CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.7037	0.7013	-0.0024	-0.3%	0.7207
High	0.7048	0.7028	-0.0020	-0.3%	0.7210
Low	0.7007	0.6993	-0.0014	-0.2%	0.7037
Close	0.7011	0.7003	-0.0009	-0.1%	0.7038
Range	0.0041	0.0035	-0.0006	-14.8%	0.0173
ATR	0.0064	0.0062	-0.0002	-3.3%	0.0000
Volume	701	364	-337	-48.1%	3,262

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7111	0.7091	0.7021
R3	0.7077	0.7057	0.7012
R2	0.7042	0.7042	0.7009
R1	0.7022	0.7022	0.7006	0.7015
PP	0.7008	0.7008	0.7008	0.7004
S1	0.6988	0.6988	0.6999	0.6981
S2	0.6973	0.6973	0.6996
S3	0.6939	0.6953	0.6993
S4	0.6904	0.6919	0.6984

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	0.7135	0.6993	0.0142	2.0%	0.0042	0.6%	7%	False	True	732
10	0.7215	0.6993	0.0222	3.2%	0.0052	0.7%	4%	False	True	665
20	0.7410	0.6993	0.0417	5.9%	0.0069	1.0%	2%	False	True	500
40	0.7465	0.6993	0.0472	6.7%	0.0061	0.9%	2%	False	True	299
60	0.7505	0.6993	0.0512	7.3%	0.0054	0.8%	2%	False	True	214
80	0.7772	0.6993	0.0779	11.1%	0.0045	0.6%	1%	False	True	163
100	0.7990	0.6993	0.0997	14.2%	0.0042	0.6%	1%	False	True	132
120	0.7990	0.6993	0.0997	14.2%	0.0040	0.6%	1%	False	True	113

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7174
2.618	0.7118
1.618	0.7083
1.000	0.7062
0.618	0.7049
HIGH	0.7028
0.618	0.7014
0.500	0.7010
0.382	0.7006
LOW	0.6993
0.618	0.6972
1.000	0.6959
1.618	0.6937
2.618	0.6903
4.250	0.6846

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.7010	0.7029
PP	0.7008	0.7020
S1	0.7005	0.7011

Download as Excel Spreadsheet

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

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