CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.6937	0.6907	-0.0030	-0.4%	0.7103
High	0.6951	0.6928	-0.0023	-0.3%	0.7113
Low	0.6906	0.6892	-0.0014	-0.2%	0.6935
Close	0.6910	0.6902	-0.0009	-0.1%	0.6937
Range	0.0045	0.0036	-0.0009	-20.0%	0.0179
ATR	0.0071	0.0068	-0.0002	-3.5%	0.0000
Volume	108,267	122,837	14,570	13.5%	614,692

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7015	0.6994	0.6921
R3	0.6979	0.6958	0.6911
R2	0.6943	0.6943	0.6908
R1	0.6922	0.6922	0.6905	0.6915
PP	0.6907	0.6907	0.6907	0.6903
S1	0.6886	0.6886	0.6898	0.6879
S2	0.6871	0.6871	0.6895
S3	0.6835	0.6850	0.6892
S4	0.6799	0.6814	0.6882

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	0.7034	0.6892	0.0142	2.1%	0.0044	0.6%	7%	False	True	120,208
10	0.7113	0.6892	0.0221	3.2%	0.0056	0.8%	4%	False	True	132,455
20	0.7302	0.6892	0.0410	5.9%	0.0076	1.1%	2%	False	True	158,763
40	0.7359	0.6892	0.0467	6.8%	0.0070	1.0%	2%	False	True	177,121
60	0.7412	0.6892	0.0520	7.5%	0.0068	1.0%	2%	False	True	134,011
80	0.7678	0.6892	0.0786	11.4%	0.0066	1.0%	1%	False	True	100,595
100	0.7904	0.6892	0.1012	14.7%	0.0064	0.9%	1%	False	True	80,495
120	0.7904	0.6892	0.1012	14.7%	0.0062	0.9%	1%	False	True	67,096

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7081
2.618	0.7022
1.618	0.6986
1.000	0.6964
0.618	0.6950
HIGH	0.6928
0.618	0.6914
0.500	0.6910
0.382	0.6906
LOW	0.6892
0.618	0.6870
1.000	0.6856
1.618	0.6834
2.618	0.6798
4.250	0.6739

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.6910	0.6928
PP	0.6907	0.6919
S1	0.6904	0.6910

Download as Excel Spreadsheet

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

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