CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.6970	0.6994	0.0024	0.3%	0.7037
High	0.7001	0.7046	0.0045	0.6%	0.7048
Low	0.6961	0.6991	0.0030	0.4%	0.6959
Close	0.6987	0.7037	0.0051	0.7%	0.7015
Range	0.0040	0.0055	0.0015	36.3%	0.0089
ATR	0.0058	0.0058	0.0000	0.1%	0.0000
Volume	995	804	-191	-19.2%	2,853

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7188	0.7167	0.7067
R3	0.7134	0.7113	0.7052
R2	0.7079	0.7079	0.7047
R1	0.7058	0.7058	0.7042	0.7069
PP	0.7025	0.7025	0.7025	0.7030
S1	0.7004	0.7004	0.7032	0.7014
S2	0.6970	0.6970	0.7027
S3	0.6916	0.6949	0.7022
S4	0.6861	0.6895	0.7007

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	0.7046	0.6959	0.0087	1.2%	0.0047	0.7%	90%	True	False	680
10	0.7120	0.6959	0.0161	2.3%	0.0046	0.7%	49%	False	False	699
20	0.7410	0.6959	0.0451	6.4%	0.0065	0.9%	17%	False	False	628
40	0.7465	0.6959	0.0507	7.2%	0.0061	0.9%	15%	False	False	402
60	0.7465	0.6959	0.0507	7.2%	0.0055	0.8%	15%	False	False	283
80	0.7716	0.6959	0.0757	10.8%	0.0047	0.7%	10%	False	False	216
100	0.7907	0.6959	0.0949	13.5%	0.0044	0.6%	8%	False	False	174
120	0.7990	0.6959	0.1031	14.7%	0.0041	0.6%	8%	False	False	148

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

Fibonacci Retracements and Extensions
4.250	0.7277
2.618	0.7188
1.618	0.7134
1.000	0.7100
0.618	0.7079
HIGH	0.7046
0.618	0.7025
0.500	0.7018
0.382	0.7012
LOW	0.6991
0.618	0.6957
1.000	0.6937
1.618	0.6903
2.618	0.6848
4.250	0.6759

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.7031	0.7026
PP	0.7025	0.7015
S1	0.7018	0.7003

Download as Excel Spreadsheet

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

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