CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	0.6784	0.6800	0.0016	0.2%	0.6856
High	0.6811	0.6831	0.0020	0.3%	0.6863
Low	0.6772	0.6771	-0.0002	0.0%	0.6771
Close	0.6805	0.6774	-0.0031	-0.5%	0.6774
Range	0.0039	0.0060	0.0022	55.8%	0.0093
ATR	0.0059	0.0059	0.0000	0.1%	0.0000
Volume	125,168	139,157	13,989	11.2%	622,552

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6972	0.6933	0.6807
R3	0.6912	0.6873	0.6790
R2	0.6852	0.6852	0.6785
R1	0.6813	0.6813	0.6779	0.6802
PP	0.6792	0.6792	0.6792	0.6786
S1	0.6753	0.6753	0.6768	0.6742
S2	0.6732	0.6732	0.6763
S3	0.6672	0.6693	0.6757
S4	0.6612	0.6633	0.6741

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7080	0.7019	0.6824
R3	0.6987	0.6927	0.6799
R2	0.6895	0.6895	0.6790
R1	0.6834	0.6834	0.6782	0.6818
PP	0.6802	0.6802	0.6802	0.6794
S1	0.6742	0.6742	0.6765	0.6726
S2	0.6710	0.6710	0.6757
S3	0.6617	0.6649	0.6748
S4	0.6525	0.6557	0.6723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6940	0.6771	0.0170	2.5%	0.0062	0.9%	2%	False	True	164,774
10	0.6940	0.6771	0.0170	2.5%	0.0054	0.8%	2%	False	True	157,649
20	0.6963	0.6771	0.0193	2.8%	0.0051	0.8%	2%	False	True	138,890
40	0.7359	0.6771	0.0588	8.7%	0.0067	1.0%	1%	False	True	155,599
60	0.7359	0.6771	0.0588	8.7%	0.0066	1.0%	1%	False	True	169,470
80	0.7512	0.6771	0.0741	10.9%	0.0065	1.0%	0%	False	True	131,024
100	0.7678	0.6771	0.0907	13.4%	0.0063	0.9%	0%	False	True	104,866
120	0.7904	0.6771	0.1134	16.7%	0.0062	0.9%	0%	False	True	87,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7086
2.618	0.6988
1.618	0.6928
1.000	0.6891
0.618	0.6868
HIGH	0.6831
0.618	0.6808
0.500	0.6801
0.382	0.6793
LOW	0.6771
0.618	0.6733
1.000	0.6711
1.618	0.6673
2.618	0.6613
4.250	0.6516

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	0.6801	0.6801
PP	0.6792	0.6792
S1	0.6783	0.6783

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols