CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	0.6988	0.6956	-0.0032	-0.5%	0.6953
High	0.7041	0.6964	-0.0077	-1.1%	0.7041
Low	0.6953	0.6879	-0.0074	-1.1%	0.6908
Close	0.6959	0.6881	-0.0078	-1.1%	0.6959
Range	0.0088	0.0085	-0.0003	-3.4%	0.0133
ATR	0.0057	0.0059	0.0002	3.5%	0.0000
Volume	4,155	15,709	11,554	278.1%	14,221

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7163	0.7107	0.6927
R3	0.7078	0.7022	0.6904
R2	0.6993	0.6993	0.6896
R1	0.6937	0.6937	0.6888	0.6922
PP	0.6908	0.6908	0.6908	0.6900
S1	0.6852	0.6852	0.6873	0.6837
S2	0.6823	0.6823	0.6865
S3	0.6738	0.6767	0.6857
S4	0.6653	0.6682	0.6834

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	0.6879	0.0162	2.4%	0.0068	1.0%	1%	False	True	5,834
10	0.7046	0.6879	0.0167	2.4%	0.0056	0.8%	1%	False	True	3,474
20	0.7170	0.6879	0.0291	4.2%	0.0051	0.7%	1%	False	True	2,056
40	0.7465	0.6879	0.0587	8.5%	0.0063	0.9%	0%	False	True	1,209
60	0.7465	0.6879	0.0587	8.5%	0.0057	0.8%	0%	False	True	828
80	0.7687	0.6879	0.0808	11.7%	0.0052	0.8%	0%	False	True	627
100	0.7840	0.6879	0.0962	14.0%	0.0045	0.7%	0%	False	True	503
120	0.7990	0.6879	0.1111	16.1%	0.0042	0.6%	0%	False	True	420

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7325
2.618	0.7186
1.618	0.7101
1.000	0.7049
0.618	0.7016
HIGH	0.6964
0.618	0.6931
0.500	0.6921
0.382	0.6911
LOW	0.6879
0.618	0.6826
1.000	0.6794
1.618	0.6741
2.618	0.6656
4.250	0.6517

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	0.6921	0.6960
PP	0.6908	0.6933
S1	0.6894	0.6907

Download as Excel Spreadsheet

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

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