CME Japanese Yen Future September 2023

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

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	0.6995	0.7019	0.0024	0.3%	0.7014
High	0.7044	0.7118	0.0074	1.1%	0.7118
Low	0.6990	0.7011	0.0021	0.3%	0.6983
Close	0.7015	0.7114	0.0099	1.4%	0.7114
Range	0.0054	0.0108	0.0054	99.1%	0.0136
ATR	0.0055	0.0059	0.0004	6.8%	0.0000
Volume	244,976	254,241	9,265	3.8%	904,658

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7403	0.7366	0.7173
R3	0.7296	0.7258	0.7143
R2	0.7188	0.7188	0.7133
R1	0.7151	0.7151	0.7123	0.7170
PP	0.7081	0.7081	0.7081	0.7090
S1	0.7043	0.7043	0.7104	0.7062
S2	0.6973	0.6973	0.7094
S3	0.6866	0.6936	0.7084
S4	0.6758	0.6828	0.7054

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7431	0.7188
R3	0.7342	0.7296	0.7151
R2	0.7207	0.7207	0.7138
R1	0.7160	0.7160	0.7126	0.7184
PP	0.7071	0.7071	0.7071	0.7083
S1	0.7025	0.7025	0.7101	0.7048
S2	0.6936	0.6936	0.7089
S3	0.6800	0.6889	0.7076
S4	0.6665	0.6754	0.7039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7118	0.6976	0.0143	2.0%	0.0056	0.8%	97%	True	False	213,763
10	0.7118	0.6976	0.0143	2.0%	0.0051	0.7%	97%	True	False	190,527
20	0.7319	0.6976	0.0343	4.8%	0.0058	0.8%	40%	False	False	165,362
40	0.7619	0.6976	0.0644	9.0%	0.0060	0.8%	21%	False	False	84,464
60	0.7744	0.6976	0.0768	10.8%	0.0059	0.8%	18%	False	False	56,381
80	0.7904	0.6976	0.0929	13.1%	0.0059	0.8%	15%	False	False	42,306
100	0.7904	0.6976	0.0929	13.1%	0.0055	0.8%	15%	False	False	33,871

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 47 trading days

Fibonacci Retracements and Extensions
4.250	0.7575
2.618	0.7399
1.618	0.7292
1.000	0.7226
0.618	0.7184
HIGH	0.7118
0.618	0.7077
0.500	0.7064
0.382	0.7052
LOW	0.7011
0.618	0.6944
1.000	0.6903
1.618	0.6837
2.618	0.6729
4.250	0.6554

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	0.7097	0.7094
PP	0.7081	0.7074
S1	0.7064	0.7054

Download as Excel Spreadsheet

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

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