CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.6800	0.6823	0.0023	0.3%	0.6856
High	0.6831	0.6862	0.0031	0.5%	0.6863
Low	0.6771	0.6797	0.0027	0.4%	0.6771
Close	0.6774	0.6832	0.0058	0.9%	0.6774
Range	0.0060	0.0065	0.0005	7.5%	0.0093
ATR	0.0059	0.0061	0.0002	3.5%	0.0000
Volume	139,157	253,954	114,797	82.5%	622,552

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7024	0.6992	0.6867
R3	0.6959	0.6928	0.6849
R2	0.6895	0.6895	0.6843
R1	0.6863	0.6863	0.6837	0.6879
PP	0.6830	0.6830	0.6830	0.6838
S1	0.6799	0.6799	0.6826	0.6814
S2	0.6766	0.6766	0.6820
S3	0.6701	0.6734	0.6814
S4	0.6637	0.6670	0.6796

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	0.6863	0.6771	0.0093	1.4%	0.0057	0.8%	66%	False	False	175,301
10	0.6940	0.6771	0.0170	2.5%	0.0057	0.8%	36%	False	False	168,893
20	0.6951	0.6771	0.0181	2.6%	0.0053	0.8%	34%	False	False	146,197
40	0.7333	0.6771	0.0563	8.2%	0.0066	1.0%	11%	False	False	156,169
60	0.7359	0.6771	0.0588	8.6%	0.0066	1.0%	10%	False	False	170,837
80	0.7477	0.6771	0.0706	10.3%	0.0065	1.0%	9%	False	False	134,192
100	0.7678	0.6771	0.0907	13.3%	0.0064	0.9%	7%	False	False	107,406
120	0.7904	0.6771	0.1134	16.6%	0.0063	0.9%	5%	False	False	89,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7136
2.618	0.7030
1.618	0.6966
1.000	0.6926
0.618	0.6901
HIGH	0.6862
0.618	0.6837
0.500	0.6829
0.382	0.6822
LOW	0.6797
0.618	0.6757
1.000	0.6733
1.618	0.6693
2.618	0.6628
4.250	0.6523

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.6831	0.6826
PP	0.6830	0.6821
S1	0.6829	0.6816

Download as Excel Spreadsheet

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

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