CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.7255	0.7284	0.0030	0.4%	0.7384
High	0.7308	0.7355	0.0047	0.6%	0.7427
Low	0.7254	0.7239	-0.0015	-0.2%	0.7212
Close	0.7308	0.7339	0.0031	0.4%	0.7218
Range	0.0055	0.0117	0.0062	113.8%	0.0215
ATR	0.0060	0.0064	0.0004	6.8%	0.0000
Volume	268	345	77	28.7%	962

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7616	0.7403
R3	0.7544	0.7500	0.7371
R2	0.7427	0.7427	0.7360
R1	0.7383	0.7383	0.7350	0.7405
PP	0.7311	0.7311	0.7311	0.7322
S1	0.7267	0.7267	0.7328	0.7289
S2	0.7194	0.7194	0.7318
S3	0.7078	0.7150	0.7307
S4	0.6961	0.7034	0.7275

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	0.7355	0.7212	0.0144	2.0%	0.0074	1.0%	89%	True	False	354
10	0.7465	0.7212	0.0254	3.5%	0.0070	1.0%	50%	False	False	279
20	0.7465	0.7080	0.0385	5.2%	0.0061	0.8%	67%	False	False	191
40	0.7465	0.7080	0.0385	5.2%	0.0051	0.7%	67%	False	False	119
60	0.7716	0.7080	0.0636	8.7%	0.0043	0.6%	41%	False	False	85
80	0.7907	0.7080	0.0827	11.3%	0.0039	0.5%	31%	False	False	65
100	0.7990	0.7080	0.0910	12.4%	0.0037	0.5%	28%	False	False	56
120	0.8051	0.7080	0.0971	13.2%	0.0036	0.5%	27%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 96 trading days

Fibonacci Retracements and Extensions
4.250	0.7850
2.618	0.7660
1.618	0.7543
1.000	0.7472
0.618	0.7427
HIGH	0.7355
0.618	0.7310
0.500	0.7297
0.382	0.7283
LOW	0.7239
0.618	0.7167
1.000	0.7122
1.618	0.7050
2.618	0.6934
4.250	0.6743

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.7325	0.7322
PP	0.7311	0.7305
S1	0.7297	0.7288

Download as Excel Spreadsheet

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

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