CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	0.6884	0.6932	0.0048	0.7%	0.6937
High	0.6947	0.6941	-0.0006	-0.1%	0.6951
Low	0.6883	0.6875	-0.0008	-0.1%	0.6855
Close	0.6936	0.6881	-0.0055	-0.8%	0.6914
Range	0.0064	0.0067	0.0003	3.9%	0.0097
ATR	0.0063	0.0063	0.0000	0.4%	0.0000
Volume	150,000	138,471	-11,529	-7.7%	604,110

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7098	0.7056	0.6917
R3	0.7032	0.6989	0.6899
R2	0.6965	0.6965	0.6893
R1	0.6923	0.6923	0.6887	0.6911
PP	0.6899	0.6899	0.6899	0.6893
S1	0.6856	0.6856	0.6874	0.6844
S2	0.6832	0.6832	0.6868
S3	0.6766	0.6790	0.6862
S4	0.6699	0.6723	0.6844

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	0.6859	0.0088	1.3%	0.0056	0.8%	25%	False	False	123,010
10	0.6963	0.6855	0.0109	1.6%	0.0048	0.7%	24%	False	False	120,131
20	0.7302	0.6855	0.0447	6.5%	0.0068	1.0%	6%	False	False	141,451
40	0.7359	0.6855	0.0504	7.3%	0.0070	1.0%	5%	False	False	169,528
60	0.7359	0.6855	0.0504	7.3%	0.0067	1.0%	5%	False	False	148,134
80	0.7638	0.6855	0.0784	11.4%	0.0065	1.0%	3%	False	False	111,349
100	0.7842	0.6855	0.0987	14.3%	0.0064	0.9%	3%	False	False	89,113
120	0.7904	0.6855	0.1050	15.3%	0.0063	0.9%	2%	False	False	74,280

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	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7224
2.618	0.7115
1.618	0.7049
1.000	0.7008
0.618	0.6982
HIGH	0.6941
0.618	0.6916
0.500	0.6908
0.382	0.6900
LOW	0.6875
0.618	0.6833
1.000	0.6808
1.618	0.6767
2.618	0.6700
4.250	0.6592

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	0.6908	0.6903
PP	0.6899	0.6895
S1	0.6890	0.6888

Download as Excel Spreadsheet

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

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