CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.6948	0.6937	-0.0011	-0.2%	0.7103
High	0.6963	0.6951	-0.0012	-0.2%	0.7113
Low	0.6935	0.6906	-0.0029	-0.4%	0.6935
Close	0.6937	0.6910	-0.0027	-0.4%	0.6937
Range	0.0029	0.0045	0.0017	57.9%	0.0179
ATR	0.0073	0.0071	-0.0002	-2.7%	0.0000
Volume	107,824	108,267	443	0.4%	614,692

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7057	0.7029	0.6935
R3	0.7012	0.6984	0.6922
R2	0.6967	0.6967	0.6918
R1	0.6939	0.6939	0.6914	0.6931
PP	0.6922	0.6922	0.6922	0.6918
S1	0.6894	0.6894	0.6906	0.6886
S2	0.6877	0.6877	0.6902
S3	0.6832	0.6849	0.6898
S4	0.6787	0.6804	0.6885

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	0.7068	0.6906	0.0162	2.3%	0.0048	0.7%	2%	False	True	123,709
10	0.7113	0.6906	0.0207	3.0%	0.0059	0.9%	2%	False	True	135,139
20	0.7333	0.6906	0.0427	6.2%	0.0078	1.1%	1%	False	True	163,829
40	0.7359	0.6906	0.0453	6.5%	0.0072	1.0%	1%	False	True	179,550
60	0.7419	0.6906	0.0513	7.4%	0.0068	1.0%	1%	False	True	131,977
80	0.7678	0.6906	0.0772	11.2%	0.0066	1.0%	1%	False	True	99,061
100	0.7904	0.6906	0.0998	14.4%	0.0064	0.9%	0%	False	True	79,267
120	0.7904	0.6906	0.0998	14.4%	0.0062	0.9%	0%	False	True	66,073

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7142
2.618	0.7069
1.618	0.7024
1.000	0.6996
0.618	0.6979
HIGH	0.6951
0.618	0.6934
0.500	0.6929
0.382	0.6923
LOW	0.6906
0.618	0.6878
1.000	0.6861
1.618	0.6833
2.618	0.6788
4.250	0.6715

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.6929	0.6963
PP	0.6922	0.6945
S1	0.6916	0.6928

Download as Excel Spreadsheet

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

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