CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.6782	0.6768	-0.0014	-0.2%	0.6823
High	0.6787	0.6777	-0.0010	-0.1%	0.6862
Low	0.6759	0.6763	0.0004	0.1%	0.6759
Close	0.6764	0.6770	0.0007	0.1%	0.6764
Range	0.0029	0.0015	-0.0014	-49.1%	0.0103
ATR	0.0054	0.0051	-0.0003	-5.2%	0.0000
Volume	40,726	1,538	-39,188	-96.2%	868,716

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6813	0.6806	0.6778
R3	0.6799	0.6792	0.6774
R2	0.6784	0.6784	0.6773
R1	0.6777	0.6777	0.6771	0.6781
PP	0.6770	0.6770	0.6770	0.6772
S1	0.6763	0.6763	0.6769	0.6766
S2	0.6755	0.6755	0.6767
S3	0.6741	0.6748	0.6766
S4	0.6726	0.6734	0.6762

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	0.6835	0.6759	0.0077	1.1%	0.0028	0.4%	15%	False	False	123,260
10	0.6863	0.6759	0.0105	1.5%	0.0043	0.6%	11%	False	False	149,280
20	0.6947	0.6759	0.0188	2.8%	0.0049	0.7%	6%	False	False	146,806
40	0.7302	0.6759	0.0543	8.0%	0.0060	0.9%	2%	False	False	148,728
60	0.7359	0.6759	0.0600	8.9%	0.0062	0.9%	2%	False	False	164,666
80	0.7366	0.6759	0.0607	9.0%	0.0063	0.9%	2%	False	False	141,808
100	0.7678	0.6759	0.0919	13.6%	0.0063	0.9%	1%	False	False	113,562
120	0.7842	0.6759	0.1083	16.0%	0.0061	0.9%	1%	False	False	94,654

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	0.6839
2.618	0.6815
1.618	0.6800
1.000	0.6792
0.618	0.6786
HIGH	0.6777
0.618	0.6771
0.500	0.6770
0.382	0.6768
LOW	0.6763
0.618	0.6754
1.000	0.6748
1.618	0.6739
2.618	0.6725
4.250	0.6701

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.6770	0.6781
PP	0.6770	0.6777
S1	0.6770	0.6774

Download as Excel Spreadsheet

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

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