CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.7403	0.7358	-0.0045	-0.6%	0.7337
High	0.7412	0.7418	0.0007	0.1%	0.7437
Low	0.7358	0.7358	0.0000	0.0%	0.7330
Close	0.7358	0.7418	0.0060	0.8%	0.7371
Range	0.0054	0.0060	0.0007	12.1%	0.0107
ATR	0.0045	0.0046	0.0001	2.5%	0.0000
Volume	115	36	-79	-68.7%	57

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7558	0.7451
R3	0.7518	0.7498	0.7435
R2	0.7458	0.7458	0.7429
R1	0.7438	0.7438	0.7424	0.7448
PP	0.7398	0.7398	0.7398	0.7403
S1	0.7378	0.7378	0.7413	0.7388
S2	0.7338	0.7338	0.7407
S3	0.7278	0.7318	0.7402
S4	0.7218	0.7258	0.7385

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7643	0.7430
R3	0.7593	0.7536	0.7400
R2	0.7486	0.7486	0.7391
R1	0.7429	0.7429	0.7381	0.7458
PP	0.7379	0.7379	0.7379	0.7394
S1	0.7322	0.7322	0.7361	0.7351
S2	0.7272	0.7272	0.7351
S3	0.7165	0.7215	0.7342
S4	0.7058	0.7108	0.7312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7437	0.7340	0.0097	1.3%	0.0051	0.7%	80%	False	False	42
10	0.7437	0.7330	0.0107	1.4%	0.0043	0.6%	82%	False	False	37
20	0.7687	0.7330	0.0357	4.8%	0.0036	0.5%	25%	False	False	23
40	0.7840	0.7330	0.0510	6.9%	0.0027	0.4%	17%	False	False	15
60	0.7990	0.7330	0.0660	8.9%	0.0026	0.4%	13%	False	False	12
80	0.7990	0.7330	0.0660	8.9%	0.0028	0.4%	13%	False	False	15
100	0.8156	0.7330	0.0826	11.1%	0.0028	0.4%	11%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7673
2.618	0.7575
1.618	0.7515
1.000	0.7478
0.618	0.7455
HIGH	0.7418
0.618	0.7395
0.500	0.7388
0.382	0.7381
LOW	0.7358
0.618	0.7321
1.000	0.7298
1.618	0.7261
2.618	0.7201
4.250	0.7103

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.7408	0.7408
PP	0.7398	0.7398
S1	0.7388	0.7388

Download as Excel Spreadsheet

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

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