CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	0.7013	0.6970	-0.0043	-0.6%	0.7037
High	0.7021	0.7001	-0.0020	-0.3%	0.7048
Low	0.6962	0.6961	-0.0001	0.0%	0.6959
Close	0.6975	0.6987	0.0012	0.2%	0.7015
Range	0.0059	0.0040	-0.0019	-32.2%	0.0089
ATR	0.0060	0.0058	-0.0001	-2.3%	0.0000
Volume	711	995	284	39.9%	2,853

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7103	0.7085	0.7009
R3	0.7063	0.7045	0.6998
R2	0.7023	0.7023	0.6994
R1	0.7005	0.7005	0.6990	0.7014
PP	0.6983	0.6983	0.6983	0.6987
S1	0.6965	0.6965	0.6983	0.6974
S2	0.6943	0.6943	0.6979
S3	0.6903	0.6925	0.6976
S4	0.6863	0.6885	0.6965

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%	0.0047	0.7%	38%	False	False	698
10	0.7135	0.6959	0.0177	2.5%	0.0044	0.6%	16%	False	False	715
20	0.7410	0.6959	0.0451	6.5%	0.0065	0.9%	6%	False	False	601
40	0.7465	0.6959	0.0507	7.2%	0.0061	0.9%	6%	False	False	382
60	0.7465	0.6959	0.0507	7.2%	0.0055	0.8%	6%	False	False	270
80	0.7716	0.6959	0.0757	10.8%	0.0047	0.7%	4%	False	False	206
100	0.7907	0.6959	0.0949	13.6%	0.0044	0.6%	3%	False	False	166
120	0.7990	0.6959	0.1031	14.8%	0.0041	0.6%	3%	False	False	141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7171
2.618	0.7106
1.618	0.7066
1.000	0.7041
0.618	0.7026
HIGH	0.7001
0.618	0.6986
0.500	0.6981
0.382	0.6976
LOW	0.6961
0.618	0.6936
1.000	0.6921
1.618	0.6896
2.618	0.6856
4.250	0.6791

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	0.6985	0.6997
PP	0.6983	0.6993
S1	0.6981	0.6990

Download as Excel Spreadsheet

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

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