CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.7320	0.7220	-0.0100	-1.4%	0.7384
High	0.7322	0.7266	-0.0056	-0.8%	0.7427
Low	0.7212	0.7220	0.0009	0.1%	0.7212
Close	0.7218	0.7237	0.0019	0.3%	0.7218
Range	0.0110	0.0046	-0.0065	-58.6%	0.0215
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	303	689	386	127.4%	962

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7377	0.7352	0.7262
R3	0.7332	0.7307	0.7249
R2	0.7286	0.7286	0.7245
R1	0.7261	0.7261	0.7241	0.7274
PP	0.7241	0.7241	0.7241	0.7247
S1	0.7216	0.7216	0.7232	0.7228
S2	0.7195	0.7195	0.7228
S3	0.7150	0.7170	0.7224
S4	0.7104	0.7125	0.7211

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%	0.0064	0.9%	12%	False	False	291
10	0.7465	0.7212	0.0254	3.5%	0.0067	0.9%	10%	False	False	244
20	0.7465	0.7080	0.0385	5.3%	0.0056	0.8%	41%	False	False	157
40	0.7465	0.7080	0.0385	5.3%	0.0050	0.7%	41%	False	False	104
60	0.7729	0.7080	0.0649	9.0%	0.0040	0.6%	24%	False	False	72
80	0.7907	0.7080	0.0827	11.4%	0.0038	0.5%	19%	False	False	56
100	0.7990	0.7080	0.0910	12.6%	0.0035	0.5%	17%	False	False	49
120	0.8141	0.7080	0.1061	14.7%	0.0035	0.5%	15%	False	False	42

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7385
1.618	0.7339
1.000	0.7311
0.618	0.7294
HIGH	0.7266
0.618	0.7248
0.500	0.7243
0.382	0.7237
LOW	0.7220
0.618	0.7192
1.000	0.7175
1.618	0.7146
2.618	0.7101
4.250	0.7027

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.7243	0.7285
PP	0.7241	0.7269
S1	0.7239	0.7253

Download as Excel Spreadsheet

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

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