CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.7230	0.7142	-0.0088	-1.2%	0.7117
High	0.7302	0.7162	-0.0140	-1.9%	0.7302
Low	0.7050	0.7062	0.0012	0.2%	0.7050
Close	0.7148	0.7082	-0.0066	-0.9%	0.7148
Range	0.0252	0.0101	-0.0151	-60.0%	0.0252
ATR	0.0086	0.0087	0.0001	1.2%	0.0000
Volume	303,065	189,337	-113,728	-37.5%	976,443

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7403	0.7343	0.7137
R3	0.7303	0.7243	0.7110
R2	0.7202	0.7202	0.7100
R1	0.7142	0.7142	0.7091	0.7122
PP	0.7102	0.7102	0.7102	0.7092
S1	0.7042	0.7042	0.7073	0.7022
S2	0.7001	0.7001	0.7064
S3	0.6901	0.6941	0.7054
S4	0.6800	0.6841	0.7027

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	3.6%	0.0119	1.7%	13%	False	False	202,116
10	0.7333	0.7050	0.0283	4.0%	0.0097	1.4%	11%	False	False	192,520
20	0.7359	0.6983	0.0376	5.3%	0.0086	1.2%	26%	False	False	204,800
40	0.7359	0.6976	0.0383	5.4%	0.0072	1.0%	28%	False	False	163,641
60	0.7638	0.6976	0.0663	9.4%	0.0068	1.0%	16%	False	False	109,512
80	0.7823	0.6976	0.0847	12.0%	0.0066	0.9%	13%	False	False	82,181
100	0.7904	0.6976	0.0929	13.1%	0.0065	0.9%	11%	False	False	65,767

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7589
2.618	0.7425
1.618	0.7325
1.000	0.7263
0.618	0.7224
HIGH	0.7162
0.618	0.7124
0.500	0.7112
0.382	0.7100
LOW	0.7062
0.618	0.6999
1.000	0.6961
1.618	0.6899
2.618	0.6798
4.250	0.6634

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.7112	0.7176
PP	0.7102	0.7145
S1	0.7092	0.7113

Download as Excel Spreadsheet

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

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