CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.6869	0.6884	0.0015	0.2%	0.6937
High	0.6902	0.6947	0.0045	0.6%	0.6951
Low	0.6859	0.6883	0.0024	0.3%	0.6855
Close	0.6886	0.6936	0.0050	0.7%	0.6914
Range	0.0043	0.0064	0.0021	48.8%	0.0097
ATR	0.0063	0.0063	0.0000	0.1%	0.0000
Volume	87,448	150,000	62,552	71.5%	604,110

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7114	0.7089	0.6971
R3	0.7050	0.7025	0.6953
R2	0.6986	0.6986	0.6947
R1	0.6961	0.6961	0.6941	0.6973
PP	0.6922	0.6922	0.6922	0.6928
S1	0.6897	0.6897	0.6930	0.6909
S2	0.6858	0.6858	0.6924
S3	0.6794	0.6833	0.6918
S4	0.6730	0.6769	0.6900

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7196	0.7151	0.6967
R3	0.7099	0.7055	0.6940
R2	0.7003	0.7003	0.6931
R1	0.6958	0.6958	0.6922	0.6932
PP	0.6906	0.6906	0.6906	0.6893
S1	0.6862	0.6862	0.6905	0.6836
S2	0.6810	0.6810	0.6896
S3	0.6713	0.6765	0.6887
S4	0.6617	0.6669	0.6860

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6947	0.6855	0.0092	1.3%	0.0051	0.7%	88%	True	False	122,653
10	0.7020	0.6855	0.0165	2.4%	0.0049	0.7%	49%	False	False	121,307
20	0.7302	0.6855	0.0447	6.4%	0.0071	1.0%	18%	False	False	146,871
40	0.7359	0.6855	0.0504	7.3%	0.0069	1.0%	16%	False	False	170,063
60	0.7359	0.6855	0.0504	7.3%	0.0067	1.0%	16%	False	False	145,891
80	0.7638	0.6855	0.0784	11.3%	0.0065	0.9%	10%	False	False	109,621
100	0.7842	0.6855	0.0987	14.2%	0.0064	0.9%	8%	False	False	87,731
120	0.7904	0.6855	0.1050	15.1%	0.0063	0.9%	8%	False	False	73,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7219
2.618	0.7114
1.618	0.7050
1.000	0.7011
0.618	0.6986
HIGH	0.6947
0.618	0.6922
0.500	0.6915
0.382	0.6907
LOW	0.6883
0.618	0.6843
1.000	0.6819
1.618	0.6779
2.618	0.6715
4.250	0.6611

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.6929	0.6925
PP	0.6922	0.6914
S1	0.6915	0.6903

Download as Excel Spreadsheet

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

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