CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.7028	0.7065	0.0037	0.5%	0.7142
High	0.7087	0.7113	0.0026	0.4%	0.7162
Low	0.6997	0.7036	0.0039	0.6%	0.6997
Close	0.7056	0.7097	0.0041	0.6%	0.7097
Range	0.0090	0.0077	-0.0014	-15.0%	0.0165
ATR	0.0084	0.0083	-0.0001	-0.6%	0.0000
Volume	164,020	151,528	-12,492	-7.6%	817,771

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7311	0.7281	0.7139
R3	0.7235	0.7204	0.7118
R2	0.7158	0.7158	0.7111
R1	0.7128	0.7128	0.7104	0.7143
PP	0.7082	0.7082	0.7082	0.7090
S1	0.7051	0.7051	0.7090	0.7067
S2	0.7005	0.7005	0.7083
S3	0.6929	0.6975	0.7076
S4	0.6852	0.6898	0.7055

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7504	0.7188
R3	0.7415	0.7339	0.7142
R2	0.7250	0.7250	0.7127
R1	0.7174	0.7174	0.7112	0.7130
PP	0.7085	0.7085	0.7085	0.7063
S1	0.7009	0.7009	0.7082	0.6965
S2	0.6920	0.6920	0.7067
S3	0.6755	0.6844	0.7052
S4	0.6590	0.6679	0.7006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7162	0.6997	0.0165	2.3%	0.0079	1.1%	61%	False	False	163,554
10	0.7302	0.6997	0.0305	4.3%	0.0094	1.3%	33%	False	False	179,421
20	0.7359	0.6997	0.0362	5.1%	0.0088	1.2%	28%	False	False	190,989
40	0.7359	0.6976	0.0383	5.4%	0.0073	1.0%	32%	False	False	178,176
60	0.7619	0.6976	0.0644	9.1%	0.0069	1.0%	19%	False	False	119,972
80	0.7744	0.6976	0.0768	10.8%	0.0066	0.9%	16%	False	False	90,033
100	0.7904	0.6976	0.0929	13.1%	0.0065	0.9%	13%	False	False	72,042
120	0.7904	0.6976	0.0929	13.1%	0.0061	0.9%	13%	False	False	60,057

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7438
2.618	0.7313
1.618	0.7236
1.000	0.7189
0.618	0.7160
HIGH	0.7113
0.618	0.7083
0.500	0.7074
0.382	0.7065
LOW	0.7036
0.618	0.6989
1.000	0.6960
1.618	0.6912
2.618	0.6836
4.250	0.6711

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.7089	0.7083
PP	0.7082	0.7069
S1	0.7074	0.7055

Download as Excel Spreadsheet

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

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