CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	0.6888	0.6856	-0.0032	-0.5%	0.6852
High	0.6940	0.6863	-0.0077	-1.1%	0.6940
Low	0.6851	0.6779	-0.0072	-1.1%	0.6807
Close	0.6858	0.6781	-0.0077	-1.1%	0.6858
Range	0.0089	0.0084	-0.0005	-5.6%	0.0134
ATR	0.0061	0.0062	0.0002	2.7%	0.0000
Volume	201,321	213,272	11,951	5.9%	812,432

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7060	0.7004	0.6827
R3	0.6976	0.6920	0.6804
R2	0.6892	0.6892	0.6796
R1	0.6836	0.6836	0.6789	0.6822
PP	0.6808	0.6808	0.6808	0.6801
S1	0.6752	0.6752	0.6773	0.6738
S2	0.6724	0.6724	0.6766
S3	0.6640	0.6668	0.6758
S4	0.6556	0.6584	0.6735

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7269	0.7197	0.6931
R3	0.7135	0.7063	0.6895
R2	0.7002	0.7002	0.6882
R1	0.6930	0.6930	0.6870	0.6966
PP	0.6868	0.6868	0.6868	0.6886
S1	0.6796	0.6796	0.6846	0.6832
S2	0.6735	0.6735	0.6834
S3	0.6601	0.6663	0.6821
S4	0.6468	0.6529	0.6785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6940	0.6779	0.0161	2.4%	0.0069	1.0%	1%	False	True	185,007
10	0.6947	0.6779	0.0168	2.5%	0.0058	0.9%	1%	False	True	154,313
20	0.7068	0.6779	0.0289	4.3%	0.0053	0.8%	1%	False	True	138,549
40	0.7359	0.6779	0.0580	8.5%	0.0070	1.0%	0%	False	True	162,858
60	0.7359	0.6779	0.0580	8.5%	0.0066	1.0%	0%	False	True	166,430
80	0.7619	0.6779	0.0840	12.4%	0.0065	1.0%	0%	False	True	125,917
100	0.7744	0.6779	0.0965	14.2%	0.0064	0.9%	0%	False	True	100,776
120	0.7904	0.6779	0.1125	16.6%	0.0063	0.9%	0%	False	True	83,994

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7220
2.618	0.7083
1.618	0.6999
1.000	0.6947
0.618	0.6915
HIGH	0.6863
0.618	0.6831
0.500	0.6821
0.382	0.6811
LOW	0.6779
0.618	0.6727
1.000	0.6695
1.618	0.6643
2.618	0.6559
4.250	0.6422

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	0.6821	0.6860
PP	0.6808	0.6833
S1	0.6794	0.6807

Download as Excel Spreadsheet

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

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