CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.6881	0.6852	-0.0030	-0.4%	0.6909
High	0.6886	0.6859	-0.0027	-0.4%	0.6947
Low	0.6843	0.6837	-0.0006	-0.1%	0.6843
Close	0.6857	0.6847	-0.0010	-0.1%	0.6857
Range	0.0043	0.0022	-0.0021	-48.8%	0.0104
ATR	0.0062	0.0059	-0.0003	-4.6%	0.0000
Volume	141,511	100,665	-40,846	-28.9%	630,895

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6914	0.6902	0.6859
R3	0.6892	0.6880	0.6853
R2	0.6870	0.6870	0.6851
R1	0.6858	0.6858	0.6849	0.6853
PP	0.6848	0.6848	0.6848	0.6845
S1	0.6836	0.6836	0.6845	0.6831
S2	0.6826	0.6826	0.6843
S3	0.6804	0.6814	0.6841
S4	0.6782	0.6792	0.6835

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	0.6837	0.0110	1.6%	0.0048	0.7%	9%	False	True	123,619
10	0.6947	0.6837	0.0110	1.6%	0.0048	0.7%	9%	False	True	122,740
20	0.7113	0.6837	0.0276	4.0%	0.0053	0.8%	4%	False	True	128,939
40	0.7359	0.6837	0.0522	7.6%	0.0069	1.0%	2%	False	True	166,870
60	0.7359	0.6837	0.0522	7.6%	0.0066	1.0%	2%	False	True	152,074
80	0.7638	0.6837	0.0801	11.7%	0.0064	0.9%	1%	False	True	114,369
100	0.7823	0.6837	0.0986	14.4%	0.0063	0.9%	1%	False	True	91,533
120	0.7904	0.6837	0.1067	15.6%	0.0063	0.9%	1%	False	True	76,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.6953
2.618	0.6917
1.618	0.6895
1.000	0.6881
0.618	0.6873
HIGH	0.6859
0.618	0.6851
0.500	0.6848
0.382	0.6845
LOW	0.6837
0.618	0.6823
1.000	0.6815
1.618	0.6801
2.618	0.6779
4.250	0.6744

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.6848	0.6889
PP	0.6848	0.6875
S1	0.6847	0.6861

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

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