CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7358	0.7399	0.0041	0.6%	0.7346
High	0.7418	0.7399	-0.0019	-0.3%	0.7418
Low	0.7358	0.7377	0.0019	0.3%	0.7340
Close	0.7418	0.7393	-0.0026	-0.3%	0.7393
Range	0.0060	0.0023	-0.0038	-62.5%	0.0078
ATR	0.0046	0.0045	0.0000	-0.6%	0.0000
Volume	36	24	-12	-33.3%	219

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7447	0.7405
R3	0.7434	0.7425	0.7399
R2	0.7412	0.7412	0.7397
R1	0.7402	0.7402	0.7395	0.7396
PP	0.7389	0.7389	0.7389	0.7386
S1	0.7380	0.7380	0.7390	0.7373
S2	0.7367	0.7367	0.7388
S3	0.7344	0.7357	0.7386
S4	0.7322	0.7335	0.7380

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7618	0.7583	0.7435
R3	0.7540	0.7505	0.7414
R2	0.7462	0.7462	0.7407
R1	0.7427	0.7427	0.7400	0.7444
PP	0.7384	0.7384	0.7384	0.7392
S1	0.7349	0.7349	0.7385	0.7366
S2	0.7306	0.7306	0.7378
S3	0.7228	0.7271	0.7371
S4	0.7150	0.7193	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7418	0.7340	0.0078	1.1%	0.0041	0.5%	67%	False	False	43
10	0.7437	0.7330	0.0107	1.4%	0.0042	0.6%	58%	False	False	29
20	0.7679	0.7330	0.0349	4.7%	0.0037	0.5%	18%	False	False	22
40	0.7836	0.7330	0.0506	6.8%	0.0026	0.4%	12%	False	False	16
60	0.7990	0.7330	0.0660	8.9%	0.0027	0.4%	9%	False	False	13
80	0.7990	0.7330	0.0660	8.9%	0.0028	0.4%	9%	False	False	15
100	0.8156	0.7330	0.0826	11.2%	0.0029	0.4%	8%	False	False	13

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7495
2.618	0.7458
1.618	0.7435
1.000	0.7422
0.618	0.7413
HIGH	0.7399
0.618	0.7390
0.500	0.7388
0.382	0.7385
LOW	0.7377
0.618	0.7363
1.000	0.7354
1.618	0.7340
2.618	0.7318
4.250	0.7281

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7391	0.7391
PP	0.7389	0.7390
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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