CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.7335	0.7320	-0.0015	-0.2%	0.7384
High	0.7358	0.7322	-0.0036	-0.5%	0.7427
Low	0.7288	0.7212	-0.0077	-1.0%	0.7212
Close	0.7302	0.7218	-0.0084	-1.2%	0.7218
Range	0.0070	0.0110	0.0041	58.3%	0.0215
ATR	0.0059	0.0063	0.0004	6.2%	0.0000
Volume	134	303	169	126.1%	962

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7509	0.7279
R3	0.7470	0.7399	0.7248
R2	0.7360	0.7360	0.7238
R1	0.7289	0.7289	0.7228	0.7270
PP	0.7250	0.7250	0.7250	0.7241
S1	0.7179	0.7179	0.7208	0.7160
S2	0.7140	0.7140	0.7198
S3	0.7030	0.7069	0.7188
S4	0.6920	0.6959	0.7158

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7789	0.7336
R3	0.7715	0.7574	0.7277
R2	0.7500	0.7500	0.7257
R1	0.7359	0.7359	0.7238	0.7322
PP	0.7285	0.7285	0.7285	0.7267
S1	0.7144	0.7144	0.7198	0.7107
S2	0.7070	0.7070	0.7179
S3	0.6855	0.6929	0.7159
S4	0.6640	0.6714	0.7100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7212	0.0215	3.0%	0.0069	0.9%	3%	False	True	192
10	0.7465	0.7175	0.0291	4.0%	0.0071	1.0%	15%	False	False	186
20	0.7465	0.7080	0.0385	5.3%	0.0056	0.8%	36%	False	False	124
40	0.7466	0.7080	0.0386	5.3%	0.0050	0.7%	36%	False	False	87
60	0.7772	0.7080	0.0692	9.6%	0.0039	0.5%	20%	False	False	61
80	0.7907	0.7080	0.0827	11.5%	0.0037	0.5%	17%	False	False	48
100	0.7990	0.7080	0.0910	12.6%	0.0035	0.5%	15%	False	False	42
120	0.8141	0.7080	0.1061	14.7%	0.0035	0.5%	13%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7609
1.618	0.7499
1.000	0.7432
0.618	0.7389
HIGH	0.7322
0.618	0.7279
0.500	0.7267
0.382	0.7254
LOW	0.7212
0.618	0.7144
1.000	0.7102
1.618	0.7034
2.618	0.6924
4.250	0.6744

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.7267	0.7285
PP	0.7250	0.7262
S1	0.7234	0.7240

Download as Excel Spreadsheet

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

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