CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	0.6883	0.6885	0.0002	0.0%	0.6953
High	0.6915	0.6911	-0.0004	-0.1%	0.7041
Low	0.6877	0.6872	-0.0005	-0.1%	0.6908
Close	0.6884	0.6905	0.0021	0.3%	0.6959
Range	0.0038	0.0039	0.0001	2.7%	0.0133
ATR	0.0058	0.0056	-0.0001	-2.4%	0.0000
Volume	11,979	12,837	858	7.2%	14,221

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7011	0.6996	0.6926
R3	0.6973	0.6958	0.6915
R2	0.6934	0.6934	0.6912
R1	0.6919	0.6919	0.6908	0.6927
PP	0.6896	0.6896	0.6896	0.6899
S1	0.6881	0.6881	0.6901	0.6888
S2	0.6857	0.6857	0.6897
S3	0.6819	0.6842	0.6894
S4	0.6780	0.6804	0.6883

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	0.6872	0.0169	2.4%	0.0058	0.8%	19%	False	True	9,317
10	0.7042	0.6872	0.0170	2.5%	0.0055	0.8%	19%	False	True	5,776
20	0.7120	0.6872	0.0248	3.6%	0.0050	0.7%	13%	False	True	3,238
40	0.7465	0.6872	0.0593	8.6%	0.0062	0.9%	5%	False	True	1,822
60	0.7465	0.6872	0.0593	8.6%	0.0058	0.8%	5%	False	True	1,241
80	0.7610	0.6872	0.0738	10.7%	0.0052	0.8%	4%	False	True	937
100	0.7772	0.6872	0.0900	13.0%	0.0044	0.6%	4%	False	True	751
120	0.7990	0.6872	0.1118	16.2%	0.0042	0.6%	3%	False	True	627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7074
2.618	0.7011
1.618	0.6973
1.000	0.6949
0.618	0.6934
HIGH	0.6911
0.618	0.6896
0.500	0.6891
0.382	0.6887
LOW	0.6872
0.618	0.6848
1.000	0.6834
1.618	0.6810
2.618	0.6771
4.250	0.6708

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	0.6900	0.6918
PP	0.6896	0.6913
S1	0.6891	0.6909

Download as Excel Spreadsheet

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

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