CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.7018	0.6999	-0.0019	-0.3%	0.7142
High	0.7034	0.7020	-0.0014	-0.2%	0.7162
Low	0.6997	0.6944	-0.0053	-0.8%	0.6997
Close	0.7000	0.6949	-0.0052	-0.7%	0.7097
Range	0.0037	0.0076	0.0039	104.1%	0.0165
ATR	0.0076	0.0076	0.0000	-0.1%	0.0000
Volume	111,885	150,229	38,344	34.3%	817,771

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7197	0.7148	0.6990
R3	0.7122	0.7073	0.6969
R2	0.7046	0.7046	0.6962
R1	0.6997	0.6997	0.6955	0.6984
PP	0.6971	0.6971	0.6971	0.6964
S1	0.6922	0.6922	0.6942	0.6909
S2	0.6895	0.6895	0.6935
S3	0.6820	0.6846	0.6928
S4	0.6744	0.6771	0.6907

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	0.6944	0.0169	2.4%	0.0059	0.9%	3%	False	True	131,679
10	0.7302	0.6944	0.0358	5.1%	0.0087	1.2%	1%	False	True	162,770
20	0.7359	0.6944	0.0415	6.0%	0.0083	1.2%	1%	False	True	172,308
40	0.7359	0.6944	0.0415	6.0%	0.0073	1.1%	1%	False	True	184,760
60	0.7512	0.6944	0.0568	8.2%	0.0069	1.0%	1%	False	True	128,402
80	0.7678	0.6944	0.0734	10.6%	0.0066	1.0%	1%	False	True	96,360
100	0.7904	0.6944	0.0960	13.8%	0.0065	0.9%	0%	False	True	77,106
120	0.7904	0.6944	0.0960	13.8%	0.0061	0.9%	0%	False	True	64,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7340
2.618	0.7217
1.618	0.7142
1.000	0.7095
0.618	0.7066
HIGH	0.7020
0.618	0.6991
0.500	0.6982
0.382	0.6973
LOW	0.6944
0.618	0.6897
1.000	0.6869
1.618	0.6822
2.618	0.6746
4.250	0.6623

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.6982	0.7006
PP	0.6971	0.6987
S1	0.6960	0.6968

Download as Excel Spreadsheet

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

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