CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	0.6932	0.6881	-0.0051	-0.7%	0.6909
High	0.6941	0.6886	-0.0055	-0.8%	0.6947
Low	0.6875	0.6843	-0.0032	-0.5%	0.6843
Close	0.6881	0.6857	-0.0024	-0.3%	0.6857
Range	0.0067	0.0043	-0.0024	-35.3%	0.0104
ATR	0.0063	0.0062	-0.0001	-2.3%	0.0000
Volume	138,471	141,511	3,040	2.2%	630,895

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6991	0.6967	0.6881
R3	0.6948	0.6924	0.6869
R2	0.6905	0.6905	0.6865
R1	0.6881	0.6881	0.6861	0.6872
PP	0.6862	0.6862	0.6862	0.6857
S1	0.6838	0.6838	0.6853	0.6829
S2	0.6819	0.6819	0.6849
S3	0.6776	0.6795	0.6845
S4	0.6733	0.6752	0.6833

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7193	0.7128	0.6914
R3	0.7089	0.7025	0.6885
R2	0.6986	0.6986	0.6876
R1	0.6921	0.6921	0.6866	0.6902
PP	0.6882	0.6882	0.6882	0.6872
S1	0.6818	0.6818	0.6848	0.6798
S2	0.6779	0.6779	0.6838
S3	0.6675	0.6714	0.6829
S4	0.6572	0.6611	0.6800

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6947	0.6843	0.0104	1.5%	0.0055	0.8%	14%	False	True	126,179
10	0.6951	0.6843	0.0108	1.6%	0.0050	0.7%	13%	False	True	123,500
20	0.7162	0.6843	0.0319	4.7%	0.0057	0.8%	4%	False	True	133,373
40	0.7359	0.6843	0.0516	7.5%	0.0070	1.0%	3%	False	True	168,457
60	0.7359	0.6843	0.0516	7.5%	0.0067	1.0%	3%	False	True	150,430
80	0.7638	0.6843	0.0795	11.6%	0.0065	0.9%	2%	False	True	113,114
100	0.7842	0.6843	0.0999	14.6%	0.0063	0.9%	1%	False	True	90,527
120	0.7904	0.6843	0.1061	15.5%	0.0063	0.9%	1%	False	True	75,457

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7069
2.618	0.6999
1.618	0.6956
1.000	0.6929
0.618	0.6913
HIGH	0.6886
0.618	0.6870
0.500	0.6865
0.382	0.6859
LOW	0.6843
0.618	0.6816
1.000	0.6800
1.618	0.6773
2.618	0.6730
4.250	0.6660

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	0.6865	0.6895
PP	0.6862	0.6882
S1	0.6860	0.6870

Download as Excel Spreadsheet

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

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