CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.7219	0.7252	0.0034	0.5%	0.7111
High	0.7259	0.7310	0.0052	0.7%	0.7219
Low	0.7175	0.7252	0.0078	1.1%	0.7086
Close	0.7259	0.7303	0.0044	0.6%	0.7219
Range	0.0084	0.0058	-0.0026	-31.0%	0.0133
ATR	0.0050	0.0050	0.0001	1.2%	0.0000
Volume	100	134	34	34.0%	286

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7462	0.7440	0.7334
R3	0.7404	0.7382	0.7318
R2	0.7346	0.7346	0.7313
R1	0.7324	0.7324	0.7308	0.7335
PP	0.7288	0.7288	0.7288	0.7294
S1	0.7266	0.7266	0.7297	0.7277
S2	0.7230	0.7230	0.7292
S3	0.7172	0.7208	0.7287
S4	0.7114	0.7150	0.7271

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	0.7310	0.7096	0.0215	2.9%	0.0062	0.8%	97%	True	False	95
10	0.7310	0.7080	0.0230	3.1%	0.0048	0.7%	97%	True	False	79
20	0.7391	0.7080	0.0311	4.3%	0.0046	0.6%	72%	False	False	72
40	0.7679	0.7080	0.0599	8.2%	0.0041	0.6%	37%	False	False	47
60	0.7836	0.7080	0.0756	10.4%	0.0033	0.4%	29%	False	False	34
80	0.7990	0.7080	0.0910	12.5%	0.0032	0.4%	24%	False	False	27
100	0.7990	0.7080	0.0910	12.5%	0.0031	0.4%	24%	False	False	26
120	0.8156	0.7080	0.1076	14.7%	0.0032	0.4%	21%	False	False	23

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7462
1.618	0.7404
1.000	0.7368
0.618	0.7346
HIGH	0.7310
0.618	0.7288
0.500	0.7281
0.382	0.7274
LOW	0.7252
0.618	0.7216
1.000	0.7194
1.618	0.7158
2.618	0.7100
4.250	0.7006

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.7295	0.7273
PP	0.7288	0.7244
S1	0.7281	0.7214

Download as Excel Spreadsheet

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

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