CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.7284	0.7346	0.0062	0.9%	0.7220
High	0.7355	0.7410	0.0055	0.7%	0.7410
Low	0.7239	0.7192	-0.0047	-0.6%	0.7192
Close	0.7339	0.7253	-0.0087	-1.2%	0.7253
Range	0.0117	0.0218	0.0102	87.1%	0.0218
ATR	0.0064	0.0075	0.0011	17.2%	0.0000
Volume	345	467	122	35.4%	1,937

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7814	0.7372
R3	0.7721	0.7596	0.7312
R2	0.7503	0.7503	0.7292
R1	0.7378	0.7378	0.7272	0.7331
PP	0.7285	0.7285	0.7285	0.7261
S1	0.7160	0.7160	0.7233	0.7113
S2	0.7067	0.7067	0.7213
S3	0.6849	0.6942	0.7193
S4	0.6631	0.6724	0.7133

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7814	0.7372
R3	0.7721	0.7596	0.7312
R2	0.7503	0.7503	0.7292
R1	0.7378	0.7378	0.7272	0.7440
PP	0.7285	0.7285	0.7285	0.7316
S1	0.7160	0.7160	0.7233	0.7222
S2	0.7067	0.7067	0.7213
S3	0.6849	0.6942	0.7193
S4	0.6631	0.6724	0.7133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7410	0.7192	0.0218	3.0%	0.0096	1.3%	28%	True	True	387
10	0.7427	0.7192	0.0235	3.2%	0.0082	1.1%	26%	False	True	289
20	0.7465	0.7080	0.0385	5.3%	0.0071	1.0%	45%	False	False	205
40	0.7465	0.7080	0.0385	5.3%	0.0056	0.8%	45%	False	False	131
60	0.7716	0.7080	0.0636	8.8%	0.0047	0.6%	27%	False	False	93
80	0.7907	0.7080	0.0827	11.4%	0.0041	0.6%	21%	False	False	70
100	0.7990	0.7080	0.0910	12.5%	0.0039	0.5%	19%	False	False	60
120	0.8051	0.7080	0.0971	13.4%	0.0037	0.5%	18%	False	False	52

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	0.0020
Widest range in 135 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.7980
1.618	0.7762
1.000	0.7628
0.618	0.7544
HIGH	0.7410
0.618	0.7326
0.500	0.7301
0.382	0.7275
LOW	0.7192
0.618	0.7057
1.000	0.6974
1.618	0.6839
2.618	0.6621
4.250	0.6265

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.7301	0.7301
PP	0.7285	0.7285
S1	0.7269	0.7269

Download as Excel Spreadsheet

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

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