CME Japanese Yen Future September 2023

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

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	0.6991	0.7014	0.0023	0.3%	0.7052
High	0.7018	0.7029	0.0011	0.2%	0.7088
Low	0.6976	0.6983	0.0007	0.1%	0.6976
Close	0.7013	0.6992	-0.0021	-0.3%	0.7013
Range	0.0042	0.0046	0.0004	9.5%	0.0113
ATR	0.0058	0.0057	-0.0001	-1.5%	0.0000
Volume	164,157	175,727	11,570	7.0%	808,630

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7139	0.7112	0.7017
R3	0.7093	0.7066	0.7005
R2	0.7047	0.7047	0.7000
R1	0.7020	0.7020	0.6996	0.7010
PP	0.7001	0.7001	0.7001	0.6996
S1	0.6974	0.6974	0.6988	0.6964
S2	0.6955	0.6955	0.6984
S3	0.6909	0.6928	0.6979
S4	0.6863	0.6882	0.6967

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7363	0.7300	0.7074
R3	0.7250	0.7188	0.7043
R2	0.7138	0.7138	0.7033
R1	0.7075	0.7075	0.7023	0.7050
PP	0.7025	0.7025	0.7025	0.7013
S1	0.6963	0.6963	0.7002	0.6938
S2	0.6913	0.6913	0.6992
S3	0.6800	0.6850	0.6982
S4	0.6688	0.6738	0.6951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7070	0.6976	0.0094	1.3%	0.0043	0.6%	18%	False	False	167,398
10	0.7181	0.6976	0.0205	2.9%	0.0050	0.7%	8%	False	False	169,034
20	0.7319	0.6976	0.0343	4.9%	0.0057	0.8%	5%	False	False	131,144
40	0.7622	0.6976	0.0647	9.2%	0.0058	0.8%	3%	False	False	66,254
60	0.7781	0.6976	0.0805	11.5%	0.0059	0.8%	2%	False	False	44,236
80	0.7904	0.6976	0.0929	13.3%	0.0061	0.9%	2%	False	False	33,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7224
2.618	0.7149
1.618	0.7103
1.000	0.7075
0.618	0.7057
HIGH	0.7029
0.618	0.7011
0.500	0.7006
0.382	0.7000
LOW	0.6983
0.618	0.6954
1.000	0.6937
1.618	0.6908
2.618	0.6862
4.250	0.6787

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	0.7006	0.7002
PP	0.7001	0.6999
S1	0.6997	0.6995

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols