CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.7142	0.7083	-0.0060	-0.8%	0.7117
High	0.7162	0.7085	-0.0077	-1.1%	0.7302
Low	0.7062	0.7018	-0.0044	-0.6%	0.7050
Close	0.7082	0.7025	-0.0058	-0.8%	0.7148
Range	0.0101	0.0067	-0.0034	-33.3%	0.0252
ATR	0.0087	0.0085	-0.0001	-1.6%	0.0000
Volume	189,337	149,672	-39,665	-20.9%	976,443

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7244	0.7201	0.7061
R3	0.7177	0.7134	0.7043
R2	0.7110	0.7110	0.7037
R1	0.7067	0.7067	0.7031	0.7055
PP	0.7043	0.7043	0.7043	0.7036
S1	0.7000	0.7000	0.7018	0.6988
S2	0.6976	0.6976	0.7012
S3	0.6909	0.6933	0.7006
S4	0.6842	0.6866	0.6988

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	0.7018	0.0284	4.0%	0.0123	1.8%	2%	False	True	204,775
10	0.7302	0.7018	0.0284	4.0%	0.0096	1.4%	2%	False	True	185,070
20	0.7359	0.6989	0.0370	5.3%	0.0087	1.2%	10%	False	False	203,497
40	0.7359	0.6976	0.0383	5.5%	0.0072	1.0%	13%	False	False	167,321
60	0.7622	0.6976	0.0647	9.2%	0.0068	1.0%	8%	False	False	112,002
80	0.7781	0.6976	0.0805	11.5%	0.0066	0.9%	6%	False	False	84,052
100	0.7904	0.6976	0.0929	13.2%	0.0066	0.9%	5%	False	False	67,263

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7370
2.618	0.7260
1.618	0.7193
1.000	0.7152
0.618	0.7126
HIGH	0.7085
0.618	0.7059
0.500	0.7052
0.382	0.7044
LOW	0.7018
0.618	0.6977
1.000	0.6951
1.618	0.6910
2.618	0.6843
4.250	0.6733

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.7052	0.7160
PP	0.7043	0.7115
S1	0.7034	0.7070

Download as Excel Spreadsheet

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

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