CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	0.6999	0.6948	-0.0052	-0.7%	0.7103
High	0.7020	0.6963	-0.0057	-0.8%	0.7113
Low	0.6944	0.6935	-0.0010	-0.1%	0.6935
Close	0.6949	0.6937	-0.0012	-0.2%	0.6937
Range	0.0076	0.0029	-0.0047	-62.3%	0.0179
ATR	0.0076	0.0073	-0.0003	-4.5%	0.0000
Volume	150,229	107,824	-42,405	-28.2%	614,692

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7030	0.7012	0.6953
R3	0.7002	0.6984	0.6945
R2	0.6973	0.6973	0.6942
R1	0.6955	0.6955	0.6940	0.6950
PP	0.6945	0.6945	0.6945	0.6942
S1	0.6927	0.6927	0.6934	0.6922
S2	0.6916	0.6916	0.6932
S3	0.6888	0.6898	0.6929
S4	0.6859	0.6870	0.6921

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7412	0.7035
R3	0.7352	0.7234	0.6986
R2	0.7173	0.7173	0.6970
R1	0.7055	0.7055	0.6953	0.7025
PP	0.6995	0.6995	0.6995	0.6980
S1	0.6877	0.6877	0.6921	0.6847
S2	0.6816	0.6816	0.6904
S3	0.6638	0.6698	0.6888
S4	0.6459	0.6520	0.6839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7113	0.6935	0.0179	2.6%	0.0050	0.7%	1%	False	True	122,938
10	0.7162	0.6935	0.0228	3.3%	0.0064	0.9%	1%	False	True	143,246
20	0.7333	0.6935	0.0399	5.7%	0.0080	1.1%	1%	False	True	166,142
40	0.7359	0.6935	0.0424	6.1%	0.0072	1.0%	1%	False	True	183,156
60	0.7477	0.6935	0.0542	7.8%	0.0069	1.0%	0%	False	True	130,191
80	0.7678	0.6935	0.0743	10.7%	0.0066	1.0%	0%	False	True	97,708
100	0.7904	0.6935	0.0970	14.0%	0.0065	0.9%	0%	False	True	78,184
120	0.7904	0.6935	0.0970	14.0%	0.0062	0.9%	0%	False	True	65,179

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	0.0017
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.7084
2.618	0.7038
1.618	0.7009
1.000	0.6992
0.618	0.6981
HIGH	0.6963
0.618	0.6952
0.500	0.6949
0.382	0.6945
LOW	0.6935
0.618	0.6917
1.000	0.6906
1.618	0.6888
2.618	0.6860
4.250	0.6813

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	0.6949	0.6984
PP	0.6945	0.6968
S1	0.6941	0.6953

Download as Excel Spreadsheet

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

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