CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	0.7315	0.7281	-0.0034	-0.5%	0.7113
High	0.7359	0.7319	-0.0040	-0.5%	0.7359
Low	0.7257	0.7244	-0.0013	-0.2%	0.7069
Close	0.7275	0.7283	0.0009	0.1%	0.7275
Range	0.0102	0.0075	-0.0027	-26.5%	0.0290
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	231,144	154,519	-76,625	-33.2%	1,111,630

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7507	0.7470	0.7324
R3	0.7432	0.7395	0.7304
R2	0.7357	0.7357	0.7297
R1	0.7320	0.7320	0.7290	0.7338
PP	0.7282	0.7282	0.7282	0.7291
S1	0.7245	0.7245	0.7276	0.7263
S2	0.7207	0.7207	0.7269
S3	0.7132	0.7170	0.7262
S4	0.7057	0.7095	0.7242

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	0.7145	0.0214	2.9%	0.0083	1.1%	65%	False	False	217,056
10	0.7359	0.6983	0.0376	5.2%	0.0074	1.0%	80%	False	False	217,080
20	0.7359	0.6976	0.0383	5.3%	0.0065	0.9%	80%	False	False	195,271
40	0.7419	0.6976	0.0444	6.1%	0.0064	0.9%	69%	False	False	116,051
60	0.7678	0.6976	0.0702	9.6%	0.0062	0.9%	44%	False	False	77,471
80	0.7904	0.6976	0.0929	12.7%	0.0061	0.8%	33%	False	False	58,126
100	0.7904	0.6976	0.0929	12.7%	0.0059	0.8%	33%	False	False	46,521

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7515
1.618	0.7440
1.000	0.7394
0.618	0.7365
HIGH	0.7319
0.618	0.7290
0.500	0.7281
0.382	0.7272
LOW	0.7244
0.618	0.7197
1.000	0.7169
1.618	0.7122
2.618	0.7047
4.250	0.6925

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	0.7282	0.7301
PP	0.7282	0.7295
S1	0.7281	0.7289

Download as Excel Spreadsheet

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

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