CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.7281	0.7280	-0.0002	0.0%	0.7113
High	0.7319	0.7333	0.0015	0.2%	0.7359
Low	0.7244	0.7257	0.0013	0.2%	0.7069
Close	0.7283	0.7272	-0.0011	-0.2%	0.7275
Range	0.0075	0.0077	0.0002	2.0%	0.0290
ATR	0.0068	0.0068	0.0001	0.9%	0.0000
Volume	154,519	224,173	69,654	45.1%	1,111,630

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7517	0.7471	0.7314
R3	0.7440	0.7394	0.7293
R2	0.7364	0.7364	0.7286
R1	0.7318	0.7318	0.7279	0.7303
PP	0.7287	0.7287	0.7287	0.7280
S1	0.7241	0.7241	0.7265	0.7226
S2	0.7211	0.7211	0.7258
S3	0.7134	0.7165	0.7251
S4	0.7058	0.7088	0.7230

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	0.7199	0.0160	2.2%	0.0085	1.2%	46%	False	False	221,158
10	0.7359	0.6989	0.0370	5.1%	0.0077	1.1%	77%	False	False	221,925
20	0.7359	0.6976	0.0383	5.3%	0.0064	0.9%	77%	False	False	195,480
40	0.7412	0.6976	0.0436	6.0%	0.0064	0.9%	68%	False	False	121,636
60	0.7678	0.6976	0.0702	9.7%	0.0063	0.9%	42%	False	False	81,206
80	0.7904	0.6976	0.0929	12.8%	0.0061	0.8%	32%	False	False	60,928
100	0.7904	0.6976	0.0929	12.8%	0.0059	0.8%	32%	False	False	48,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7658
2.618	0.7533
1.618	0.7457
1.000	0.7410
0.618	0.7380
HIGH	0.7333
0.618	0.7304
0.500	0.7295
0.382	0.7286
LOW	0.7257
0.618	0.7209
1.000	0.7180
1.618	0.7133
2.618	0.7056
4.250	0.6931

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.7295	0.7301
PP	0.7287	0.7291
S1	0.7280	0.7282

Download as Excel Spreadsheet

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

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