CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.7204	0.7117	-0.0087	-1.2%	0.7281
High	0.7219	0.7167	-0.0052	-0.7%	0.7333
Low	0.7107	0.7113	0.0007	0.1%	0.7107
Close	0.7114	0.7132	0.0018	0.3%	0.7114
Range	0.0113	0.0054	-0.0059	-52.0%	0.0227
ATR	0.0072	0.0070	-0.0001	-1.8%	0.0000
Volume	222,829	155,196	-67,633	-30.4%	913,944

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7299	0.7270	0.7162
R3	0.7245	0.7216	0.7147
R2	0.7191	0.7191	0.7142
R1	0.7162	0.7162	0.7137	0.7177
PP	0.7137	0.7137	0.7137	0.7145
S1	0.7108	0.7108	0.7127	0.7123
S2	0.7083	0.7083	0.7122
S3	0.7029	0.7054	0.7117
S4	0.6975	0.7000	0.7102

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%	0.0076	1.1%	11%	False	False	182,924
10	0.7359	0.7107	0.0252	3.5%	0.0079	1.1%	10%	False	False	199,990
20	0.7359	0.6976	0.0383	5.4%	0.0066	0.9%	41%	False	False	194,702
40	0.7359	0.6976	0.0383	5.4%	0.0066	0.9%	41%	False	False	138,707
60	0.7657	0.6976	0.0682	9.6%	0.0065	0.9%	23%	False	False	92,703
80	0.7842	0.6976	0.0866	12.1%	0.0062	0.9%	18%	False	False	69,556
100	0.7904	0.6976	0.0929	13.0%	0.0061	0.8%	17%	False	False	55,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7397
2.618	0.7308
1.618	0.7254
1.000	0.7221
0.618	0.7200
HIGH	0.7167
0.618	0.7146
0.500	0.7140
0.382	0.7134
LOW	0.7113
0.618	0.7080
1.000	0.7059
1.618	0.7026
2.618	0.6972
4.250	0.6884

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.7140	0.7180
PP	0.7137	0.7164
S1	0.7135	0.7148

Download as Excel Spreadsheet

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

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