CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	0.6875	0.6858	-0.0017	-0.2%	0.6909
High	0.6891	0.6897	0.0006	0.1%	0.6947
Low	0.6845	0.6852	0.0008	0.1%	0.6843
Close	0.6862	0.6892	0.0031	0.4%	0.6857
Range	0.0046	0.0045	-0.0002	-3.3%	0.0104
ATR	0.0060	0.0058	-0.0001	-1.8%	0.0000
Volume	152,409	149,676	-2,733	-1.8%	630,895

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7014	0.6997	0.6916
R3	0.6969	0.6953	0.6904
R2	0.6925	0.6925	0.6900
R1	0.6908	0.6908	0.6896	0.6917
PP	0.6880	0.6880	0.6880	0.6884
S1	0.6864	0.6864	0.6888	0.6872
S2	0.6836	0.6836	0.6884
S3	0.6791	0.6819	0.6880
S4	0.6747	0.6775	0.6868

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	0.6897	0.6807	0.0090	1.3%	0.0047	0.7%	95%	True	False	150,524
10	0.6947	0.6807	0.0140	2.0%	0.0051	0.7%	61%	False	False	136,767
20	0.7113	0.6807	0.0307	4.4%	0.0051	0.7%	28%	False	False	130,616
40	0.7359	0.6807	0.0552	8.0%	0.0070	1.0%	15%	False	False	163,370
60	0.7359	0.6807	0.0552	8.0%	0.0066	1.0%	15%	False	False	160,259
80	0.7619	0.6807	0.0813	11.8%	0.0064	0.9%	11%	False	False	120,741
100	0.7744	0.6807	0.0937	13.6%	0.0063	0.9%	9%	False	False	96,635
120	0.7904	0.6807	0.1098	15.9%	0.0062	0.9%	8%	False	False	80,544

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7086
2.618	0.7013
1.618	0.6969
1.000	0.6941
0.618	0.6924
HIGH	0.6897
0.618	0.6880
0.500	0.6874
0.382	0.6869
LOW	0.6852
0.618	0.6824
1.000	0.6808
1.618	0.6780
2.618	0.6735
4.250	0.6663

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	0.6886	0.6879
PP	0.6880	0.6865
S1	0.6874	0.6852

Download as Excel Spreadsheet

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

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