CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.7191	0.7230	0.0040	0.5%	0.7117
High	0.7264	0.7302	0.0038	0.5%	0.7302
Low	0.7132	0.7050	-0.0082	-1.1%	0.7050
Close	0.7234	0.7148	-0.0086	-1.2%	0.7148
Range	0.0132	0.0252	0.0120	91.3%	0.0252
ATR	0.0073	0.0086	0.0013	17.5%	0.0000
Volume	246,871	303,065	56,194	22.8%	976,443

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7921	0.7786	0.7286
R3	0.7670	0.7535	0.7217
R2	0.7418	0.7418	0.7194
R1	0.7283	0.7283	0.7171	0.7225
PP	0.7167	0.7167	0.7167	0.7137
S1	0.7032	0.7032	0.7125	0.6973
S2	0.6915	0.6915	0.7102
S3	0.6664	0.6780	0.7079
S4	0.6412	0.6529	0.7010

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7921	0.7786	0.7286
R3	0.7670	0.7535	0.7217
R2	0.7418	0.7418	0.7194
R1	0.7283	0.7283	0.7171	0.7351
PP	0.7167	0.7167	0.7167	0.7200
S1	0.7032	0.7032	0.7125	0.7099
S2	0.6915	0.6915	0.7102
S3	0.6664	0.6780	0.7079
S4	0.6412	0.6529	0.7010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7302	0.7050	0.0252	3.5%	0.0109	1.5%	39%	True	True	195,288
10	0.7333	0.7050	0.0283	4.0%	0.0095	1.3%	35%	False	True	189,038
20	0.7359	0.6976	0.0383	5.4%	0.0083	1.2%	45%	False	False	203,541
40	0.7359	0.6976	0.0383	5.4%	0.0072	1.0%	45%	False	False	158,958
60	0.7638	0.6976	0.0663	9.3%	0.0068	0.9%	26%	False	False	106,361
80	0.7842	0.6976	0.0866	12.1%	0.0065	0.9%	20%	False	False	79,815
100	0.7904	0.6976	0.0929	13.0%	0.0064	0.9%	19%	False	False	63,874

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	0.0027
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	0.8370
2.618	0.7960
1.618	0.7708
1.000	0.7553
0.618	0.7457
HIGH	0.7302
0.618	0.7205
0.500	0.7176
0.382	0.7146
LOW	0.7050
0.618	0.6895
1.000	0.6799
1.618	0.6643
2.618	0.6392
4.250	0.5981

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.7176	0.7176
PP	0.7167	0.7167
S1	0.7157	0.7157

Download as Excel Spreadsheet

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

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