006
S3	0.6749	0.6807	0.6990
S4	0.6576	0.6634	0.6943

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7210	0.7037	0.0173	2.5%	0.0046	0.7%	1%	False	True	652
10	0.7262	0.7037	0.0226	3.2%	0.0061	0.9%	1%	False	True	638
20	0.7427	0.7037	0.0390	5.5%	0.0071	1.0%	0%	False	True	464
40	0.7465	0.7037	0.0429	6.1%	0.0062	0.9%	0%	False	True	278
60	0.7511	0.7037	0.0475	6.7%	0.0053	0.8%	0%	False	True	197
80	0.7772	0.7037	0.0736	10.5%	0.0044	0.6%	0%	False	True	150
100	0.7990	0.7037	0.0953	13.5%	0.0041	0.6%	0%	False	True	121
120	0.7990	0.7037	0.0953	13.5%	0.0040	0.6%	0%	False	True	105

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	0.0013
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7181
2.618	0.7136
1.618	0.7108
1.000	0.7092
0.618	0.7081
HIGH	0.7064
0.618	0.7053
0.500	0.7050
0.382	0.7047
LOW	0.7037
0.618	0.7020
1.000	0.7009
1.618	0.6992
2.618	0.6965
4.250	0.6920

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	0.7050	0.7086
PP	0.7046	0.7070
S1	0.7042	0.7054

Download as Excel Spreadsheet

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

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