CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.7247	0.7186	-0.0061	-0.8%	0.7220
High	0.7262	0.7186	-0.0076	-1.0%	0.7410
Low	0.7167	0.7121	-0.0046	-0.6%	0.7192
Close	0.7185	0.7127	-0.0059	-0.8%	0.7253
Range	0.0096	0.0066	-0.0030	-31.4%	0.0218
ATR	0.0076	0.0076	-0.0001	-1.0%	0.0000
Volume	310	487	177	57.1%	1,937

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7341	0.7299	0.7163
R3	0.7275	0.7234	0.7145
R2	0.7210	0.7210	0.7139
R1	0.7168	0.7168	0.7133	0.7156
PP	0.7144	0.7144	0.7144	0.7138
S1	0.7103	0.7103	0.7120	0.7091
S2	0.7079	0.7079	0.7114
S3	0.7013	0.7037	0.7108
S4	0.6948	0.6972	0.7090

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	0.7121	0.0289	4.1%	0.0110	1.5%	2%	False	True	375
10	0.7410	0.7121	0.0289	4.1%	0.0086	1.2%	2%	False	True	335
20	0.7465	0.7096	0.0370	5.2%	0.0076	1.1%	8%	False	False	241
40	0.7465	0.7080	0.0385	5.4%	0.0058	0.8%	12%	False	False	150
60	0.7716	0.7080	0.0636	8.9%	0.0049	0.7%	7%	False	False	106
80	0.7869	0.7080	0.0789	11.1%	0.0042	0.6%	6%	False	False	80
100	0.7990	0.7080	0.0910	12.8%	0.0040	0.6%	5%	False	False	68
120	0.8051	0.7080	0.0971	13.6%	0.0038	0.5%	5%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7464
2.618	0.7357
1.618	0.7292
1.000	0.7252
0.618	0.7226
HIGH	0.7186
0.618	0.7161
0.500	0.7153
0.382	0.7146
LOW	0.7121
0.618	0.7080
1.000	0.7055
1.618	0.7015
2.618	0.6949
4.250	0.6842

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.7153	0.7265
PP	0.7144	0.7219
S1	0.7135	0.7173

Download as Excel Spreadsheet

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

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