CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	0.7108	0.7099	-0.0009	-0.1%	0.7166
High	0.7117	0.7142	0.0025	0.4%	0.7182
Low	0.7096	0.7099	0.0003	0.0%	0.7080
Close	0.7096	0.7118	0.0023	0.3%	0.7116
Range	0.0022	0.0044	0.0022	102.3%	0.0102
ATR	0.0043	0.0043	0.0000	0.6%	0.0000
Volume	17	33	16	94.1%	315

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7250	0.7228	0.7142
R3	0.7207	0.7184	0.7130
R2	0.7163	0.7163	0.7126
R1	0.7141	0.7141	0.7122	0.7152
PP	0.7120	0.7120	0.7120	0.7125
S1	0.7097	0.7097	0.7114	0.7108
S2	0.7076	0.7076	0.7110
S3	0.7033	0.7054	0.7106
S4	0.6989	0.7010	0.7094

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7376	0.7172
R3	0.7330	0.7274	0.7144
R2	0.7228	0.7228	0.7135
R1	0.7172	0.7172	0.7125	0.7149
PP	0.7126	0.7126	0.7126	0.7115
S1	0.7070	0.7070	0.7107	0.7047
S2	0.7024	0.7024	0.7097
S3	0.6922	0.6968	0.7088
S4	0.6820	0.6866	0.7060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7142	0.7080	0.0062	0.9%	0.0032	0.5%	61%	True	False	61
10	0.7253	0.7080	0.0173	2.4%	0.0038	0.5%	22%	False	False	45
20	0.7418	0.7080	0.0338	4.7%	0.0041	0.6%	11%	False	False	59
40	0.7701	0.7080	0.0621	8.7%	0.0036	0.5%	6%	False	False	40
60	0.7840	0.7080	0.0760	10.7%	0.0031	0.4%	5%	False	False	27
80	0.7990	0.7080	0.0910	12.8%	0.0030	0.4%	4%	False	False	23
100	0.7990	0.7080	0.0910	12.8%	0.0030	0.4%	4%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7327
2.618	0.7256
1.618	0.7212
1.000	0.7186
0.618	0.7169
HIGH	0.7142
0.618	0.7125
0.500	0.7120
0.382	0.7115
LOW	0.7099
0.618	0.7072
1.000	0.7055
1.618	0.7028
2.618	0.6985
4.250	0.6914

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	0.7120	0.7117
PP	0.7120	0.7115
S1	0.7119	0.7114

Download as Excel Spreadsheet

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

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