CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	0.6931	0.6904	-0.0027	-0.4%	0.6956
High	0.6935	0.6907	-0.0028	-0.4%	0.6964
Low	0.6898	0.6872	-0.0026	-0.4%	0.6871
Close	0.6905	0.6887	-0.0018	-0.3%	0.6874
Range	0.0037	0.0035	-0.0002	-5.4%	0.0093
ATR	0.0057	0.0056	-0.0002	-2.8%	0.0000
Volume	82,355	117,748	35,393	43.0%	67,904

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6994	0.6975	0.6906
R3	0.6959	0.6940	0.6897
R2	0.6924	0.6924	0.6893
R1	0.6905	0.6905	0.6890	0.6897
PP	0.6889	0.6889	0.6889	0.6885
S1	0.6870	0.6870	0.6884	0.6862
S2	0.6854	0.6854	0.6881
S3	0.6819	0.6835	0.6877
S4	0.6784	0.6800	0.6868

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%	0.0047	0.7%	18%	False	False	62,045
10	0.7041	0.6871	0.0170	2.5%	0.0054	0.8%	10%	False	False	34,862
20	0.7046	0.6871	0.0175	2.5%	0.0051	0.7%	9%	False	False	17,972
40	0.7410	0.6871	0.0539	7.8%	0.0060	0.9%	3%	False	False	9,236
60	0.7465	0.6871	0.0595	8.6%	0.0058	0.8%	3%	False	False	6,190
80	0.7505	0.6871	0.0635	9.2%	0.0053	0.8%	3%	False	False	4,654
100	0.7772	0.6871	0.0902	13.1%	0.0046	0.7%	2%	False	False	3,725
120	0.7990	0.6871	0.1119	16.2%	0.0043	0.6%	1%	False	False	3,105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7056
2.618	0.6999
1.618	0.6964
1.000	0.6942
0.618	0.6929
HIGH	0.6907
0.618	0.6894
0.500	0.6890
0.382	0.6885
LOW	0.6872
0.618	0.6850
1.000	0.6837
1.618	0.6815
2.618	0.6780
4.250	0.6723

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	0.6890	0.6917
PP	0.6889	0.6907
S1	0.6888	0.6897

Download as Excel Spreadsheet

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

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