CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.6787	0.6782	-0.0005	-0.1%	0.6823
High	0.6804	0.6787	-0.0017	-0.2%	0.6862
Low	0.6777	0.6759	-0.0019	-0.3%	0.6759
Close	0.6784	0.6764	-0.0020	-0.3%	0.6764
Range	0.0027	0.0029	0.0002	7.5%	0.0103
ATR	0.0055	0.0054	-0.0002	-3.5%	0.0000
Volume	185,343	40,726	-144,617	-78.0%	868,716

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6855	0.6838	0.6779
R3	0.6827	0.6809	0.6771
R2	0.6798	0.6798	0.6769
R1	0.6781	0.6781	0.6766	0.6775
PP	0.6770	0.6770	0.6770	0.6767
S1	0.6752	0.6752	0.6761	0.6747
S2	0.6741	0.6741	0.6758
S3	0.6713	0.6724	0.6756
S4	0.6684	0.6695	0.6748

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7104	0.7037	0.6820
R3	0.7001	0.6934	0.6792
R2	0.6898	0.6898	0.6782
R1	0.6831	0.6831	0.6773	0.6813
PP	0.6795	0.6795	0.6795	0.6786
S1	0.6728	0.6728	0.6754	0.6710
S2	0.6692	0.6692	0.6745
S3	0.6589	0.6625	0.6735
S4	0.6486	0.6522	0.6707

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6862	0.6759	0.0103	1.5%	0.0038	0.6%	5%	False	True	173,743
10	0.6940	0.6759	0.0182	2.7%	0.0050	0.7%	3%	False	True	169,258
20	0.6947	0.6759	0.0188	2.8%	0.0051	0.7%	3%	False	True	153,013
40	0.7302	0.6759	0.0543	8.0%	0.0062	0.9%	1%	False	True	154,261
60	0.7359	0.6759	0.0600	8.9%	0.0063	0.9%	1%	False	True	167,122
80	0.7366	0.6759	0.0607	9.0%	0.0063	0.9%	1%	False	True	141,804
100	0.7678	0.6759	0.0919	13.6%	0.0063	0.9%	1%	False	True	113,549
120	0.7850	0.6759	0.1092	16.1%	0.0061	0.9%	0%	False	True	94,641

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6908
2.618	0.6862
1.618	0.6833
1.000	0.6816
0.618	0.6805
HIGH	0.6787
0.618	0.6776
0.500	0.6773
0.382	0.6769
LOW	0.6759
0.618	0.6741
1.000	0.6730
1.618	0.6712
2.618	0.6684
4.250	0.6637

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.6773	0.6783
PP	0.6770	0.6777
S1	0.6767	0.6770

Download as Excel Spreadsheet

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

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