CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.7228	0.7204	-0.0024	-0.3%	0.7281
High	0.7254	0.7219	-0.0035	-0.5%	0.7333
Low	0.7182	0.7107	-0.0075	-1.0%	0.7107
Close	0.7197	0.7114	-0.0083	-1.1%	0.7114
Range	0.0072	0.0113	0.0041	56.3%	0.0227
ATR	0.0068	0.0072	0.0003	4.6%	0.0000
Volume	150,143	222,829	72,686	48.4%	913,944

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7412	0.7176
R3	0.7372	0.7299	0.7145
R2	0.7259	0.7259	0.7135
R1	0.7187	0.7187	0.7124	0.7167
PP	0.7147	0.7147	0.7147	0.7137
S1	0.7074	0.7074	0.7104	0.7054
S2	0.7034	0.7034	0.7093
S3	0.6922	0.6962	0.7083
S4	0.6809	0.6849	0.7052

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7864	0.7716	0.7239
R3	0.7638	0.7489	0.7176
R2	0.7411	0.7411	0.7156
R1	0.7263	0.7263	0.7135	0.7224
PP	0.7185	0.7185	0.7185	0.7165
S1	0.7036	0.7036	0.7093	0.6997
S2	0.6958	0.6958	0.7072
S3	0.6732	0.6810	0.7052
S4	0.6505	0.6583	0.6989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7333	0.7107	0.0227	3.2%	0.0080	1.1%	3%	False	True	182,788
10	0.7359	0.7069	0.0290	4.1%	0.0083	1.2%	16%	False	False	202,557
20	0.7359	0.6976	0.0383	5.4%	0.0067	0.9%	36%	False	False	196,542
40	0.7366	0.6976	0.0390	5.5%	0.0066	0.9%	36%	False	False	134,888
60	0.7678	0.6976	0.0702	9.9%	0.0065	0.9%	20%	False	False	90,118
80	0.7842	0.6976	0.0866	12.2%	0.0062	0.9%	16%	False	False	67,617
100	0.7904	0.6976	0.0929	13.1%	0.0060	0.8%	15%	False	False	54,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7697
2.618	0.7514
1.618	0.7401
1.000	0.7332
0.618	0.7289
HIGH	0.7219
0.618	0.7176
0.500	0.7163
0.382	0.7149
LOW	0.7107
0.618	0.7037
1.000	0.6994
1.618	0.6924
2.618	0.6812
4.250	0.6628

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.7163	0.7191
PP	0.7147	0.7165
S1	0.7130	0.7140

Download as Excel Spreadsheet

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

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