CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	0.6844	0.6875	0.0031	0.4%	0.6909
High	0.6887	0.6891	0.0004	0.1%	0.6947
Low	0.6807	0.6845	0.0038	0.6%	0.6843
Close	0.6879	0.6862	-0.0017	-0.2%	0.6857
Range	0.0080	0.0046	-0.0034	-42.5%	0.0104
ATR	0.0061	0.0060	-0.0001	-1.7%	0.0000
Volume	208,361	152,409	-55,952	-26.9%	630,895

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7004	0.6979	0.6887
R3	0.6958	0.6933	0.6874
R2	0.6912	0.6912	0.6870
R1	0.6887	0.6887	0.6866	0.6876
PP	0.6866	0.6866	0.6866	0.6860
S1	0.6841	0.6841	0.6857	0.6830
S2	0.6820	0.6820	0.6853
S3	0.6774	0.6795	0.6849
S4	0.6728	0.6749	0.6836

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	0.6941	0.6807	0.0135	2.0%	0.0052	0.8%	41%	False	False	148,283
10	0.6947	0.6807	0.0140	2.0%	0.0051	0.7%	39%	False	False	135,468
20	0.7113	0.6807	0.0307	4.5%	0.0053	0.8%	18%	False	False	131,334
40	0.7359	0.6807	0.0552	8.0%	0.0071	1.0%	10%	False	False	165,753
60	0.7359	0.6807	0.0552	8.0%	0.0066	1.0%	10%	False	False	157,908
80	0.7619	0.6807	0.0813	11.8%	0.0064	0.9%	7%	False	False	118,874
100	0.7750	0.6807	0.0944	13.8%	0.0063	0.9%	6%	False	False	95,140
120	0.7904	0.6807	0.1098	16.0%	0.0063	0.9%	5%	False	False	79,300

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7086
2.618	0.7011
1.618	0.6965
1.000	0.6937
0.618	0.6919
HIGH	0.6891
0.618	0.6873
0.500	0.6868
0.382	0.6862
LOW	0.6845
0.618	0.6816
1.000	0.6799
1.618	0.6770
2.618	0.6724
4.250	0.6649

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	0.6868	0.6857
PP	0.6866	0.6853
S1	0.6864	0.6849

Download as Excel Spreadsheet

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

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