CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.7133	0.7162	0.0029	0.4%	0.7247
High	0.7185	0.7215	0.0030	0.4%	0.7262
Low	0.7100	0.7146	0.0047	0.7%	0.7100
Close	0.7159	0.7201	0.0042	0.6%	0.7201
Range	0.0086	0.0069	-0.0017	-19.3%	0.0163
ATR	0.0075	0.0075	0.0000	-0.6%	0.0000
Volume	889	505	-384	-43.2%	3,123

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7394	0.7366	0.7238
R3	0.7325	0.7297	0.7219
R2	0.7256	0.7256	0.7213
R1	0.7228	0.7228	0.7207	0.7242
PP	0.7187	0.7187	0.7187	0.7194
S1	0.7159	0.7159	0.7194	0.7173
S2	0.7118	0.7118	0.7188
S3	0.7049	0.7090	0.7182
S4	0.6980	0.7021	0.7163

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7600	0.7290
R3	0.7512	0.7438	0.7245
R2	0.7350	0.7350	0.7230
R1	0.7275	0.7275	0.7215	0.7231
PP	0.7187	0.7187	0.7187	0.7165
S1	0.7113	0.7113	0.7186	0.7069
S2	0.7025	0.7025	0.7171
S3	0.6862	0.6950	0.7156
S4	0.6700	0.6788	0.7111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7262	0.7100	0.0163	2.3%	0.0075	1.0%	62%	False	False	624
10	0.7410	0.7100	0.0310	4.3%	0.0085	1.2%	33%	False	False	506
20	0.7465	0.7100	0.0366	5.1%	0.0078	1.1%	28%	False	False	346
40	0.7465	0.7080	0.0385	5.3%	0.0061	0.8%	31%	False	False	204
60	0.7701	0.7080	0.0621	8.6%	0.0052	0.7%	19%	False	False	145
80	0.7840	0.7080	0.0760	10.6%	0.0044	0.6%	16%	False	False	109
100	0.7990	0.7080	0.0910	12.6%	0.0040	0.6%	13%	False	False	89
120	0.7990	0.7080	0.0910	12.6%	0.0039	0.5%	13%	False	False	78

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7396
1.618	0.7327
1.000	0.7284
0.618	0.7258
HIGH	0.7215
0.618	0.7189
0.500	0.7181
0.382	0.7172
LOW	0.7146
0.618	0.7103
1.000	0.7077
1.618	0.7034
2.618	0.6965
4.250	0.6853

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.7194	0.7186
PP	0.7187	0.7172
S1	0.7181	0.7157

Download as Excel Spreadsheet

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

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