CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	0.6960	0.6988	0.0029	0.4%	0.6953
High	0.6998	0.7041	0.0043	0.6%	0.7041
Low	0.6955	0.6953	-0.0003	0.0%	0.6908
Close	0.6993	0.6959	-0.0035	-0.5%	0.6959
Range	0.0043	0.0088	0.0046	107.1%	0.0133
ATR	0.0055	0.0057	0.0002	4.3%	0.0000
Volume	1,905	4,155	2,250	118.1%	14,221

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7248	0.7191	0.7007
R3	0.7160	0.7103	0.6983
R2	0.7072	0.7072	0.6975
R1	0.7015	0.7015	0.6967	0.7000
PP	0.6984	0.6984	0.6984	0.6976
S1	0.6927	0.6927	0.6950	0.6912
S2	0.6896	0.6896	0.6942
S3	0.6808	0.6839	0.6934
S4	0.6720	0.6751	0.6910

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7368	0.7296	0.7032
R3	0.7235	0.7163	0.6995
R2	0.7102	0.7102	0.6983
R1	0.7030	0.7030	0.6971	0.7066
PP	0.6969	0.6969	0.6969	0.6987
S1	0.6897	0.6897	0.6946	0.6933
S2	0.6836	0.6836	0.6934
S3	0.6703	0.6764	0.6922
S4	0.6570	0.6631	0.6885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7041	0.6908	0.0133	1.9%	0.0056	0.8%	38%	True	False	2,844
10	0.7046	0.6908	0.0138	2.0%	0.0054	0.8%	37%	False	False	1,974
20	0.7210	0.6908	0.0302	4.3%	0.0049	0.7%	17%	False	False	1,293
40	0.7465	0.6908	0.0558	8.0%	0.0063	0.9%	9%	False	False	819
60	0.7465	0.6908	0.0558	8.0%	0.0057	0.8%	9%	False	False	567
80	0.7701	0.6908	0.0793	11.4%	0.0051	0.7%	6%	False	False	432
100	0.7840	0.6908	0.0933	13.4%	0.0045	0.6%	5%	False	False	346
120	0.7990	0.6908	0.1082	15.5%	0.0041	0.6%	5%	False	False	290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7415
2.618	0.7271
1.618	0.7183
1.000	0.7129
0.618	0.7095
HIGH	0.7041
0.618	0.7007
0.500	0.6997
0.382	0.6986
LOW	0.6953
0.618	0.6898
1.000	0.6865
1.618	0.6810
2.618	0.6722
4.250	0.6579

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	0.6997	0.6993
PP	0.6984	0.6982
S1	0.6971	0.6970

Download as Excel Spreadsheet

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

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