CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	0.6885	0.6899	0.0015	0.2%	0.6956
High	0.6911	0.6931	0.0020	0.3%	0.6964
Low	0.6872	0.6871	-0.0002	0.0%	0.6871
Close	0.6905	0.6874	-0.0031	-0.4%	0.6874
Range	0.0039	0.0060	0.0022	55.8%	0.0093
ATR	0.0056	0.0057	0.0000	0.5%	0.0000
Volume	12,837	27,379	14,542	113.3%	67,904

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7072	0.7033	0.6907
R3	0.7012	0.6973	0.6890
R2	0.6952	0.6952	0.6885
R1	0.6913	0.6913	0.6879	0.6902
PP	0.6892	0.6892	0.6892	0.6886
S1	0.6853	0.6853	0.6868	0.6842
S2	0.6832	0.6832	0.6863
S3	0.6772	0.6793	0.6857
S4	0.6712	0.6733	0.6841

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7182	0.7121	0.6925
R3	0.7089	0.7028	0.6899
R2	0.6996	0.6996	0.6891
R1	0.6935	0.6935	0.6882	0.6919
PP	0.6903	0.6903	0.6903	0.6895
S1	0.6842	0.6842	0.6865	0.6826
S2	0.6810	0.6810	0.6856
S3	0.6717	0.6749	0.6848
S4	0.6624	0.6656	0.6822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7041	0.6871	0.0170	2.5%	0.0062	0.9%	2%	False	True	14,411
10	0.7041	0.6871	0.0170	2.5%	0.0054	0.8%	2%	False	True	8,376
20	0.7064	0.6871	0.0194	2.8%	0.0050	0.7%	2%	False	True	4,564
40	0.7465	0.6871	0.0595	8.6%	0.0062	0.9%	1%	False	True	2,503
60	0.7465	0.6871	0.0595	8.6%	0.0058	0.8%	1%	False	True	1,694
80	0.7595	0.6871	0.0724	10.5%	0.0052	0.8%	0%	False	True	1,279
100	0.7772	0.6871	0.0902	13.1%	0.0045	0.7%	0%	False	True	1,025
120	0.7990	0.6871	0.1119	16.3%	0.0042	0.6%	0%	False	True	855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7186
2.618	0.7088
1.618	0.7028
1.000	0.6991
0.618	0.6968
HIGH	0.6931
0.618	0.6908
0.500	0.6901
0.382	0.6893
LOW	0.6871
0.618	0.6833
1.000	0.6811
1.618	0.6773
2.618	0.6713
4.250	0.6616

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	0.6901	0.6901
PP	0.6892	0.6892
S1	0.6883	0.6883

Download as Excel Spreadsheet

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

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