CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	0.6978	0.6960	-0.0019	-0.3%	0.7013
High	0.6992	0.6998	0.0006	0.1%	0.7046
Low	0.6946	0.6955	0.0009	0.1%	0.6945
Close	0.6963	0.6993	0.0031	0.4%	0.6959
Range	0.0046	0.0043	-0.0004	-7.6%	0.0101
ATR	0.0056	0.0055	-0.0001	-1.7%	0.0000
Volume	4,652	1,905	-2,747	-59.0%	5,528

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7109	0.7094	0.7016
R3	0.7067	0.7051	0.7005
R2	0.7024	0.7024	0.7001
R1	0.7009	0.7009	0.6997	0.7017
PP	0.6982	0.6982	0.6982	0.6986
S1	0.6966	0.6966	0.6989	0.6974
S2	0.6939	0.6939	0.6985
S3	0.6897	0.6924	0.6981
S4	0.6854	0.6881	0.6970

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	0.6998	0.6908	0.0090	1.3%	0.0046	0.7%	95%	True	False	2,341
10	0.7046	0.6908	0.0138	2.0%	0.0049	0.7%	62%	False	False	1,615
20	0.7215	0.6908	0.0308	4.4%	0.0048	0.7%	28%	False	False	1,110
40	0.7465	0.6908	0.0558	8.0%	0.0064	0.9%	15%	False	False	720
60	0.7465	0.6908	0.0558	8.0%	0.0056	0.8%	15%	False	False	500
80	0.7701	0.6908	0.0793	11.3%	0.0050	0.7%	11%	False	False	380
100	0.7840	0.6908	0.0933	13.3%	0.0044	0.6%	9%	False	False	304
120	0.7990	0.6908	0.1082	15.5%	0.0041	0.6%	8%	False	False	256

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7178
2.618	0.7109
1.618	0.7066
1.000	0.7040
0.618	0.7024
HIGH	0.6998
0.618	0.6981
0.500	0.6976
0.382	0.6971
LOW	0.6955
0.618	0.6929
1.000	0.6913
1.618	0.6886
2.618	0.6844
4.250	0.6774

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	0.6987	0.6980
PP	0.6982	0.6966
S1	0.6976	0.6953

Download as Excel Spreadsheet

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

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