CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.7152	0.7133	-0.0019	-0.3%	0.7220
High	0.7184	0.7185	0.0002	0.0%	0.7410
Low	0.7125	0.7100	-0.0026	-0.4%	0.7192
Close	0.7133	0.7159	0.0026	0.4%	0.7253
Range	0.0059	0.0086	0.0027	46.2%	0.0218
ATR	0.0074	0.0075	0.0001	1.1%	0.0000
Volume	932	889	-43	-4.6%	1,937

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7404	0.7367	0.7206
R3	0.7319	0.7282	0.7183
R2	0.7233	0.7233	0.7175
R1	0.7196	0.7196	0.7167	0.7215
PP	0.7148	0.7148	0.7148	0.7157
S1	0.7111	0.7111	0.7151	0.7129
S2	0.7062	0.7062	0.7143
S3	0.6977	0.7025	0.7135
S4	0.6891	0.6940	0.7112

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	0.7100	0.0310	4.3%	0.0105	1.5%	19%	False	True	617
10	0.7410	0.7100	0.0310	4.3%	0.0089	1.2%	19%	False	True	485
20	0.7465	0.7100	0.0366	5.1%	0.0079	1.1%	16%	False	True	330
40	0.7465	0.7080	0.0385	5.4%	0.0060	0.8%	21%	False	False	195
60	0.7701	0.7080	0.0621	8.7%	0.0051	0.7%	13%	False	False	136
80	0.7840	0.7080	0.0760	10.6%	0.0043	0.6%	10%	False	False	103
100	0.7990	0.7080	0.0910	12.7%	0.0040	0.6%	9%	False	False	85
120	0.7990	0.7080	0.0910	12.7%	0.0038	0.5%	9%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7409
1.618	0.7323
1.000	0.7271
0.618	0.7238
HIGH	0.7185
0.618	0.7152
0.500	0.7142
0.382	0.7132
LOW	0.7100
0.618	0.7047
1.000	0.7014
1.618	0.6961
2.618	0.6876
4.250	0.6736

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.7153	0.7154
PP	0.7148	0.7148
S1	0.7142	0.7143

Download as Excel Spreadsheet

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

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