CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	0.7099	0.7125	0.0026	0.4%	0.7111
High	0.7142	0.7219	0.0077	1.1%	0.7219
Low	0.7099	0.7118	0.0020	0.3%	0.7086
Close	0.7118	0.7219	0.0101	1.4%	0.7219
Range	0.0044	0.0101	0.0057	131.0%	0.0133
ATR	0.0043	0.0047	0.0004	9.5%	0.0000
Volume	33	193	160	484.8%	286

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7487	0.7453	0.7274
R3	0.7386	0.7353	0.7246
R2	0.7286	0.7286	0.7237
R1	0.7252	0.7252	0.7228	0.7269
PP	0.7185	0.7185	0.7185	0.7193
S1	0.7152	0.7152	0.7209	0.7168
S2	0.7085	0.7085	0.7200
S3	0.6984	0.7051	0.7191
S4	0.6884	0.6951	0.7163

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7572	0.7528	0.7291
R3	0.7439	0.7395	0.7255
R2	0.7307	0.7307	0.7243
R1	0.7263	0.7263	0.7231	0.7285
PP	0.7174	0.7174	0.7174	0.7185
S1	0.7130	0.7130	0.7206	0.7152
S2	0.7042	0.7042	0.7194
S3	0.6909	0.6998	0.7182
S4	0.6777	0.6865	0.7146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7219	0.7080	0.0139	1.9%	0.0046	0.6%	100%	True	False	64
10	0.7219	0.7080	0.0139	1.9%	0.0042	0.6%	100%	True	False	63
20	0.7418	0.7080	0.0338	4.7%	0.0043	0.6%	41%	False	False	63
40	0.7701	0.7080	0.0621	8.6%	0.0039	0.5%	22%	False	False	44
60	0.7840	0.7080	0.0760	10.5%	0.0032	0.4%	18%	False	False	31
80	0.7990	0.7080	0.0910	12.6%	0.0031	0.4%	15%	False	False	25
100	0.7990	0.7080	0.0910	12.6%	0.0031	0.4%	15%	False	False	24

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	0.0006
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	0.7646
2.618	0.7482
1.618	0.7381
1.000	0.7319
0.618	0.7281
HIGH	0.7219
0.618	0.7180
0.500	0.7168
0.382	0.7156
LOW	0.7118
0.618	0.7056
1.000	0.7018
1.618	0.6955
2.618	0.6855
4.250	0.6691

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	0.7202	0.7198
PP	0.7185	0.7178
S1	0.7168	0.7157

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols