CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	0.6967	0.6991	0.0024	0.3%	0.7037
High	0.7000	0.7032	0.0032	0.5%	0.7048
Low	0.6959	0.6991	0.0032	0.5%	0.6959
Close	0.6975	0.7015	0.0040	0.6%	0.7015
Range	0.0042	0.0042	0.0000	0.0%	0.0089
ATR	0.0060	0.0060	0.0000	-0.3%	0.0000
Volume	332	562	230	69.3%	2,853

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7137	0.7118	0.7038
R3	0.7096	0.7076	0.7026
R2	0.7054	0.7054	0.7023
R1	0.7035	0.7035	0.7019	0.7044
PP	0.7013	0.7013	0.7013	0.7017
S1	0.6993	0.6993	0.7011	0.7003
S2	0.6971	0.6971	0.7007
S3	0.6930	0.6952	0.7004
S4	0.6888	0.6910	0.6992

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7274	0.7234	0.7064
R3	0.7185	0.7145	0.7039
R2	0.7096	0.7096	0.7031
R1	0.7056	0.7056	0.7023	0.7031
PP	0.7007	0.7007	0.7007	0.6995
S1	0.6967	0.6967	0.7007	0.6942
S2	0.6918	0.6918	0.6999
S3	0.6829	0.6878	0.6991
S4	0.6740	0.6789	0.6966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7048	0.6959	0.0089	1.3%	0.0042	0.6%	63%	False	False	570
10	0.7210	0.6959	0.0251	3.6%	0.0044	0.6%	23%	False	False	611
20	0.7410	0.6959	0.0451	6.4%	0.0065	0.9%	13%	False	False	558
40	0.7465	0.6959	0.0507	7.2%	0.0060	0.9%	11%	False	False	341
60	0.7466	0.6959	0.0508	7.2%	0.0055	0.8%	11%	False	False	244
80	0.7772	0.6959	0.0814	11.6%	0.0046	0.7%	7%	False	False	185
100	0.7907	0.6959	0.0949	13.5%	0.0043	0.6%	6%	False	False	150
120	0.7990	0.6959	0.1031	14.7%	0.0040	0.6%	5%	False	False	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008

Fibonacci Retracements and Extensions
4.250	0.7208
2.618	0.7141
1.618	0.7099
1.000	0.7074
0.618	0.7058
HIGH	0.7032
0.618	0.7016
0.500	0.7011
0.382	0.7006
LOW	0.6991
0.618	0.6965
1.000	0.6949
1.618	0.6923
2.618	0.6882
4.250	0.6814

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	0.7014	0.7008
PP	0.7013	0.7002
S1	0.7011	0.6995

Download as Excel Spreadsheet

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

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