CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.7346	0.7247	-0.0100	-1.4%	0.7220
High	0.7410	0.7262	-0.0148	-2.0%	0.7410
Low	0.7192	0.7167	-0.0025	-0.3%	0.7192
Close	0.7253	0.7185	-0.0068	-0.9%	0.7253
Range	0.0218	0.0096	-0.0123	-56.2%	0.0218
ATR	0.0075	0.0076	0.0001	2.0%	0.0000
Volume	467	310	-157	-33.6%	1,937

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7434	0.7238
R3	0.7396	0.7338	0.7211
R2	0.7300	0.7300	0.7203
R1	0.7243	0.7243	0.7194	0.7224
PP	0.7205	0.7205	0.7205	0.7195
S1	0.7147	0.7147	0.7176	0.7128
S2	0.7109	0.7109	0.7167
S3	0.7014	0.7052	0.7159
S4	0.6918	0.6956	0.7132

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	0.7167	0.0243	3.4%	0.0106	1.5%	8%	False	True	311
10	0.7427	0.7167	0.0260	3.6%	0.0085	1.2%	7%	False	True	301
20	0.7465	0.7086	0.0379	5.3%	0.0073	1.0%	26%	False	False	219
40	0.7465	0.7080	0.0385	5.4%	0.0059	0.8%	27%	False	False	138
60	0.7716	0.7080	0.0636	8.8%	0.0048	0.7%	17%	False	False	98
80	0.7890	0.7080	0.0810	11.3%	0.0042	0.6%	13%	False	False	74
100	0.7990	0.7080	0.0910	12.7%	0.0040	0.6%	12%	False	False	63
120	0.8051	0.7080	0.0971	13.5%	0.0037	0.5%	11%	False	False	55

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7668
2.618	0.7512
1.618	0.7417
1.000	0.7358
0.618	0.7321
HIGH	0.7262
0.618	0.7226
0.500	0.7214
0.382	0.7203
LOW	0.7167
0.618	0.7107
1.000	0.7071
1.618	0.7012
2.618	0.6916
4.250	0.6761

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.7214	0.7288
PP	0.7205	0.7254
S1	0.7195	0.7219

Download as Excel Spreadsheet

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

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