CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.7019	0.7113	0.0094	1.3%	0.7014
High	0.7118	0.7156	0.0038	0.5%	0.7118
Low	0.7011	0.7069	0.0058	0.8%	0.6983
Close	0.7114	0.7154	0.0040	0.6%	0.7114
Range	0.0108	0.0087	-0.0021	-19.1%	0.0136
ATR	0.0059	0.0061	0.0002	3.4%	0.0000
Volume	254,241	180,867	-73,374	-28.9%	904,658

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7387	0.7357	0.7201
R3	0.7300	0.7270	0.7177
R2	0.7213	0.7213	0.7169
R1	0.7183	0.7183	0.7161	0.7198
PP	0.7126	0.7126	0.7126	0.7133
S1	0.7096	0.7096	0.7146	0.7111
S2	0.7039	0.7039	0.7138
S3	0.6952	0.7009	0.7130
S4	0.6865	0.6922	0.7106

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	0.7156	0.6983	0.0173	2.4%	0.0065	0.9%	99%	True	False	217,105
10	0.7156	0.6976	0.0180	2.5%	0.0053	0.7%	99%	True	False	189,415
20	0.7319	0.6976	0.0343	4.8%	0.0059	0.8%	52%	False	False	173,574
40	0.7619	0.6976	0.0644	9.0%	0.0060	0.8%	28%	False	False	88,977
60	0.7744	0.6976	0.0768	10.7%	0.0060	0.8%	23%	False	False	59,388
80	0.7904	0.6976	0.0929	13.0%	0.0060	0.8%	19%	False	False	44,563
100	0.7904	0.6976	0.0929	13.0%	0.0055	0.8%	19%	False	False	35,680

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

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7383
1.618	0.7296
1.000	0.7243
0.618	0.7209
HIGH	0.7156
0.618	0.7122
0.500	0.7112
0.382	0.7102
LOW	0.7069
0.618	0.7015
1.000	0.6982
1.618	0.6928
2.618	0.6841
4.250	0.6699

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.7140	0.7127
PP	0.7126	0.7100
S1	0.7112	0.7073

Download as Excel Spreadsheet

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

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