CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	0.7013	0.7008	-0.0005	-0.1%	0.7207
High	0.7028	0.7018	-0.0010	-0.1%	0.7210
Low	0.6993	0.6968	-0.0026	-0.4%	0.7037
Close	0.7003	0.6975	-0.0028	-0.4%	0.7038
Range	0.0035	0.0051	0.0016	46.4%	0.0173
ATR	0.0062	0.0061	-0.0001	-1.3%	0.0000
Volume	364	894	530	145.6%	3,262

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7138	0.7107	0.7002
R3	0.7088	0.7056	0.6988
R2	0.7037	0.7037	0.6984
R1	0.7006	0.7006	0.6979	0.6996
PP	0.6987	0.6987	0.6987	0.6982
S1	0.6955	0.6955	0.6970	0.6946
S2	0.6936	0.6936	0.6965
S3	0.6886	0.6905	0.6961
S4	0.6835	0.6854	0.6947

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	0.7120	0.6968	0.0152	2.2%	0.0045	0.6%	5%	False	True	719
10	0.7215	0.6968	0.0248	3.5%	0.0051	0.7%	3%	False	True	661
20	0.7410	0.6968	0.0442	6.3%	0.0069	1.0%	2%	False	True	535
40	0.7465	0.6968	0.0498	7.1%	0.0061	0.9%	1%	False	True	320
60	0.7466	0.6968	0.0499	7.1%	0.0053	0.8%	1%	False	True	229
80	0.7772	0.6968	0.0805	11.5%	0.0045	0.6%	1%	False	True	174
100	0.7940	0.6968	0.0972	13.9%	0.0042	0.6%	1%	False	True	141
120	0.7990	0.6968	0.1022	14.7%	0.0039	0.6%	1%	False	True	121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7233
2.618	0.7150
1.618	0.7100
1.000	0.7069
0.618	0.7049
HIGH	0.7018
0.618	0.6999
0.500	0.6993
0.382	0.6987
LOW	0.6968
0.618	0.6936
1.000	0.6917
1.618	0.6886
2.618	0.6835
4.250	0.6753

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	0.6993	0.7008
PP	0.6987	0.6997
S1	0.6981	0.6986

Download as Excel Spreadsheet

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

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