CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.7355	0.7335	-0.0020	-0.3%	0.7219
High	0.7356	0.7358	0.0002	0.0%	0.7465
Low	0.7316	0.7288	-0.0028	-0.4%	0.7175
Close	0.7336	0.7302	-0.0034	-0.5%	0.7381
Range	0.0040	0.0070	0.0030	73.8%	0.0291
ATR	0.0058	0.0059	0.0001	1.4%	0.0000
Volume	185	134	-51	-27.6%	898

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7524	0.7483	0.7340
R3	0.7455	0.7413	0.7321
R2	0.7385	0.7385	0.7315
R1	0.7344	0.7344	0.7308	0.7330
PP	0.7316	0.7316	0.7316	0.7309
S1	0.7274	0.7274	0.7296	0.7260
S2	0.7246	0.7246	0.7289
S3	0.7177	0.7205	0.7283
S4	0.7107	0.7135	0.7264

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	0.7288	0.0177	2.4%	0.0067	0.9%	8%	False	True	203
10	0.7465	0.7118	0.0347	4.8%	0.0070	1.0%	53%	False	False	175
20	0.7465	0.7080	0.0385	5.3%	0.0054	0.7%	58%	False	False	110
40	0.7466	0.7080	0.0386	5.3%	0.0047	0.6%	58%	False	False	79
60	0.7772	0.7080	0.0692	9.5%	0.0038	0.5%	32%	False	False	56
80	0.7940	0.7080	0.0860	11.8%	0.0036	0.5%	26%	False	False	44
100	0.7990	0.7080	0.0910	12.5%	0.0034	0.5%	24%	False	False	39
120	0.8141	0.7080	0.1061	14.5%	0.0034	0.5%	21%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7653
2.618	0.7539
1.618	0.7470
1.000	0.7427
0.618	0.7400
HIGH	0.7358
0.618	0.7331
0.500	0.7323
0.382	0.7315
LOW	0.7288
0.618	0.7245
1.000	0.7219
1.618	0.7176
2.618	0.7106
4.250	0.6993

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.7323	0.7357
PP	0.7316	0.7339
S1	0.7309	0.7320

Download as Excel Spreadsheet

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

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