CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	0.7008	0.6967	-0.0041	-0.6%	0.7207
High	0.7018	0.7000	-0.0018	-0.3%	0.7210
Low	0.6968	0.6959	-0.0009	-0.1%	0.7037
Close	0.6975	0.6975	0.0001	0.0%	0.7038
Range	0.0051	0.0042	-0.0009	-17.8%	0.0173
ATR	0.0061	0.0060	-0.0001	-2.3%	0.0000
Volume	894	332	-562	-62.9%	3,262

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7102	0.7080	0.6998
R3	0.7061	0.7039	0.6986
R2	0.7019	0.7019	0.6983
R1	0.6997	0.6997	0.6979	0.7008
PP	0.6978	0.6978	0.6978	0.6983
S1	0.6956	0.6956	0.6971	0.6967
S2	0.6936	0.6936	0.6967
S3	0.6895	0.6914	0.6964
S4	0.6853	0.6873	0.6952

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	0.7064	0.6959	0.0106	1.5%	0.0039	0.6%	16%	False	True	615
10	0.7215	0.6959	0.0257	3.7%	0.0047	0.7%	6%	False	True	605
20	0.7410	0.6959	0.0451	6.5%	0.0068	1.0%	4%	False	True	545
40	0.7465	0.6959	0.0507	7.3%	0.0061	0.9%	3%	False	True	328
60	0.7466	0.6959	0.0508	7.3%	0.0054	0.8%	3%	False	True	235
80	0.7772	0.6959	0.0814	11.7%	0.0045	0.6%	2%	False	True	178
100	0.7940	0.6959	0.0981	14.1%	0.0042	0.6%	2%	False	True	144
120	0.7990	0.6959	0.1031	14.8%	0.0040	0.6%	2%	False	True	123

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	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7176
2.618	0.7109
1.618	0.7067
1.000	0.7042
0.618	0.7026
HIGH	0.7000
0.618	0.6984
0.500	0.6979
0.382	0.6974
LOW	0.6959
0.618	0.6933
1.000	0.6917
1.618	0.6891
2.618	0.6850
4.250	0.6782

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	0.6979	0.6993
PP	0.6978	0.6987
S1	0.6976	0.6981

Download as Excel Spreadsheet

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

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