CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.6915	0.6931	0.0016	0.2%	0.6956
High	0.6963	0.6935	-0.0028	-0.4%	0.6964
Low	0.6897	0.6898	0.0001	0.0%	0.6871
Close	0.6932	0.6905	-0.0028	-0.4%	0.6874
Range	0.0066	0.0037	-0.0029	-43.5%	0.0093
ATR	0.0059	0.0057	-0.0002	-2.7%	0.0000
Volume	69,910	82,355	12,445	17.8%	67,904

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7024	0.7001	0.6925
R3	0.6987	0.6964	0.6915
R2	0.6950	0.6950	0.6911
R1	0.6927	0.6927	0.6908	0.6920
PP	0.6913	0.6913	0.6913	0.6909
S1	0.6890	0.6890	0.6901	0.6883
S2	0.6876	0.6876	0.6898
S3	0.6839	0.6853	0.6894
S4	0.6802	0.6816	0.6884

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	0.6963	0.6871	0.0092	1.3%	0.0048	0.7%	37%	False	False	40,892
10	0.7041	0.6871	0.0170	2.5%	0.0058	0.8%	20%	False	False	23,363
20	0.7046	0.6871	0.0175	2.5%	0.0051	0.7%	19%	False	False	12,103
40	0.7427	0.6871	0.0556	8.1%	0.0061	0.9%	6%	False	False	6,296
60	0.7465	0.6871	0.0595	8.6%	0.0059	0.8%	6%	False	False	4,231
80	0.7511	0.6871	0.0641	9.3%	0.0053	0.8%	5%	False	False	3,182
100	0.7772	0.6871	0.0902	13.1%	0.0046	0.7%	4%	False	False	2,547
120	0.7990	0.6871	0.1119	16.2%	0.0043	0.6%	3%	False	False	2,124

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7092
2.618	0.7032
1.618	0.6995
1.000	0.6972
0.618	0.6958
HIGH	0.6935
0.618	0.6921
0.500	0.6917
0.382	0.6912
LOW	0.6898
0.618	0.6875
1.000	0.6861
1.618	0.6838
2.618	0.6801
4.250	0.6741

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.6917	0.6917
PP	0.6913	0.6913
S1	0.6909	0.6909

Download as Excel Spreadsheet

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

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