CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	0.6950	0.6978	0.0029	0.4%	0.7013
High	0.6988	0.6992	0.0004	0.1%	0.7046
Low	0.6908	0.6946	0.0039	0.6%	0.6945
Close	0.6980	0.6963	-0.0018	-0.3%	0.6959
Range	0.0081	0.0046	-0.0035	-42.9%	0.0101
ATR	0.0057	0.0056	-0.0001	-1.3%	0.0000
Volume	2,751	4,652	1,901	69.1%	5,528

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7105	0.7080	0.6988
R3	0.7059	0.7034	0.6975
R2	0.7013	0.7013	0.6971
R1	0.6988	0.6988	0.6967	0.6977
PP	0.6967	0.6967	0.6967	0.6962
S1	0.6942	0.6942	0.6958	0.6931
S2	0.6921	0.6921	0.6954
S3	0.6875	0.6896	0.6950
S4	0.6829	0.6850	0.6937

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	0.7042	0.6908	0.0134	1.9%	0.0051	0.7%	41%	False	False	2,235
10	0.7046	0.6908	0.0138	2.0%	0.0049	0.7%	40%	False	False	1,458
20	0.7215	0.6908	0.0308	4.4%	0.0050	0.7%	18%	False	False	1,059
40	0.7465	0.6908	0.0558	8.0%	0.0064	0.9%	10%	False	False	673
60	0.7465	0.6908	0.0558	8.0%	0.0056	0.8%	10%	False	False	468
80	0.7701	0.6908	0.0793	11.4%	0.0050	0.7%	7%	False	False	356
100	0.7840	0.6908	0.0933	13.4%	0.0044	0.6%	6%	False	False	285
120	0.7990	0.6908	0.1082	15.5%	0.0041	0.6%	5%	False	False	240

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7188
2.618	0.7112
1.618	0.7066
1.000	0.7038
0.618	0.7020
HIGH	0.6992
0.618	0.6974
0.500	0.6969
0.382	0.6964
LOW	0.6946
0.618	0.6918
1.000	0.6900
1.618	0.6872
2.618	0.6826
4.250	0.6751

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	0.6969	0.6958
PP	0.6967	0.6954
S1	0.6965	0.6950

Download as Excel Spreadsheet

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

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