CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.7220	0.7238	0.0018	0.2%	0.7384
High	0.7266	0.7265	-0.0001	0.0%	0.7427
Low	0.7220	0.7222	0.0002	0.0%	0.7212
Close	0.7237	0.7257	0.0020	0.3%	0.7218
Range	0.0046	0.0043	-0.0003	-5.5%	0.0215
ATR	0.0062	0.0060	-0.0001	-2.2%	0.0000
Volume	689	168	-521	-75.6%	962

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7377	0.7360	0.7280
R3	0.7334	0.7317	0.7268
R2	0.7291	0.7291	0.7264
R1	0.7274	0.7274	0.7260	0.7282
PP	0.7248	0.7248	0.7248	0.7252
S1	0.7231	0.7231	0.7253	0.7239
S2	0.7205	0.7205	0.7249
S3	0.7162	0.7188	0.7245
S4	0.7119	0.7145	0.7233

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	0.7358	0.7212	0.0146	2.0%	0.0062	0.8%	31%	False	False	295
10	0.7465	0.7212	0.0254	3.5%	0.0065	0.9%	18%	False	False	248
20	0.7465	0.7080	0.0385	5.3%	0.0057	0.8%	46%	False	False	163
40	0.7465	0.7080	0.0385	5.3%	0.0050	0.7%	46%	False	False	105
60	0.7716	0.7080	0.0636	8.8%	0.0041	0.6%	28%	False	False	75
80	0.7907	0.7080	0.0827	11.4%	0.0038	0.5%	21%	False	False	57
100	0.7990	0.7080	0.0910	12.5%	0.0036	0.5%	19%	False	False	50
120	0.8141	0.7080	0.1061	14.6%	0.0036	0.5%	17%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7447
2.618	0.7377
1.618	0.7334
1.000	0.7308
0.618	0.7291
HIGH	0.7265
0.618	0.7248
0.500	0.7243
0.382	0.7238
LOW	0.7222
0.618	0.7195
1.000	0.7179
1.618	0.7152
2.618	0.7109
4.250	0.7039

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.7252	0.7267
PP	0.7248	0.7263
S1	0.7243	0.7260

Download as Excel Spreadsheet

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

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