CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	0.7153	0.7201	0.0048	0.7%	0.7014
High	0.7211	0.7315	0.0104	1.4%	0.7118
Low	0.7145	0.7199	0.0054	0.8%	0.6983
Close	0.7197	0.7307	0.0110	1.5%	0.7114
Range	0.0066	0.0116	0.0050	75.0%	0.0136
ATR	0.0061	0.0065	0.0004	6.6%	0.0000
Volume	203,663	269,235	65,572	32.2%	904,658

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7579	0.7370
R3	0.7504	0.7463	0.7338
R2	0.7389	0.7389	0.7328
R1	0.7348	0.7348	0.7317	0.7368
PP	0.7273	0.7273	0.7273	0.7284
S1	0.7232	0.7232	0.7296	0.7253
S2	0.7158	0.7158	0.7285
S3	0.7042	0.7117	0.7275
S4	0.6927	0.7001	0.7243

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	0.7315	0.6990	0.0325	4.4%	0.0086	1.2%	98%	True	False	230,596
10	0.7315	0.6976	0.0339	4.6%	0.0063	0.9%	98%	True	False	206,680
20	0.7315	0.6976	0.0339	4.6%	0.0064	0.9%	98%	True	False	191,057
40	0.7512	0.6976	0.0536	7.3%	0.0062	0.8%	62%	False	False	100,788
60	0.7678	0.6976	0.0702	9.6%	0.0060	0.8%	47%	False	False	67,266
80	0.7904	0.6976	0.0929	12.7%	0.0059	0.8%	36%	False	False	50,471
100	0.7904	0.6976	0.0929	12.7%	0.0057	0.8%	36%	False	False	40,409

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	0.0013
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	0.7805
2.618	0.7617
1.618	0.7501
1.000	0.7430
0.618	0.7386
HIGH	0.7315
0.618	0.7270
0.500	0.7257
0.382	0.7243
LOW	0.7199
0.618	0.7128
1.000	0.7084
1.618	0.7012
2.618	0.6897
4.250	0.6708

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	0.7290	0.7268
PP	0.7273	0.7230
S1	0.7257	0.7192

Download as Excel Spreadsheet

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

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