CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.7382	0.7353	-0.0029	-0.4%	0.7346
High	0.7389	0.7373	-0.0017	-0.2%	0.7418
Low	0.7344	0.7353	0.0009	0.1%	0.7340
Close	0.7344	0.7372	0.0028	0.4%	0.7393
Range	0.0046	0.0020	-0.0026	-56.0%	0.0078
ATR	0.0043	0.0042	-0.0001	-2.3%	0.0000
Volume	161	38	-123	-76.4%	219

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7426	0.7419	0.7383
R3	0.7406	0.7399	0.7377
R2	0.7386	0.7386	0.7375
R1	0.7379	0.7379	0.7373	0.7382
PP	0.7366	0.7366	0.7366	0.7367
S1	0.7359	0.7359	0.7370	0.7362
S2	0.7346	0.7346	0.7368
S3	0.7326	0.7339	0.7366
S4	0.7306	0.7319	0.7361

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	0.7344	0.0075	1.0%	0.0032	0.4%	38%	False	False	62
10	0.7437	0.7340	0.0097	1.3%	0.0036	0.5%	32%	False	False	48
20	0.7511	0.7330	0.0181	2.5%	0.0035	0.5%	23%	False	False	34
40	0.7772	0.7330	0.0442	6.0%	0.0026	0.3%	9%	False	False	22
60	0.7990	0.7330	0.0660	8.9%	0.0027	0.4%	6%	False	False	17
80	0.7990	0.7330	0.0660	8.9%	0.0028	0.4%	6%	False	False	18
100	0.8141	0.7330	0.0811	11.0%	0.0029	0.4%	5%	False	False	15

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7458
2.618	0.7425
1.618	0.7405
1.000	0.7393
0.618	0.7385
HIGH	0.7373
0.618	0.7365
0.500	0.7363
0.382	0.7360
LOW	0.7353
0.618	0.7340
1.000	0.7333
1.618	0.7320
2.618	0.7300
4.250	0.7268

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.7369	0.7370
PP	0.7366	0.7369
S1	0.7363	0.7367

Download as Excel Spreadsheet

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

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