CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.6804	0.6787	-0.0017	-0.2%	0.6856
High	0.6808	0.6804	-0.0004	-0.1%	0.6863
Low	0.6772	0.6777	0.0005	0.1%	0.6771
Close	0.6788	0.6784	-0.0004	-0.1%	0.6774
Range	0.0036	0.0027	-0.0009	-25.4%	0.0093
ATR	0.0058	0.0055	-0.0002	-3.9%	0.0000
Volume	216,147	185,343	-30,804	-14.3%	622,552

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6868	0.6852	0.6798
R3	0.6841	0.6826	0.6791
R2	0.6815	0.6815	0.6788
R1	0.6799	0.6799	0.6786	0.6794
PP	0.6788	0.6788	0.6788	0.6785
S1	0.6773	0.6773	0.6781	0.6767
S2	0.6762	0.6762	0.6779
S3	0.6735	0.6746	0.6776
S4	0.6709	0.6720	0.6769

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%	0.0045	0.7%	14%	False	False	193,429
10	0.6940	0.6771	0.0170	2.5%	0.0052	0.8%	8%	False	False	180,153
20	0.6947	0.6771	0.0176	2.6%	0.0052	0.8%	7%	False	False	157,811
40	0.7302	0.6771	0.0531	7.8%	0.0063	0.9%	2%	False	False	156,996
60	0.7359	0.6771	0.0588	8.7%	0.0064	0.9%	2%	False	False	168,917
80	0.7406	0.6771	0.0636	9.4%	0.0064	0.9%	2%	False	False	141,334
100	0.7678	0.6771	0.0907	13.4%	0.0063	0.9%	1%	False	False	113,142
120	0.7850	0.6771	0.1080	15.9%	0.0062	0.9%	1%	False	False	94,302

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.6916
2.618	0.6873
1.618	0.6846
1.000	0.6830
0.618	0.6820
HIGH	0.6804
0.618	0.6793
0.500	0.6790
0.382	0.6787
LOW	0.6777
0.618	0.6761
1.000	0.6751
1.618	0.6734
2.618	0.6708
4.250	0.6664

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.6790	0.6804
PP	0.6788	0.6797
S1	0.6786	0.6790

Download as Excel Spreadsheet

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

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