CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.7113	0.7153	0.0040	0.6%	0.7014
High	0.7156	0.7211	0.0056	0.8%	0.7118
Low	0.7069	0.7145	0.0077	1.1%	0.6983
Close	0.7154	0.7197	0.0043	0.6%	0.7114
Range	0.0087	0.0066	-0.0021	-24.1%	0.0136
ATR	0.0061	0.0061	0.0000	0.6%	0.0000
Volume	180,867	203,663	22,796	12.6%	904,658

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7382	0.7355	0.7233
R3	0.7316	0.7289	0.7215
R2	0.7250	0.7250	0.7209
R1	0.7223	0.7223	0.7203	0.7237
PP	0.7184	0.7184	0.7184	0.7191
S1	0.7157	0.7157	0.7190	0.7171
S2	0.7118	0.7118	0.7184
S3	0.7052	0.7091	0.7178
S4	0.6986	0.7025	0.7160

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	0.7211	0.6989	0.0222	3.1%	0.0069	1.0%	93%	True	False	222,692
10	0.7211	0.6976	0.0236	3.3%	0.0056	0.8%	94%	True	False	195,045
20	0.7305	0.6976	0.0330	4.6%	0.0060	0.8%	67%	False	False	181,406
40	0.7585	0.6976	0.0609	8.5%	0.0061	0.8%	36%	False	False	94,064
60	0.7739	0.6976	0.0763	10.6%	0.0060	0.8%	29%	False	False	62,780
80	0.7904	0.6976	0.0929	12.9%	0.0059	0.8%	24%	False	False	47,106
100	0.7904	0.6976	0.0929	12.9%	0.0056	0.8%	24%	False	False	37,716

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7492
2.618	0.7384
1.618	0.7318
1.000	0.7277
0.618	0.7252
HIGH	0.7211
0.618	0.7186
0.500	0.7178
0.382	0.7170
LOW	0.7145
0.618	0.7104
1.000	0.7079
1.618	0.7038
2.618	0.6972
4.250	0.6865

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.7190	0.7168
PP	0.7184	0.7139
S1	0.7178	0.7111

Download as Excel Spreadsheet

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

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