CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.7408	0.7422	0.0014	0.2%	0.7219
High	0.7426	0.7465	0.0039	0.5%	0.7465
Low	0.7383	0.7364	-0.0019	-0.3%	0.7175
Close	0.7425	0.7381	-0.0044	-0.6%	0.7381
Range	0.0044	0.0101	0.0058	132.2%	0.0291
ATR	0.0054	0.0057	0.0003	6.2%	0.0000
Volume	115	359	244	212.2%	898

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7645	0.7437
R3	0.7605	0.7544	0.7409
R2	0.7504	0.7504	0.7400
R1	0.7443	0.7443	0.7390	0.7423
PP	0.7403	0.7403	0.7403	0.7394
S1	0.7342	0.7342	0.7372	0.7322
S2	0.7302	0.7302	0.7362
S3	0.7201	0.7241	0.7353
S4	0.7100	0.7140	0.7325

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8212	0.8087	0.7541
R3	0.7921	0.7796	0.7461
R2	0.7631	0.7631	0.7434
R1	0.7506	0.7506	0.7408	0.7568
PP	0.7340	0.7340	0.7340	0.7371
S1	0.7215	0.7215	0.7354	0.7278
S2	0.7050	0.7050	0.7328
S3	0.6759	0.6925	0.7301
S4	0.6469	0.6634	0.7221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7465	0.7175	0.0291	3.9%	0.0073	1.0%	71%	True	False	179
10	0.7465	0.7080	0.0385	5.2%	0.0059	0.8%	78%	True	False	122
20	0.7465	0.7080	0.0385	5.2%	0.0054	0.7%	78%	True	False	92
40	0.7511	0.7080	0.0431	5.8%	0.0044	0.6%	70%	False	False	63
60	0.7772	0.7080	0.0692	9.4%	0.0035	0.5%	43%	False	False	45
80	0.7990	0.7080	0.0910	12.3%	0.0034	0.5%	33%	False	False	36
100	0.7990	0.7080	0.0910	12.3%	0.0033	0.4%	33%	False	False	33
120	0.8141	0.7080	0.1061	14.4%	0.0033	0.4%	28%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 87 trading days

Fibonacci Retracements and Extensions
4.250	0.7894
2.618	0.7729
1.618	0.7628
1.000	0.7566
0.618	0.7527
HIGH	0.7465
0.618	0.7426
0.500	0.7415
0.382	0.7403
LOW	0.7364
0.618	0.7302
1.000	0.7263
1.618	0.7201
2.618	0.7100
4.250	0.6935

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.7415	0.7402
PP	0.7403	0.7395
S1	0.7392	0.7388

Download as Excel Spreadsheet

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

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