CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.7325	0.7253	-0.0073	-1.0%	0.7386
High	0.7337	0.7279	-0.0058	-0.8%	0.7391
Low	0.7252	0.7235	-0.0017	-0.2%	0.7252
Close	0.7257	0.7278	0.0021	0.3%	0.7257
Range	0.0085	0.0044	-0.0041	-48.2%	0.0140
ATR	0.0048	0.0048	0.0000	-0.6%	0.0000
Volume	185	59	-126	-68.1%	461

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7396	0.7381	0.7302
R3	0.7352	0.7337	0.7290
R2	0.7308	0.7308	0.7286
R1	0.7293	0.7293	0.7282	0.7300
PP	0.7264	0.7264	0.7264	0.7267
S1	0.7249	0.7249	0.7273	0.7256
S2	0.7220	0.7220	0.7269
S3	0.7176	0.7205	0.7265
S4	0.7132	0.7161	0.7253

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7627	0.7334
R3	0.7579	0.7488	0.7295
R2	0.7439	0.7439	0.7283
R1	0.7348	0.7348	0.7270	0.7324
PP	0.7300	0.7300	0.7300	0.7288
S1	0.7209	0.7209	0.7244	0.7185
S2	0.7160	0.7160	0.7231
S3	0.7021	0.7069	0.7219
S4	0.6881	0.6930	0.7180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7389	0.7235	0.0155	2.1%	0.0050	0.7%	28%	False	True	93
10	0.7418	0.7235	0.0184	2.5%	0.0042	0.6%	23%	False	True	69
20	0.7466	0.7235	0.0232	3.2%	0.0038	0.5%	19%	False	True	47
40	0.7772	0.7235	0.0538	7.4%	0.0028	0.4%	8%	False	True	28
60	0.7940	0.7235	0.0705	9.7%	0.0029	0.4%	6%	False	True	21
80	0.7990	0.7235	0.0755	10.4%	0.0029	0.4%	6%	False	True	21
100	0.8141	0.7235	0.0906	12.4%	0.0030	0.4%	5%	False	True	18

Crabel Price Patterns
NR	True
NR4	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7466
2.618	0.7394
1.618	0.7350
1.000	0.7323
0.618	0.7306
HIGH	0.7279
0.618	0.7262
0.500	0.7257
0.382	0.7251
LOW	0.7235
0.618	0.7207
1.000	0.7191
1.618	0.7163
2.618	0.7119
4.250	0.7048

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.7271	0.7287
PP	0.7264	0.7284
S1	0.7257	0.7281

Download as Excel Spreadsheet

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

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