CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.7130	0.7155	0.0025	0.4%	0.7281
High	0.7161	0.7207	0.0047	0.6%	0.7333
Low	0.7115	0.7143	0.0028	0.4%	0.7107
Close	0.7152	0.7203	0.0052	0.7%	0.7114
Range	0.0046	0.0065	0.0019	41.8%	0.0227
ATR	0.0069	0.0068	0.0000	-0.4%	0.0000
Volume	136,377	134,934	-1,443	-1.1%	913,944

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7355	0.7238
R3	0.7313	0.7290	0.7221
R2	0.7249	0.7249	0.7215
R1	0.7226	0.7226	0.7209	0.7237
PP	0.7184	0.7184	0.7184	0.7190
S1	0.7161	0.7161	0.7197	0.7173
S2	0.7120	0.7120	0.7191
S3	0.7055	0.7097	0.7185
S4	0.6991	0.7032	0.7168

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	0.7254	0.7107	0.0147	2.0%	0.0070	1.0%	66%	False	False	159,895
10	0.7359	0.7107	0.0252	3.5%	0.0072	1.0%	38%	False	False	179,831
20	0.7359	0.6976	0.0383	5.3%	0.0068	0.9%	59%	False	False	193,255
40	0.7359	0.6976	0.0383	5.3%	0.0065	0.9%	59%	False	False	145,401
60	0.7638	0.6976	0.0663	9.2%	0.0064	0.9%	34%	False	False	97,205
80	0.7842	0.6976	0.0866	12.0%	0.0062	0.9%	26%	False	False	72,946
100	0.7904	0.6976	0.0929	12.9%	0.0061	0.8%	25%	False	False	58,377

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7376
1.618	0.7311
1.000	0.7272
0.618	0.7247
HIGH	0.7207
0.618	0.7182
0.500	0.7175
0.382	0.7167
LOW	0.7143
0.618	0.7103
1.000	0.7078
1.618	0.7038
2.618	0.6974
4.250	0.6868

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.7194	0.7189
PP	0.7184	0.7174
S1	0.7175	0.7160

Download as Excel Spreadsheet

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

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