CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.6823	0.6830	0.0007	0.1%	0.6856
High	0.6862	0.6835	-0.0027	-0.4%	0.6863
Low	0.6797	0.6798	0.0001	0.0%	0.6771
Close	0.6832	0.6805	-0.0027	-0.4%	0.6774
Range	0.0065	0.0037	-0.0028	-42.6%	0.0093
ATR	0.0061	0.0059	-0.0002	-2.8%	0.0000
Volume	253,954	172,546	-81,408	-32.1%	622,552

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6924	0.6901	0.6825
R3	0.6887	0.6864	0.6815
R2	0.6850	0.6850	0.6811
R1	0.6827	0.6827	0.6808	0.6820
PP	0.6813	0.6813	0.6813	0.6809
S1	0.6790	0.6790	0.6801	0.6783
S2	0.6776	0.6776	0.6798
S3	0.6739	0.6753	0.6794
S4	0.6702	0.6716	0.6784

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	0.6862	0.6771	0.0091	1.3%	0.0048	0.7%	37%	False	False	167,156
10	0.6940	0.6771	0.0170	2.5%	0.0058	0.9%	20%	False	False	176,081
20	0.6947	0.6771	0.0176	2.6%	0.0053	0.8%	19%	False	False	149,411
40	0.7333	0.6771	0.0563	8.3%	0.0065	1.0%	6%	False	False	156,620
60	0.7359	0.6771	0.0588	8.6%	0.0065	1.0%	6%	False	False	169,504
80	0.7419	0.6771	0.0649	9.5%	0.0065	0.9%	5%	False	False	136,335
100	0.7678	0.6771	0.0907	13.3%	0.0064	0.9%	4%	False	False	109,131
120	0.7904	0.6771	0.1134	16.7%	0.0062	0.9%	3%	False	False	90,957

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6992
2.618	0.6932
1.618	0.6895
1.000	0.6872
0.618	0.6858
HIGH	0.6835
0.618	0.6821
0.500	0.6817
0.382	0.6812
LOW	0.6798
0.618	0.6775
1.000	0.6761
1.618	0.6738
2.618	0.6701
4.250	0.6641

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.6817	0.6816
PP	0.6813	0.6812
S1	0.6809	0.6808

Download as Excel Spreadsheet

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

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