CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.7155	0.7191	0.0036	0.5%	0.7281
High	0.7207	0.7264	0.0057	0.8%	0.7333
Low	0.7143	0.7132	-0.0011	-0.1%	0.7107
Close	0.7203	0.7234	0.0031	0.4%	0.7114
Range	0.0065	0.0132	0.0067	103.9%	0.0227
ATR	0.0068	0.0073	0.0005	6.6%	0.0000
Volume	134,934	246,871	111,937	83.0%	913,944

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7604	0.7551	0.7306
R3	0.7473	0.7419	0.7270
R2	0.7341	0.7341	0.7258
R1	0.7288	0.7288	0.7246	0.7315
PP	0.7210	0.7210	0.7210	0.7223
S1	0.7156	0.7156	0.7222	0.7183
S2	0.7078	0.7078	0.7210
S3	0.6947	0.7025	0.7198
S4	0.6815	0.6893	0.7162

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	0.7264	0.7107	0.0157	2.2%	0.0082	1.1%	81%	True	False	179,241
10	0.7359	0.7107	0.0252	3.5%	0.0080	1.1%	51%	False	False	181,846
20	0.7359	0.6976	0.0383	5.3%	0.0072	1.0%	67%	False	False	197,606
40	0.7359	0.6976	0.0383	5.3%	0.0067	0.9%	67%	False	False	151,476
60	0.7638	0.6976	0.0663	9.2%	0.0065	0.9%	39%	False	False	101,315
80	0.7842	0.6976	0.0866	12.0%	0.0063	0.9%	30%	False	False	76,028
100	0.7904	0.6976	0.0929	12.8%	0.0062	0.9%	28%	False	False	60,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.7822
2.618	0.7608
1.618	0.7476
1.000	0.7395
0.618	0.7345
HIGH	0.7264
0.618	0.7213
0.500	0.7198
0.382	0.7182
LOW	0.7132
0.618	0.7051
1.000	0.7001
1.618	0.6919
2.618	0.6788
4.250	0.6573

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.7222	0.7219
PP	0.7210	0.7204
S1	0.7198	0.7189

Download as Excel Spreadsheet

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

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