CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	0.6906	0.6869	-0.0037	-0.5%	0.7103
High	0.6917	0.6900	-0.0018	-0.3%	0.7113
Low	0.6865	0.6855	-0.0011	-0.2%	0.6935
Close	0.6874	0.6874	0.0001	0.0%	0.6937
Range	0.0052	0.0045	-0.0007	-13.5%	0.0179
ATR	0.0067	0.0066	-0.0002	-2.4%	0.0000
Volume	110,650	136,687	26,037	23.5%	614,692

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7011	0.6988	0.6899
R3	0.6966	0.6943	0.6886
R2	0.6921	0.6921	0.6882
R1	0.6898	0.6898	0.6878	0.6909
PP	0.6876	0.6876	0.6876	0.6882
S1	0.6853	0.6853	0.6870	0.6864
S2	0.6831	0.6831	0.6866
S3	0.6786	0.6808	0.6862
S4	0.6741	0.6763	0.6849

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	0.6963	0.6855	0.0109	1.6%	0.0041	0.6%	18%	False	True	117,253
10	0.7113	0.6855	0.0259	3.8%	0.0050	0.7%	8%	False	True	124,466
20	0.7302	0.6855	0.0447	6.5%	0.0074	1.1%	4%	False	True	155,508
40	0.7359	0.6855	0.0504	7.3%	0.0070	1.0%	4%	False	True	174,177
60	0.7366	0.6855	0.0511	7.4%	0.0067	1.0%	4%	False	True	138,068
80	0.7678	0.6855	0.0823	12.0%	0.0066	1.0%	2%	False	True	103,683
100	0.7850	0.6855	0.0996	14.5%	0.0064	0.9%	2%	False	True	82,967
120	0.7904	0.6855	0.1050	15.3%	0.0062	0.9%	2%	False	True	69,157

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7091
2.618	0.7017
1.618	0.6972
1.000	0.6945
0.618	0.6927
HIGH	0.6900
0.618	0.6882
0.500	0.6877
0.382	0.6872
LOW	0.6855
0.618	0.6827
1.000	0.6810
1.618	0.6782
2.618	0.6737
4.250	0.6663

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	0.6877	0.6891
PP	0.6876	0.6886
S1	0.6875	0.6880

Download as Excel Spreadsheet

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

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