CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.6856	0.6784	-0.0072	-1.1%	0.6852
High	0.6863	0.6815	-0.0049	-0.7%	0.6940
Low	0.6779	0.6777	-0.0002	0.0%	0.6807
Close	0.6781	0.6784	0.0003	0.0%	0.6858
Range	0.0084	0.0038	-0.0047	-55.4%	0.0134
ATR	0.0062	0.0061	-0.0002	-2.8%	0.0000
Volume	213,272	144,955	-68,317	-32.0%	812,432

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6904	0.6881	0.6804
R3	0.6867	0.6844	0.6794
R2	0.6829	0.6829	0.6790
R1	0.6806	0.6806	0.6787	0.6799
PP	0.6792	0.6792	0.6792	0.6788
S1	0.6769	0.6769	0.6780	0.6762
S2	0.6754	0.6754	0.6777
S3	0.6717	0.6731	0.6773
S4	0.6679	0.6694	0.6763

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	0.6777	0.0163	2.4%	0.0060	0.9%	4%	False	True	172,326
10	0.6947	0.6777	0.0170	2.5%	0.0058	0.8%	4%	False	True	160,064
20	0.7034	0.6777	0.0257	3.8%	0.0052	0.8%	3%	False	True	138,780
40	0.7359	0.6777	0.0582	8.6%	0.0069	1.0%	1%	False	True	161,390
60	0.7359	0.6777	0.0582	8.6%	0.0066	1.0%	1%	False	True	168,062
80	0.7585	0.6777	0.0808	11.9%	0.0065	1.0%	1%	False	True	127,727
100	0.7739	0.6777	0.0962	14.2%	0.0063	0.9%	1%	False	True	102,224
120	0.7904	0.6777	0.1127	16.6%	0.0063	0.9%	1%	False	True	85,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6974
2.618	0.6913
1.618	0.6875
1.000	0.6852
0.618	0.6838
HIGH	0.6815
0.618	0.6800
0.500	0.6796
0.382	0.6791
LOW	0.6777
0.618	0.6754
1.000	0.6740
1.618	0.6716
2.618	0.6679
4.250	0.6618

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.6796	0.6859
PP	0.6792	0.6834
S1	0.6788	0.6809

Download as Excel Spreadsheet

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

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