CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.7117	0.7130	0.0013	0.2%	0.7281
High	0.7167	0.7161	-0.0007	-0.1%	0.7333
Low	0.7113	0.7115	0.0002	0.0%	0.7107
Close	0.7132	0.7152	0.0020	0.3%	0.7114
Range	0.0054	0.0046	-0.0009	-15.7%	0.0227
ATR	0.0070	0.0069	-0.0002	-2.5%	0.0000
Volume	155,196	136,377	-18,819	-12.1%	913,944

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7279	0.7261	0.7177
R3	0.7233	0.7215	0.7164
R2	0.7188	0.7188	0.7160
R1	0.7170	0.7170	0.7156	0.7179
PP	0.7142	0.7142	0.7142	0.7147
S1	0.7124	0.7124	0.7147	0.7133
S2	0.7097	0.7097	0.7143
S3	0.7051	0.7079	0.7139
S4	0.7006	0.7033	0.7126

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	0.7275	0.7107	0.0169	2.4%	0.0070	1.0%	27%	False	False	165,365
10	0.7359	0.7107	0.0252	3.5%	0.0077	1.1%	18%	False	False	193,261
20	0.7359	0.6976	0.0383	5.4%	0.0067	0.9%	46%	False	False	194,153
40	0.7359	0.6976	0.0383	5.4%	0.0065	0.9%	46%	False	False	142,064
60	0.7644	0.6976	0.0669	9.3%	0.0065	0.9%	26%	False	False	94,970
80	0.7842	0.6976	0.0866	12.1%	0.0062	0.9%	20%	False	False	71,259
100	0.7904	0.6976	0.0929	13.0%	0.0061	0.9%	19%	False	False	57,030

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	0.0020
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7354
2.618	0.7280
1.618	0.7234
1.000	0.7206
0.618	0.7189
HIGH	0.7161
0.618	0.7143
0.500	0.7138
0.382	0.7132
LOW	0.7115
0.618	0.7087
1.000	0.7070
1.618	0.7041
2.618	0.6996
4.250	0.6922

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.7147	0.7163
PP	0.7142	0.7159
S1	0.7138	0.7155

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

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