CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.7045	0.7037	-0.0009	-0.1%	0.7207
High	0.7064	0.7048	-0.0017	-0.2%	0.7210
Low	0.7037	0.7007	-0.0030	-0.4%	0.7037
Close	0.7038	0.7011	-0.0027	-0.4%	0.7038
Range	0.0028	0.0041	0.0013	47.3%	0.0173
ATR	0.0066	0.0064	-0.0002	-2.8%	0.0000
Volume	786	701	-85	-10.8%	3,262

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7143	0.7118	0.7033
R3	0.7103	0.7077	0.7022
R2	0.7062	0.7062	0.7018
R1	0.7037	0.7037	0.7015	0.7029
PP	0.7022	0.7022	0.7022	0.7018
S1	0.6996	0.6996	0.7007	0.6989
S2	0.6981	0.6981	0.7004
S3	0.6941	0.6956	0.7000
S4	0.6900	0.6915	0.6989

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	0.7170	0.7007	0.0163	2.3%	0.0046	0.7%	2%	False	True	703
10	0.7215	0.7007	0.0208	3.0%	0.0055	0.8%	2%	False	True	677
20	0.7427	0.7007	0.0420	6.0%	0.0070	1.0%	1%	False	True	489
40	0.7465	0.7007	0.0458	6.5%	0.0062	0.9%	1%	False	True	295
60	0.7511	0.7007	0.0504	7.2%	0.0054	0.8%	1%	False	True	208
80	0.7772	0.7007	0.0765	10.9%	0.0044	0.6%	1%	False	True	159
100	0.7990	0.7007	0.0983	14.0%	0.0042	0.6%	0%	False	True	128
120	0.7990	0.7007	0.0983	14.0%	0.0040	0.6%	0%	False	True	111

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7220
2.618	0.7154
1.618	0.7113
1.000	0.7088
0.618	0.7073
HIGH	0.7048
0.618	0.7032
0.500	0.7027
0.382	0.7022
LOW	0.7007
0.618	0.6982
1.000	0.6967
1.618	0.6941
2.618	0.6901
4.250	0.6835

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.7027	0.7063
PP	0.7022	0.7046
S1	0.7016	0.7028

Download as Excel Spreadsheet

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

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