CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.7280	0.7272	-0.0008	-0.1%	0.7113
High	0.7333	0.7275	-0.0058	-0.8%	0.7359
Low	0.7257	0.7211	-0.0046	-0.6%	0.7069
Close	0.7272	0.7231	-0.0042	-0.6%	0.7275
Range	0.0077	0.0065	-0.0012	-15.7%	0.0290
ATR	0.0068	0.0068	0.0000	-0.4%	0.0000
Volume	224,173	162,280	-61,893	-27.6%	1,111,630

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7396	0.7266
R3	0.7368	0.7331	0.7248
R2	0.7303	0.7303	0.7242
R1	0.7267	0.7267	0.7236	0.7253
PP	0.7239	0.7239	0.7239	0.7232
S1	0.7202	0.7202	0.7225	0.7188
S2	0.7174	0.7174	0.7219
S3	0.7110	0.7138	0.7213
S4	0.7045	0.7073	0.7195

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	0.7211	0.0148	2.0%	0.0075	1.0%	14%	False	True	199,767
10	0.7359	0.6990	0.0369	5.1%	0.0080	1.1%	65%	False	False	215,181
20	0.7359	0.6976	0.0383	5.3%	0.0064	0.9%	67%	False	False	192,760
40	0.7406	0.6976	0.0431	6.0%	0.0064	0.9%	59%	False	False	125,672
60	0.7678	0.6976	0.0702	9.7%	0.0063	0.9%	36%	False	False	83,906
80	0.7850	0.6976	0.0875	12.1%	0.0061	0.8%	29%	False	False	62,955
100	0.7904	0.6976	0.0929	12.8%	0.0059	0.8%	27%	False	False	50,386

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7549
2.618	0.7444
1.618	0.7379
1.000	0.7340
0.618	0.7315
HIGH	0.7275
0.618	0.7250
0.500	0.7243
0.382	0.7235
LOW	0.7211
0.618	0.7171
1.000	0.7146
1.618	0.7106
2.618	0.7042
4.250	0.6936

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.7243	0.7272
PP	0.7239	0.7258
S1	0.7235	0.7244

Download as Excel Spreadsheet

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

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