CME Japanese Yen Future September 2023

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

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.7103	0.7065	-0.0038	-0.5%	0.7142
High	0.7113	0.7068	-0.0045	-0.6%	0.7162
Low	0.7060	0.7014	-0.0046	-0.7%	0.6997
Close	0.7068	0.7019	-0.0049	-0.7%	0.7097
Range	0.0054	0.0055	0.0001	1.9%	0.0165
ATR	0.0081	0.0079	-0.0002	-2.4%	0.0000
Volume	104,412	140,342	35,930	34.4%	817,771

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7197	0.7162	0.7048
R3	0.7142	0.7108	0.7033
R2	0.7088	0.7088	0.7028
R1	0.7053	0.7053	0.7023	0.7043
PP	0.7033	0.7033	0.7033	0.7028
S1	0.6999	0.6999	0.7014	0.6989
S2	0.6979	0.6979	0.7009
S3	0.6924	0.6944	0.7004
S4	0.6870	0.6890	0.6989

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	0.7113	0.6997	0.0116	1.7%	0.0067	1.0%	19%	False	False	144,703
10	0.7302	0.6997	0.0305	4.3%	0.0095	1.4%	7%	False	False	174,739
20	0.7359	0.6997	0.0362	5.2%	0.0086	1.2%	6%	False	False	184,000
40	0.7359	0.6976	0.0383	5.5%	0.0073	1.0%	11%	False	False	182,703
60	0.7585	0.6976	0.0609	8.7%	0.0069	1.0%	7%	False	False	124,042
80	0.7739	0.6976	0.0763	10.9%	0.0066	0.9%	6%	False	False	93,085
100	0.7904	0.6976	0.0929	13.2%	0.0065	0.9%	5%	False	False	74,485
120	0.7904	0.6976	0.0929	13.2%	0.0061	0.9%	5%	False	False	62,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7300
2.618	0.7211
1.618	0.7156
1.000	0.7123
0.618	0.7102
HIGH	0.7068
0.618	0.7047
0.500	0.7041
0.382	0.7034
LOW	0.7014
0.618	0.6980
1.000	0.6959
1.618	0.6925
2.618	0.6871
4.250	0.6782

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.7041	0.7063
PP	0.7033	0.7048
S1	0.7026	0.7033

Download as Excel Spreadsheet

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

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