CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.7065	0.7018	-0.0047	-0.7%	0.7142
High	0.7068	0.7034	-0.0035	-0.5%	0.7162
Low	0.7014	0.6997	-0.0017	-0.2%	0.6997
Close	0.7019	0.7000	-0.0019	-0.3%	0.7097
Range	0.0055	0.0037	-0.0018	-32.1%	0.0165
ATR	0.0079	0.0076	-0.0003	-3.8%	0.0000
Volume	140,342	111,885	-28,457	-20.3%	817,771

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7121	0.7098	0.7020
R3	0.7084	0.7061	0.7010
R2	0.7047	0.7047	0.7007
R1	0.7024	0.7024	0.7003	0.7017
PP	0.7010	0.7010	0.7010	0.7007
S1	0.6987	0.6987	0.6997	0.6980
S2	0.6973	0.6973	0.6993
S3	0.6936	0.6950	0.6990
S4	0.6899	0.6913	0.6980

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	0.0117	1.7%	0.0062	0.9%	3%	False	True	134,437
10	0.7302	0.6997	0.0305	4.4%	0.0092	1.3%	1%	False	True	172,434
20	0.7359	0.6997	0.0362	5.2%	0.0082	1.2%	1%	False	True	176,133
40	0.7359	0.6976	0.0383	5.5%	0.0073	1.0%	6%	False	False	183,595
60	0.7512	0.6976	0.0536	7.7%	0.0069	1.0%	5%	False	False	125,903
80	0.7678	0.6976	0.0702	10.0%	0.0066	0.9%	3%	False	False	94,483
100	0.7904	0.6976	0.0929	13.3%	0.0064	0.9%	3%	False	False	75,604
120	0.7904	0.6976	0.0929	13.3%	0.0061	0.9%	3%	False	False	63,029

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	0.0027
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7191
2.618	0.7130
1.618	0.7093
1.000	0.7071
0.618	0.7056
HIGH	0.7034
0.618	0.7019
0.500	0.7015
0.382	0.7011
LOW	0.6997
0.618	0.6974
1.000	0.6960
1.618	0.6937
2.618	0.6900
4.250	0.6839

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.7015	0.7055
PP	0.7010	0.7037
S1	0.7005	0.7018

Download as Excel Spreadsheet

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

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