CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	0.7252	0.7339	0.0087	1.2%	0.7111
High	0.7310	0.7416	0.0106	1.5%	0.7219
Low	0.7252	0.7339	0.0087	1.2%	0.7086
Close	0.7303	0.7413	0.0111	1.5%	0.7219
Range	0.0058	0.0077	0.0019	32.8%	0.0133
ATR	0.0050	0.0055	0.0005	9.0%	0.0000
Volume	134	190	56	41.8%	286

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7594	0.7455
R3	0.7543	0.7517	0.7434
R2	0.7466	0.7466	0.7427
R1	0.7440	0.7440	0.7420	0.7453
PP	0.7389	0.7389	0.7389	0.7396
S1	0.7363	0.7363	0.7406	0.7376
S2	0.7312	0.7312	0.7399
S3	0.7235	0.7286	0.7392
S4	0.7158	0.7209	0.7371

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	0.7416	0.7099	0.0318	4.3%	0.0073	1.0%	99%	True	False	130
10	0.7416	0.7080	0.0336	4.5%	0.0052	0.7%	99%	True	False	96
20	0.7416	0.7080	0.0336	4.5%	0.0050	0.7%	99%	True	False	79
40	0.7610	0.7080	0.0530	7.1%	0.0042	0.6%	63%	False	False	52
60	0.7772	0.7080	0.0692	9.3%	0.0033	0.4%	48%	False	False	37
80	0.7990	0.7080	0.0910	12.3%	0.0032	0.4%	37%	False	False	30
100	0.7990	0.7080	0.0910	12.3%	0.0032	0.4%	37%	False	False	28
120	0.8141	0.7080	0.1061	14.3%	0.0032	0.4%	31%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7743
2.618	0.7618
1.618	0.7541
1.000	0.7493
0.618	0.7464
HIGH	0.7416
0.618	0.7387
0.500	0.7378
0.382	0.7368
LOW	0.7339
0.618	0.7291
1.000	0.7262
1.618	0.7214
2.618	0.7137
4.250	0.7012

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	0.7401	0.7374
PP	0.7389	0.7335
S1	0.7378	0.7295

Download as Excel Spreadsheet

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

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