CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	0.7339	0.7408	0.0069	0.9%	0.7111
High	0.7416	0.7426	0.0010	0.1%	0.7219
Low	0.7339	0.7383	0.0044	0.6%	0.7086
Close	0.7413	0.7425	0.0012	0.2%	0.7219
Range	0.0077	0.0044	-0.0034	-43.5%	0.0133
ATR	0.0055	0.0054	-0.0001	-1.5%	0.0000
Volume	190	115	-75	-39.5%	286

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7527	0.7448
R3	0.7498	0.7483	0.7436
R2	0.7455	0.7455	0.7432
R1	0.7440	0.7440	0.7428	0.7447
PP	0.7411	0.7411	0.7411	0.7415
S1	0.7396	0.7396	0.7421	0.7404
S2	0.7368	0.7368	0.7417
S3	0.7324	0.7353	0.7413
S4	0.7281	0.7309	0.7401

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	0.7426	0.7118	0.0308	4.1%	0.0073	1.0%	100%	True	False	146
10	0.7426	0.7080	0.0346	4.7%	0.0052	0.7%	100%	True	False	103
20	0.7426	0.7080	0.0346	4.7%	0.0050	0.7%	100%	True	False	76
40	0.7595	0.7080	0.0515	6.9%	0.0042	0.6%	67%	False	False	54
60	0.7772	0.7080	0.0692	9.3%	0.0033	0.4%	50%	False	False	39
80	0.7990	0.7080	0.0910	12.2%	0.0032	0.4%	38%	False	False	31
100	0.7990	0.7080	0.0910	12.2%	0.0032	0.4%	38%	False	False	29
120	0.8141	0.7080	0.1061	14.3%	0.0032	0.4%	32%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7611
2.618	0.7540
1.618	0.7496
1.000	0.7470
0.618	0.7453
HIGH	0.7426
0.618	0.7409
0.500	0.7404
0.382	0.7399
LOW	0.7383
0.618	0.7356
1.000	0.7339
1.618	0.7312
2.618	0.7269
4.250	0.7198

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	0.7418	0.7396
PP	0.7411	0.7368
S1	0.7404	0.7339

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