CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	0.7185	0.7166	-0.0019	-0.3%	0.7253
High	0.7202	0.7182	-0.0020	-0.3%	0.7279
Low	0.7148	0.7159	0.0011	0.2%	0.7148
Close	0.7149	0.7166	0.0017	0.2%	0.7149
Range	0.0055	0.0024	-0.0031	-56.9%	0.0131
ATR	0.0050	0.0048	-0.0001	-2.4%	0.0000
Volume	34	42	8	23.5%	148

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7239	0.7226	0.7179
R3	0.7216	0.7203	0.7172
R2	0.7192	0.7192	0.7170
R1	0.7179	0.7179	0.7168	0.7178
PP	0.7169	0.7169	0.7169	0.7168
S1	0.7156	0.7156	0.7164	0.7154
S2	0.7145	0.7145	0.7162
S3	0.7122	0.7132	0.7160
S4	0.7098	0.7109	0.7153

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7498	0.7221
R3	0.7454	0.7367	0.7185
R2	0.7323	0.7323	0.7173
R1	0.7236	0.7236	0.7161	0.7214
PP	0.7192	0.7192	0.7192	0.7181
S1	0.7105	0.7105	0.7137	0.7083
S2	0.7061	0.7061	0.7125
S3	0.6930	0.6974	0.7113
S4	0.6799	0.6843	0.7077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7279	0.7148	0.0131	1.8%	0.0046	0.6%	14%	False	False	38
10	0.7391	0.7148	0.0244	3.4%	0.0045	0.6%	8%	False	False	65
20	0.7437	0.7148	0.0290	4.0%	0.0044	0.6%	6%	False	False	47
40	0.7716	0.7148	0.0568	7.9%	0.0033	0.5%	3%	False	False	31
60	0.7907	0.7148	0.0760	10.6%	0.0032	0.4%	2%	False	False	22
80	0.7990	0.7148	0.0842	11.7%	0.0030	0.4%	2%	False	False	21
100	0.8141	0.7148	0.0993	13.9%	0.0031	0.4%	2%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7282
2.618	0.7244
1.618	0.7220
1.000	0.7206
0.618	0.7197
HIGH	0.7182
0.618	0.7173
0.500	0.7170
0.382	0.7167
LOW	0.7159
0.618	0.7144
1.000	0.7135
1.618	0.7120
2.618	0.7097
4.250	0.7059

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	0.7170	0.7200
PP	0.7169	0.7189
S1	0.7167	0.7177

Download as Excel Spreadsheet

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

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