CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.6978	0.6953	-0.0025	-0.4%	0.7013
High	0.6987	0.6960	-0.0027	-0.4%	0.7046
Low	0.6945	0.6939	-0.0007	-0.1%	0.6945
Close	0.6959	0.6948	-0.0011	-0.2%	0.6959
Range	0.0042	0.0021	-0.0021	-49.4%	0.0101
ATR	0.0057	0.0055	-0.0003	-4.5%	0.0000
Volume	1,643	758	-885	-53.9%	5,528

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7012	0.7001	0.6960
R3	0.6991	0.6980	0.6954
R2	0.6970	0.6970	0.6952
R1	0.6959	0.6959	0.6950	0.6954
PP	0.6949	0.6949	0.6949	0.6946
S1	0.6938	0.6938	0.6946	0.6933
S2	0.6928	0.6928	0.6944
S3	0.6907	0.6917	0.6942
S4	0.6886	0.6896	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	0.6939	0.0107	1.5%	0.0044	0.6%	9%	False	True	1,115
10	0.7046	0.6939	0.0107	1.5%	0.0045	0.6%	9%	False	True	843
20	0.7215	0.6939	0.0277	4.0%	0.0050	0.7%	3%	False	True	760
40	0.7465	0.6939	0.0527	7.6%	0.0062	0.9%	2%	False	True	490
60	0.7465	0.6939	0.0527	7.6%	0.0056	0.8%	2%	False	True	346
80	0.7716	0.6939	0.0777	11.2%	0.0049	0.7%	1%	False	True	264
100	0.7890	0.6939	0.0952	13.7%	0.0043	0.6%	1%	False	True	211
120	0.7990	0.6939	0.1051	15.1%	0.0041	0.6%	1%	False	True	179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	0.7049
2.618	0.7014
1.618	0.6993
1.000	0.6981
0.618	0.6972
HIGH	0.6960
0.618	0.6951
0.500	0.6949
0.382	0.6947
LOW	0.6939
0.618	0.6926
1.000	0.6918
1.618	0.6905
2.618	0.6884
4.250	0.6849

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.6949	0.6990
PP	0.6949	0.6976
S1	0.6948	0.6962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols