CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	0.6994	0.7038	0.0044	0.6%	0.7037
High	0.7046	0.7042	-0.0004	-0.1%	0.7048
Low	0.6991	0.6977	-0.0014	-0.2%	0.6959
Close	0.7037	0.6982	-0.0056	-0.8%	0.7015
Range	0.0055	0.0065	0.0010	18.3%	0.0089
ATR	0.0058	0.0059	0.0000	0.8%	0.0000
Volume	804	1,375	571	71.0%	2,853

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7194	0.7152	0.7017
R3	0.7129	0.7088	0.6999
R2	0.7065	0.7065	0.6993
R1	0.7023	0.7023	0.6987	0.7012
PP	0.7000	0.7000	0.7000	0.6994
S1	0.6959	0.6959	0.6976	0.6947
S2	0.6936	0.6936	0.6970
S3	0.6871	0.6894	0.6964
S4	0.6807	0.6830	0.6946

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	0.6961	0.0085	1.2%	0.0052	0.7%	24%	False	False	889
10	0.7064	0.6959	0.0106	1.5%	0.0045	0.7%	22%	False	False	752
20	0.7410	0.6959	0.0451	6.5%	0.0063	0.9%	5%	False	False	679
40	0.7465	0.6959	0.0507	7.3%	0.0062	0.9%	5%	False	False	435
60	0.7465	0.6959	0.0507	7.3%	0.0055	0.8%	5%	False	False	306
80	0.7716	0.6959	0.0757	10.8%	0.0048	0.7%	3%	False	False	234
100	0.7907	0.6959	0.0949	13.6%	0.0043	0.6%	2%	False	False	188
120	0.7990	0.6959	0.1031	14.8%	0.0042	0.6%	2%	False	False	159

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7316
2.618	0.7210
1.618	0.7146
1.000	0.7106
0.618	0.7081
HIGH	0.7042
0.618	0.7017
0.500	0.7009
0.382	0.7002
LOW	0.6977
0.618	0.6937
1.000	0.6913
1.618	0.6873
2.618	0.6808
4.250	0.6703

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	0.7009	0.7003
PP	0.7000	0.6996
S1	0.6991	0.6989

Download as Excel Spreadsheet

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

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