CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	0.6991	0.7013	0.0022	0.3%	0.7037
High	0.7032	0.7021	-0.0011	-0.2%	0.7048
Low	0.6991	0.6962	-0.0029	-0.4%	0.6959
Close	0.7015	0.6975	-0.0040	-0.6%	0.7015
Range	0.0042	0.0059	0.0018	42.2%	0.0089
ATR	0.0060	0.0060	0.0000	-0.1%	0.0000
Volume	562	711	149	26.5%	2,853

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7163	0.7128	0.7007
R3	0.7104	0.7069	0.6991
R2	0.7045	0.7045	0.6986
R1	0.7010	0.7010	0.6980	0.6998
PP	0.6986	0.6986	0.6986	0.6980
S1	0.6951	0.6951	0.6970	0.6939
S2	0.6927	0.6927	0.6964
S3	0.6868	0.6892	0.6959
S4	0.6809	0.6833	0.6943

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	0.7032	0.6959	0.0074	1.1%	0.0045	0.7%	22%	False	False	572
10	0.7170	0.6959	0.0211	3.0%	0.0046	0.7%	8%	False	False	638
20	0.7410	0.6959	0.0451	6.5%	0.0065	0.9%	4%	False	False	559
40	0.7465	0.6959	0.0507	7.3%	0.0060	0.9%	3%	False	False	358
60	0.7465	0.6959	0.0507	7.3%	0.0055	0.8%	3%	False	False	255
80	0.7729	0.6959	0.0771	11.0%	0.0046	0.7%	2%	False	False	194
100	0.7907	0.6959	0.0949	13.6%	0.0043	0.6%	2%	False	False	157
120	0.7990	0.6959	0.1031	14.8%	0.0040	0.6%	2%	False	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7272
2.618	0.7175
1.618	0.7116
1.000	0.7080
0.618	0.7057
HIGH	0.7021
0.618	0.6998
0.500	0.6992
0.382	0.6985
LOW	0.6962
0.618	0.6926
1.000	0.6903
1.618	0.6867
2.618	0.6808
4.250	0.6711

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	0.6992	0.6995
PP	0.6986	0.6989
S1	0.6981	0.6982

Download as Excel Spreadsheet

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

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