CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.7384	0.7388	0.0004	0.1%	0.7219
High	0.7420	0.7427	0.0007	0.1%	0.7465
Low	0.7354	0.7370	0.0016	0.2%	0.7175
Close	0.7390	0.7378	-0.0012	-0.2%	0.7381
Range	0.0066	0.0057	-0.0009	-13.6%	0.0291
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	196	144	-52	-26.5%	898

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7527	0.7409
R3	0.7505	0.7470	0.7394
R2	0.7448	0.7448	0.7388
R1	0.7413	0.7413	0.7383	0.7402
PP	0.7391	0.7391	0.7391	0.7386
S1	0.7356	0.7356	0.7373	0.7345
S2	0.7334	0.7334	0.7368
S3	0.7277	0.7299	0.7362
S4	0.7220	0.7242	0.7347

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	0.7339	0.0126	1.7%	0.0069	0.9%	31%	False	False	200
10	0.7465	0.7096	0.0370	5.0%	0.0065	0.9%	76%	False	False	148
20	0.7465	0.7080	0.0385	5.2%	0.0053	0.7%	77%	False	False	99
40	0.7505	0.7080	0.0425	5.8%	0.0046	0.6%	70%	False	False	72
60	0.7772	0.7080	0.0692	9.4%	0.0037	0.5%	43%	False	False	51
80	0.7990	0.7080	0.0910	12.3%	0.0035	0.5%	33%	False	False	40
100	0.7990	0.7080	0.0910	12.3%	0.0034	0.5%	33%	False	False	36
120	0.8141	0.7080	0.1061	14.4%	0.0034	0.5%	28%	False	False	31

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7576
1.618	0.7519
1.000	0.7484
0.618	0.7462
HIGH	0.7427
0.618	0.7405
0.500	0.7398
0.382	0.7391
LOW	0.7370
0.618	0.7334
1.000	0.7313
1.618	0.7277
2.618	0.7220
4.250	0.7127

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.7398	0.7410
PP	0.7391	0.7399
S1	0.7385	0.7389

Download as Excel Spreadsheet

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

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