CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	0.7162	0.7207	0.0045	0.6%	0.7247
High	0.7215	0.7210	-0.0006	-0.1%	0.7262
Low	0.7146	0.7166	0.0020	0.3%	0.7100
Close	0.7201	0.7171	-0.0030	-0.4%	0.7201
Range	0.0069	0.0044	-0.0025	-36.2%	0.0163
ATR	0.0075	0.0073	-0.0002	-2.9%	0.0000
Volume	505	444	-61	-12.1%	3,123

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7286	0.7195
R3	0.7270	0.7242	0.7183
R2	0.7226	0.7226	0.7179
R1	0.7198	0.7198	0.7175	0.7190
PP	0.7182	0.7182	0.7182	0.7178
S1	0.7154	0.7154	0.7166	0.7146
S2	0.7138	0.7138	0.7162
S3	0.7094	0.7110	0.7158
S4	0.7050	0.7066	0.7146

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	0.7215	0.7100	0.0116	1.6%	0.0065	0.9%	61%	False	False	651
10	0.7410	0.7100	0.0310	4.3%	0.0085	1.2%	23%	False	False	481
20	0.7465	0.7100	0.0366	5.1%	0.0076	1.1%	19%	False	False	363
40	0.7465	0.7080	0.0385	5.4%	0.0060	0.8%	24%	False	False	214
60	0.7687	0.7080	0.0607	8.5%	0.0052	0.7%	15%	False	False	151
80	0.7840	0.7080	0.0760	10.6%	0.0044	0.6%	12%	False	False	115
100	0.7990	0.7080	0.0910	12.7%	0.0040	0.6%	10%	False	False	93
120	0.7990	0.7080	0.0910	12.7%	0.0039	0.5%	10%	False	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7397
2.618	0.7325
1.618	0.7281
1.000	0.7254
0.618	0.7237
HIGH	0.7210
0.618	0.7193
0.500	0.7188
0.382	0.7182
LOW	0.7166
0.618	0.7138
1.000	0.7122
1.618	0.7094
2.618	0.7050
4.250	0.6979

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	0.7188	0.7166
PP	0.7182	0.7162
S1	0.7176	0.7157

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

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