CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	0.7201	0.7296	0.0095	1.3%	0.7014
High	0.7315	0.7323	0.0009	0.1%	0.7118
Low	0.7199	0.7268	0.0069	1.0%	0.6983
Close	0.7307	0.7318	0.0012	0.2%	0.7114
Range	0.0116	0.0055	-0.0061	-52.4%	0.0136
ATR	0.0065	0.0065	-0.0001	-1.1%	0.0000
Volume	269,235	226,721	-42,514	-15.8%	904,658

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7468	0.7448	0.7348
R3	0.7413	0.7393	0.7333
R2	0.7358	0.7358	0.7328
R1	0.7338	0.7338	0.7323	0.7348
PP	0.7303	0.7303	0.7303	0.7308
S1	0.7283	0.7283	0.7313	0.7293
S2	0.7248	0.7248	0.7308
S3	0.7193	0.7228	0.7303
S4	0.7138	0.7173	0.7288

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	0.7323	0.7011	0.0313	4.3%	0.0086	1.2%	98%	True	False	226,945
10	0.7323	0.6976	0.0348	4.7%	0.0064	0.9%	99%	True	False	213,366
20	0.7323	0.6976	0.0348	4.7%	0.0063	0.9%	99%	True	False	197,212
40	0.7512	0.6976	0.0536	7.3%	0.0062	0.9%	64%	False	False	106,448
60	0.7678	0.6976	0.0702	9.6%	0.0060	0.8%	49%	False	False	71,045
80	0.7904	0.6976	0.0929	12.7%	0.0060	0.8%	37%	False	False	53,305
100	0.7904	0.6976	0.0929	12.7%	0.0057	0.8%	37%	False	False	42,676

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7467
1.618	0.7412
1.000	0.7378
0.618	0.7357
HIGH	0.7323
0.618	0.7302
0.500	0.7296
0.382	0.7289
LOW	0.7268
0.618	0.7234
1.000	0.7213
1.618	0.7179
2.618	0.7124
4.250	0.7034

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	0.7311	0.7290
PP	0.7303	0.7262
S1	0.7296	0.7234

Download as Excel Spreadsheet

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

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