CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.7238	0.7255	0.0017	0.2%	0.7384
High	0.7265	0.7308	0.0044	0.6%	0.7427
Low	0.7222	0.7254	0.0032	0.4%	0.7212
Close	0.7257	0.7308	0.0052	0.7%	0.7218
Range	0.0043	0.0055	0.0012	26.7%	0.0215
ATR	0.0060	0.0060	0.0000	-0.7%	0.0000
Volume	168	268	100	59.5%	962

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7435	0.7338
R3	0.7399	0.7381	0.7323
R2	0.7344	0.7344	0.7318
R1	0.7326	0.7326	0.7313	0.7335
PP	0.7290	0.7290	0.7290	0.7294
S1	0.7272	0.7272	0.7303	0.7281
S2	0.7235	0.7235	0.7298
S3	0.7181	0.7217	0.7293
S4	0.7126	0.7163	0.7278

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%	0.0065	0.9%	66%	False	False	312
10	0.7465	0.7212	0.0254	3.5%	0.0063	0.9%	38%	False	False	256
20	0.7465	0.7080	0.0385	5.3%	0.0057	0.8%	59%	False	False	176
40	0.7465	0.7080	0.0385	5.3%	0.0050	0.7%	59%	False	False	111
60	0.7716	0.7080	0.0636	8.7%	0.0041	0.6%	36%	False	False	79
80	0.7907	0.7080	0.0827	11.3%	0.0038	0.5%	28%	False	False	61
100	0.7990	0.7080	0.0910	12.4%	0.0036	0.5%	25%	False	False	52
120	0.8141	0.7080	0.1061	14.5%	0.0036	0.5%	21%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7540
2.618	0.7451
1.618	0.7396
1.000	0.7363
0.618	0.7342
HIGH	0.7308
0.618	0.7287
0.500	0.7281
0.382	0.7274
LOW	0.7254
0.618	0.7220
1.000	0.7199
1.618	0.7165
2.618	0.7111
4.250	0.7022

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.7299	0.7293
PP	0.7290	0.7279
S1	0.7281	0.7264

Download as Excel Spreadsheet

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

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