CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	0.7186	0.7152	-0.0034	-0.5%	0.7220
High	0.7186	0.7184	-0.0003	0.0%	0.7410
Low	0.7121	0.7125	0.0005	0.1%	0.7192
Close	0.7127	0.7133	0.0007	0.1%	0.7253
Range	0.0066	0.0059	-0.0007	-10.7%	0.0218
ATR	0.0076	0.0074	-0.0001	-1.6%	0.0000
Volume	487	932	445	91.4%	1,937

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7323	0.7286	0.7165
R3	0.7264	0.7228	0.7149
R2	0.7206	0.7206	0.7144
R1	0.7169	0.7169	0.7138	0.7158
PP	0.7147	0.7147	0.7147	0.7142
S1	0.7111	0.7111	0.7128	0.7100
S2	0.7089	0.7089	0.7122
S3	0.7030	0.7052	0.7117
S4	0.6972	0.6994	0.7101

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%	0.0111	1.6%	4%	False	False	508
10	0.7410	0.7121	0.0289	4.1%	0.0088	1.2%	4%	False	False	410
20	0.7465	0.7099	0.0367	5.1%	0.0077	1.1%	9%	False	False	287
40	0.7465	0.7080	0.0385	5.4%	0.0059	0.8%	14%	False	False	172
60	0.7701	0.7080	0.0621	8.7%	0.0049	0.7%	9%	False	False	122
80	0.7840	0.7080	0.0760	10.7%	0.0043	0.6%	7%	False	False	92
100	0.7990	0.7080	0.0910	12.8%	0.0039	0.5%	6%	False	False	76
120	0.8051	0.7080	0.0971	13.6%	0.0038	0.5%	5%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7432
2.618	0.7337
1.618	0.7278
1.000	0.7242
0.618	0.7220
HIGH	0.7184
0.618	0.7161
0.500	0.7154
0.382	0.7147
LOW	0.7125
0.618	0.7089
1.000	0.7067
1.618	0.7030
2.618	0.6972
4.250	0.6876

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	0.7154	0.7191
PP	0.7147	0.7172
S1	0.7140	0.7152

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

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