CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.7054	0.7028	-0.0026	-0.4%	0.7117
High	0.7082	0.7087	0.0005	0.1%	0.7302
Low	0.7021	0.6997	-0.0024	-0.3%	0.7050
Close	0.7031	0.7056	0.0025	0.4%	0.7148
Range	0.0061	0.0090	0.0029	47.5%	0.0252
ATR	0.0084	0.0084	0.0000	0.6%	0.0000
Volume	163,214	164,020	806	0.5%	976,443

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7317	0.7276	0.7106
R3	0.7227	0.7186	0.7081
R2	0.7137	0.7137	0.7073
R1	0.7096	0.7096	0.7064	0.7117
PP	0.7047	0.7047	0.7047	0.7057
S1	0.7006	0.7006	0.7048	0.7027
S2	0.6957	0.6957	0.7040
S3	0.6867	0.6916	0.7031
S4	0.6777	0.6826	0.7007

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	0.6997	0.0305	4.3%	0.0114	1.6%	19%	False	True	193,861
10	0.7302	0.6997	0.0305	4.3%	0.0098	1.4%	19%	False	True	186,551
20	0.7359	0.6997	0.0362	5.1%	0.0090	1.3%	16%	False	True	196,125
40	0.7359	0.6976	0.0383	5.4%	0.0073	1.0%	21%	False	False	175,080
60	0.7619	0.6976	0.0644	9.1%	0.0069	1.0%	13%	False	False	117,450
80	0.7744	0.6976	0.0768	10.9%	0.0066	0.9%	10%	False	False	88,140
100	0.7904	0.6976	0.0929	13.2%	0.0065	0.9%	9%	False	False	70,529
120	0.7904	0.6976	0.0929	13.2%	0.0060	0.9%	9%	False	False	58,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7470
2.618	0.7323
1.618	0.7233
1.000	0.7177
0.618	0.7143
HIGH	0.7087
0.618	0.7053
0.500	0.7042
0.382	0.7031
LOW	0.6997
0.618	0.6941
1.000	0.6907
1.618	0.6851
2.618	0.6761
4.250	0.6615

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.7051	0.7051
PP	0.7047	0.7047
S1	0.7042	0.7042

Download as Excel Spreadsheet

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

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