CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	0.6993	0.6995	0.0002	0.0%	0.7052
High	0.7021	0.7044	0.0023	0.3%	0.7088
Low	0.6989	0.6990	0.0001	0.0%	0.6976
Close	0.6993	0.7015	0.0022	0.3%	0.7013
Range	0.0032	0.0054	0.0022	68.8%	0.0113
ATR	0.0055	0.0055	0.0000	-0.2%	0.0000
Volume	229,714	244,976	15,262	6.6%	808,630

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7178	0.7150	0.7044
R3	0.7124	0.7096	0.7029
R2	0.7070	0.7070	0.7024
R1	0.7042	0.7042	0.7019	0.7056
PP	0.7016	0.7016	0.7016	0.7023
S1	0.6988	0.6988	0.7010	0.7002
S2	0.6962	0.6962	0.7005
S3	0.6908	0.6934	0.7000
S4	0.6854	0.6880	0.6985

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	0.7044	0.6976	0.0069	1.0%	0.0042	0.6%	57%	True	False	199,787
10	0.7157	0.6976	0.0182	2.6%	0.0048	0.7%	21%	False	False	179,992
20	0.7319	0.6976	0.0343	4.9%	0.0056	0.8%	11%	False	False	154,036
40	0.7619	0.6976	0.0644	9.2%	0.0058	0.8%	6%	False	False	78,112
60	0.7744	0.6976	0.0768	10.9%	0.0058	0.8%	5%	False	False	52,145
80	0.7904	0.6976	0.0929	13.2%	0.0058	0.8%	4%	False	False	39,130
100	0.7904	0.6976	0.0929	13.2%	0.0054	0.8%	4%	False	False	31,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7274
2.618	0.7185
1.618	0.7131
1.000	0.7098
0.618	0.7077
HIGH	0.7044
0.618	0.7023
0.500	0.7017
0.382	0.7011
LOW	0.6990
0.618	0.6957
1.000	0.6936
1.618	0.6903
2.618	0.6849
4.250	0.6761

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	0.7017	0.7014
PP	0.7016	0.7014
S1	0.7015	0.7013

Download as Excel Spreadsheet

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

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