CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	0.6907	0.6906	-0.0002	0.0%	0.7103
High	0.6928	0.6917	-0.0011	-0.2%	0.7113
Low	0.6892	0.6865	-0.0027	-0.4%	0.6935
Close	0.6902	0.6874	-0.0028	-0.4%	0.6937
Range	0.0036	0.0052	0.0016	44.4%	0.0179
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	122,837	110,650	-12,187	-9.9%	614,692

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7041	0.7009	0.6902
R3	0.6989	0.6957	0.6888
R2	0.6937	0.6937	0.6883
R1	0.6905	0.6905	0.6878	0.6895
PP	0.6885	0.6885	0.6885	0.6880
S1	0.6853	0.6853	0.6869	0.6843
S2	0.6833	0.6833	0.6864
S3	0.6781	0.6801	0.6859
S4	0.6729	0.6749	0.6845

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	0.7020	0.6865	0.0155	2.2%	0.0047	0.7%	6%	False	True	119,961
10	0.7113	0.6865	0.0248	3.6%	0.0055	0.8%	3%	False	True	127,199
20	0.7302	0.6865	0.0437	6.4%	0.0075	1.1%	2%	False	True	156,181
40	0.7359	0.6865	0.0494	7.2%	0.0070	1.0%	2%	False	True	174,471
60	0.7406	0.6865	0.0541	7.9%	0.0068	1.0%	2%	False	True	135,841
80	0.7678	0.6865	0.0813	11.8%	0.0066	1.0%	1%	False	True	101,975
100	0.7850	0.6865	0.0985	14.3%	0.0064	0.9%	1%	False	True	81,601
120	0.7904	0.6865	0.1039	15.1%	0.0062	0.9%	1%	False	True	68,018

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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7138
2.618	0.7053
1.618	0.7001
1.000	0.6969
0.618	0.6949
HIGH	0.6917
0.618	0.6897
0.500	0.6891
0.382	0.6885
LOW	0.6865
0.618	0.6833
1.000	0.6813
1.618	0.6781
2.618	0.6729
4.250	0.6644

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	0.6891	0.6908
PP	0.6885	0.6897
S1	0.6879	0.6885

Download as Excel Spreadsheet

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

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