CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	0.6784	0.6784	0.0000	0.0%	0.6852
High	0.6815	0.6811	-0.0004	-0.1%	0.6940
Low	0.6777	0.6772	-0.0005	-0.1%	0.6807
Close	0.6784	0.6805	0.0021	0.3%	0.6858
Range	0.0038	0.0039	0.0001	2.7%	0.0134
ATR	0.0061	0.0059	-0.0002	-2.6%	0.0000
Volume	144,955	125,168	-19,787	-13.7%	812,432

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6911	0.6896	0.6826
R3	0.6873	0.6858	0.6815
R2	0.6834	0.6834	0.6812
R1	0.6819	0.6819	0.6808	0.6827
PP	0.6796	0.6796	0.6796	0.6799
S1	0.6781	0.6781	0.6801	0.6788
S2	0.6757	0.6757	0.6797
S3	0.6719	0.6742	0.6794
S4	0.6680	0.6704	0.6783

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	0.6772	0.0168	2.5%	0.0059	0.9%	19%	False	True	166,878
10	0.6941	0.6772	0.0169	2.5%	0.0055	0.8%	19%	False	True	157,580
20	0.7020	0.6772	0.0248	3.6%	0.0052	0.8%	13%	False	True	139,444
40	0.7359	0.6772	0.0587	8.6%	0.0067	1.0%	6%	False	True	157,788
60	0.7359	0.6772	0.0587	8.6%	0.0066	1.0%	6%	False	True	168,878
80	0.7512	0.6772	0.0740	10.9%	0.0064	0.9%	4%	False	True	129,288
100	0.7678	0.6772	0.0906	13.3%	0.0063	0.9%	4%	False	True	103,475
120	0.7904	0.6772	0.1132	16.6%	0.0062	0.9%	3%	False	True	86,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6974
2.618	0.6911
1.618	0.6873
1.000	0.6849
0.618	0.6834
HIGH	0.6811
0.618	0.6796
0.500	0.6791
0.382	0.6787
LOW	0.6772
0.618	0.6748
1.000	0.6734
1.618	0.6710
2.618	0.6671
4.250	0.6608

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	0.6800	0.6818
PP	0.6796	0.6813
S1	0.6791	0.6809

Download as Excel Spreadsheet

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

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