CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.7272	0.7228	-0.0045	-0.6%	0.7113
High	0.7275	0.7254	-0.0022	-0.3%	0.7359
Low	0.7211	0.7182	-0.0029	-0.4%	0.7069
Close	0.7231	0.7197	-0.0034	-0.5%	0.7275
Range	0.0065	0.0072	0.0008	11.6%	0.0290
ATR	0.0068	0.0068	0.0000	0.4%	0.0000
Volume	162,280	150,143	-12,137	-7.5%	1,111,630

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7427	0.7384	0.7236
R3	0.7355	0.7312	0.7216
R2	0.7283	0.7283	0.7210
R1	0.7240	0.7240	0.7203	0.7225
PP	0.7211	0.7211	0.7211	0.7203
S1	0.7168	0.7168	0.7190	0.7153
S2	0.7139	0.7139	0.7183
S3	0.7067	0.7096	0.7177
S4	0.6995	0.7024	0.7157

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	0.7182	0.0177	2.5%	0.0078	1.1%	8%	False	True	184,451
10	0.7359	0.7011	0.0348	4.8%	0.0082	1.1%	53%	False	False	205,698
20	0.7359	0.6976	0.0383	5.3%	0.0065	0.9%	58%	False	False	192,845
40	0.7366	0.6976	0.0390	5.4%	0.0064	0.9%	57%	False	False	129,348
60	0.7678	0.6976	0.0702	9.8%	0.0064	0.9%	31%	False	False	86,408
80	0.7850	0.6976	0.0875	12.2%	0.0061	0.8%	25%	False	False	64,832
100	0.7904	0.6976	0.0929	12.9%	0.0059	0.8%	24%	False	False	51,887

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7560
2.618	0.7442
1.618	0.7370
1.000	0.7326
0.618	0.7298
HIGH	0.7254
0.618	0.7226
0.500	0.7218
0.382	0.7209
LOW	0.7182
0.618	0.7137
1.000	0.7110
1.618	0.7065
2.618	0.6993
4.250	0.6876

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.7218	0.7257
PP	0.7211	0.7237
S1	0.7204	0.7217

Download as Excel Spreadsheet

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

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