CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.7125	0.7219	0.0094	1.3%	0.7111
High	0.7219	0.7259	0.0040	0.6%	0.7219
Low	0.7118	0.7175	0.0057	0.8%	0.7086
Close	0.7219	0.7259	0.0040	0.6%	0.7219
Range	0.0101	0.0084	-0.0017	-16.4%	0.0133
ATR	0.0047	0.0050	0.0003	5.6%	0.0000
Volume	193	100	-93	-48.2%	286

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7483	0.7455	0.7305
R3	0.7399	0.7371	0.7282
R2	0.7315	0.7315	0.7274
R1	0.7287	0.7287	0.7266	0.7301
PP	0.7231	0.7231	0.7231	0.7238
S1	0.7203	0.7203	0.7251	0.7217
S2	0.7147	0.7147	0.7243
S3	0.7063	0.7119	0.7235
S4	0.6979	0.7035	0.7212

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	0.7259	0.7086	0.0173	2.4%	0.0055	0.8%	100%	True	False	77
10	0.7259	0.7080	0.0179	2.5%	0.0044	0.6%	100%	True	False	70
20	0.7399	0.7080	0.0319	4.4%	0.0045	0.6%	56%	False	False	66
40	0.7687	0.7080	0.0607	8.4%	0.0040	0.6%	29%	False	False	45
60	0.7840	0.7080	0.0760	10.5%	0.0033	0.5%	23%	False	False	32
80	0.7990	0.7080	0.0910	12.5%	0.0031	0.4%	20%	False	False	26
100	0.7990	0.7080	0.0910	12.5%	0.0032	0.4%	20%	False	False	25
120	0.8156	0.7080	0.1076	14.8%	0.0031	0.4%	17%	False	False	21

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7616
2.618	0.7478
1.618	0.7394
1.000	0.7343
0.618	0.7310
HIGH	0.7259
0.618	0.7226
0.500	0.7217
0.382	0.7207
LOW	0.7175
0.618	0.7123
1.000	0.7091
1.618	0.7039
2.618	0.6955
4.250	0.6818

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.7245	0.7232
PP	0.7231	0.7205
S1	0.7217	0.7179

Download as Excel Spreadsheet

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

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