CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	0.7038	0.6978	-0.0060	-0.9%	0.7013
High	0.7042	0.6987	-0.0055	-0.8%	0.7046
Low	0.6977	0.6945	-0.0032	-0.5%	0.6945
Close	0.6982	0.6959	-0.0023	-0.3%	0.6959
Range	0.0065	0.0042	-0.0023	-35.7%	0.0101
ATR	0.0059	0.0057	-0.0001	-2.1%	0.0000
Volume	1,375	1,643	268	19.5%	5,528

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7088	0.7065	0.6981
R3	0.7046	0.7023	0.6970
R2	0.7005	0.7005	0.6966
R1	0.6982	0.6982	0.6962	0.6973
PP	0.6963	0.6963	0.6963	0.6959
S1	0.6940	0.6940	0.6955	0.6931
S2	0.6922	0.6922	0.6951
S3	0.6880	0.6899	0.6947
S4	0.6839	0.6857	0.6936

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7285	0.7222	0.7014
R3	0.7184	0.7122	0.6986
R2	0.7084	0.7084	0.6977
R1	0.7021	0.7021	0.6968	0.7002
PP	0.6983	0.6983	0.6983	0.6974
S1	0.6921	0.6921	0.6949	0.6902
S2	0.6883	0.6883	0.6940
S3	0.6782	0.6820	0.6931
S4	0.6682	0.6720	0.6903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7046	0.6945	0.0101	1.4%	0.0052	0.7%	13%	False	True	1,105
10	0.7048	0.6945	0.0103	1.5%	0.0047	0.7%	13%	False	True	838
20	0.7262	0.6945	0.0317	4.6%	0.0054	0.8%	4%	False	True	738
40	0.7465	0.6945	0.0520	7.5%	0.0062	0.9%	3%	False	True	472
60	0.7465	0.6945	0.0520	7.5%	0.0055	0.8%	3%	False	True	333
80	0.7716	0.6945	0.0771	11.1%	0.0048	0.7%	2%	False	True	254
100	0.7907	0.6945	0.0962	13.8%	0.0043	0.6%	1%	False	True	204
120	0.7990	0.6945	0.1045	15.0%	0.0041	0.6%	1%	False	True	173

Crabel Price Patterns
NR	True
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7163
2.618	0.7095
1.618	0.7054
1.000	0.7028
0.618	0.7012
HIGH	0.6987
0.618	0.6971
0.500	0.6966
0.382	0.6961
LOW	0.6945
0.618	0.6919
1.000	0.6904
1.618	0.6878
2.618	0.6836
4.250	0.6769

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	0.6966	0.6995
PP	0.6963	0.6983
S1	0.6961	0.6971

Download as Excel Spreadsheet

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

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