CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.7296	0.7315	0.0020	0.3%	0.7113
High	0.7323	0.7359	0.0036	0.5%	0.7359
Low	0.7268	0.7257	-0.0012	-0.2%	0.7069
Close	0.7318	0.7275	-0.0044	-0.6%	0.7275
Range	0.0055	0.0102	0.0047	85.5%	0.0290
ATR	0.0065	0.0067	0.0003	4.1%	0.0000
Volume	226,721	231,144	4,423	2.0%	1,111,630

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7603	0.7541	0.7331
R3	0.7501	0.7439	0.7303
R2	0.7399	0.7399	0.7293
R1	0.7337	0.7337	0.7284	0.7317
PP	0.7297	0.7297	0.7297	0.7287
S1	0.7235	0.7235	0.7265	0.7215
S2	0.7195	0.7195	0.7256
S3	0.7093	0.7133	0.7246
S4	0.6991	0.7031	0.7218

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.7979	0.7434
R3	0.7814	0.7689	0.7354
R2	0.7524	0.7524	0.7328
R1	0.7399	0.7399	0.7301	0.7462
PP	0.7234	0.7234	0.7234	0.7265
S1	0.7109	0.7109	0.7248	0.7172
S2	0.6944	0.6944	0.7221
S3	0.6654	0.6819	0.7195
S4	0.6364	0.6529	0.7115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7359	0.7069	0.0290	4.0%	0.0085	1.2%	71%	True	False	222,326
10	0.7359	0.6976	0.0383	5.3%	0.0071	1.0%	78%	True	False	218,044
20	0.7359	0.6976	0.0383	5.3%	0.0065	0.9%	78%	True	False	200,171
40	0.7477	0.6976	0.0501	6.9%	0.0064	0.9%	60%	False	False	112,215
60	0.7678	0.6976	0.0702	9.7%	0.0062	0.8%	43%	False	False	74,897
80	0.7904	0.6976	0.0929	12.8%	0.0061	0.8%	32%	False	False	56,195
100	0.7904	0.6976	0.0929	12.8%	0.0058	0.8%	32%	False	False	44,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7626
1.618	0.7524
1.000	0.7461
0.618	0.7422
HIGH	0.7359
0.618	0.7320
0.500	0.7308
0.382	0.7295
LOW	0.7257
0.618	0.7193
1.000	0.7155
1.618	0.7091
2.618	0.6989
4.250	0.6823

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.7308	0.7279
PP	0.7297	0.7277
S1	0.7286	0.7276

Download as Excel Spreadsheet

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

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