CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	0.7014	0.6993	-0.0021	-0.3%	0.7052
High	0.7029	0.7021	-0.0008	-0.1%	0.7088
Low	0.6983	0.6989	0.0007	0.1%	0.6976
Close	0.6992	0.6993	0.0001	0.0%	0.7013
Range	0.0046	0.0032	-0.0014	-30.4%	0.0113
ATR	0.0057	0.0055	-0.0002	-3.1%	0.0000
Volume	175,727	229,714	53,987	30.7%	808,630

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7097	0.7077	0.7010
R3	0.7065	0.7045	0.7001
R2	0.7033	0.7033	0.6998
R1	0.7013	0.7013	0.6995	0.7007
PP	0.7001	0.7001	0.7001	0.6998
S1	0.6981	0.6981	0.6990	0.6975
S2	0.6969	0.6969	0.6987
S3	0.6937	0.6949	0.6984
S4	0.6905	0.6917	0.6975

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	0.7046	0.6976	0.0071	1.0%	0.0040	0.6%	24%	False	False	182,764
10	0.7177	0.6976	0.0201	2.9%	0.0048	0.7%	8%	False	False	170,338
20	0.7319	0.6976	0.0343	4.9%	0.0056	0.8%	5%	False	False	142,217
40	0.7619	0.6976	0.0644	9.2%	0.0057	0.8%	3%	False	False	71,995
60	0.7750	0.6976	0.0775	11.1%	0.0059	0.8%	2%	False	False	48,065
80	0.7904	0.6976	0.0929	13.3%	0.0059	0.8%	2%	False	False	36,073
100	0.7946	0.6976	0.0970	13.9%	0.0055	0.8%	2%	False	False	28,879

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.7157
2.618	0.7105
1.618	0.7073
1.000	0.7053
0.618	0.7041
HIGH	0.7021
0.618	0.7009
0.500	0.7005
0.382	0.7001
LOW	0.6989
0.618	0.6969
1.000	0.6957
1.618	0.6937
2.618	0.6905
4.250	0.6853

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	0.7005	0.7002
PP	0.7001	0.6999
S1	0.6997	0.6996

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