CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.6899	0.6915	0.0016	0.2%	0.6956
High	0.6931	0.6963	0.0032	0.5%	0.6964
Low	0.6871	0.6897	0.0027	0.4%	0.6871
Close	0.6874	0.6932	0.0059	0.9%	0.6874
Range	0.0060	0.0066	0.0006	9.2%	0.0093
ATR	0.0057	0.0059	0.0002	4.1%	0.0000
Volume	27,379	69,910	42,531	155.3%	67,904

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7127	0.7095	0.6968
R3	0.7062	0.7030	0.6950
R2	0.6996	0.6996	0.6944
R1	0.6964	0.6964	0.6938	0.6980
PP	0.6931	0.6931	0.6931	0.6939
S1	0.6899	0.6899	0.6926	0.6915
S2	0.6865	0.6865	0.6920
S3	0.6800	0.6833	0.6914
S4	0.6734	0.6768	0.6896

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	0.6964	0.6871	0.0093	1.3%	0.0057	0.8%	66%	False	False	27,562
10	0.7041	0.6871	0.0170	2.5%	0.0056	0.8%	36%	False	False	15,203
20	0.7048	0.6871	0.0177	2.6%	0.0052	0.7%	35%	False	False	8,020
40	0.7427	0.6871	0.0556	8.0%	0.0061	0.9%	11%	False	False	4,242
60	0.7465	0.6871	0.0595	8.6%	0.0059	0.8%	10%	False	False	2,859
80	0.7511	0.6871	0.0641	9.2%	0.0053	0.8%	10%	False	False	2,153
100	0.7772	0.6871	0.0902	13.0%	0.0046	0.7%	7%	False	False	1,724
120	0.7990	0.6871	0.1119	16.1%	0.0043	0.6%	5%	False	False	1,438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7241
2.618	0.7134
1.618	0.7068
1.000	0.7028
0.618	0.7003
HIGH	0.6963
0.618	0.6937
0.500	0.6930
0.382	0.6922
LOW	0.6897
0.618	0.6857
1.000	0.6832
1.618	0.6791
2.618	0.6726
4.250	0.6619

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.6931	0.6927
PP	0.6931	0.6922
S1	0.6930	0.6917

Download as Excel Spreadsheet

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

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