CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.6956	0.6883	-0.0074	-1.1%	0.6953
High	0.6964	0.6915	-0.0049	-0.7%	0.7041
Low	0.6879	0.6877	-0.0002	0.0%	0.6908
Close	0.6881	0.6884	0.0003	0.0%	0.6959
Range	0.0085	0.0038	-0.0048	-55.9%	0.0133
ATR	0.0059	0.0058	-0.0002	-2.6%	0.0000
Volume	15,709	11,979	-3,730	-23.7%	14,221

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7004	0.6981	0.6904
R3	0.6967	0.6944	0.6894
R2	0.6929	0.6929	0.6890
R1	0.6906	0.6906	0.6887	0.6918
PP	0.6892	0.6892	0.6892	0.6897
S1	0.6869	0.6869	0.6880	0.6880
S2	0.6854	0.6854	0.6877
S3	0.6817	0.6831	0.6873
S4	0.6779	0.6794	0.6863

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	0.6877	0.0164	2.4%	0.0060	0.9%	4%	False	True	7,680
10	0.7046	0.6877	0.0169	2.4%	0.0056	0.8%	4%	False	True	4,573
20	0.7135	0.6877	0.0258	3.7%	0.0050	0.7%	3%	False	True	2,644
40	0.7465	0.6877	0.0588	8.5%	0.0063	0.9%	1%	False	True	1,505
60	0.7465	0.6877	0.0588	8.5%	0.0057	0.8%	1%	False	True	1,028
80	0.7679	0.6877	0.0802	11.7%	0.0052	0.8%	1%	False	True	776
100	0.7836	0.6877	0.0959	13.9%	0.0045	0.7%	1%	False	True	623
120	0.7990	0.6877	0.1113	16.2%	0.0042	0.6%	1%	False	True	520

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7074
2.618	0.7013
1.618	0.6975
1.000	0.6952
0.618	0.6938
HIGH	0.6915
0.618	0.6900
0.500	0.6896
0.382	0.6891
LOW	0.6877
0.618	0.6854
1.000	0.6840
1.618	0.6816
2.618	0.6779
4.250	0.6718

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.6896	0.6959
PP	0.6892	0.6934
S1	0.6888	0.6909

Download as Excel Spreadsheet

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

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