CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.7388	0.7355	-0.0033	-0.4%	0.7219
High	0.7427	0.7356	-0.0071	-0.9%	0.7465
Low	0.7370	0.7316	-0.0054	-0.7%	0.7175
Close	0.7378	0.7336	-0.0043	-0.6%	0.7381
Range	0.0057	0.0040	-0.0017	-29.8%	0.0291
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	144	185	41	28.5%	898

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7456	0.7436	0.7358
R3	0.7416	0.7396	0.7347
R2	0.7376	0.7376	0.7343
R1	0.7356	0.7356	0.7339	0.7346
PP	0.7336	0.7336	0.7336	0.7331
S1	0.7316	0.7316	0.7332	0.7306
S2	0.7296	0.7296	0.7328
S3	0.7256	0.7276	0.7325
S4	0.7216	0.7236	0.7314

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	0.7316	0.0149	2.0%	0.0062	0.8%	13%	False	True	199
10	0.7465	0.7099	0.0367	5.0%	0.0067	0.9%	65%	False	False	164
20	0.7465	0.7080	0.0385	5.2%	0.0053	0.7%	66%	False	False	105
40	0.7466	0.7080	0.0386	5.3%	0.0045	0.6%	66%	False	False	76
60	0.7772	0.7080	0.0692	9.4%	0.0036	0.5%	37%	False	False	54
80	0.7940	0.7080	0.0860	11.7%	0.0035	0.5%	30%	False	False	42
100	0.7990	0.7080	0.0910	12.4%	0.0033	0.5%	28%	False	False	38
120	0.8141	0.7080	0.1061	14.5%	0.0034	0.5%	24%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7526
2.618	0.7461
1.618	0.7421
1.000	0.7396
0.618	0.7381
HIGH	0.7356
0.618	0.7341
0.500	0.7336
0.382	0.7331
LOW	0.7316
0.618	0.7291
1.000	0.7276
1.618	0.7251
2.618	0.7211
4.250	0.7146

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.7336	0.7371
PP	0.7336	0.7359
S1	0.7336	0.7347

Download as Excel Spreadsheet

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

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