CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	0.7166	0.7165	-0.0001	0.0%	0.7253
High	0.7182	0.7168	-0.0015	-0.2%	0.7279
Low	0.7159	0.7130	-0.0029	-0.4%	0.7148
Close	0.7166	0.7136	-0.0030	-0.4%	0.7149
Range	0.0024	0.0038	0.0014	59.6%	0.0131
ATR	0.0048	0.0048	-0.0001	-1.6%	0.0000
Volume	42	17	-25	-59.5%	148

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7257	0.7234	0.7157
R3	0.7220	0.7197	0.7146
R2	0.7182	0.7182	0.7143
R1	0.7159	0.7159	0.7139	0.7152
PP	0.7145	0.7145	0.7145	0.7141
S1	0.7122	0.7122	0.7133	0.7114
S2	0.7107	0.7107	0.7129
S3	0.7070	0.7084	0.7126
S4	0.7032	0.7047	0.7115

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	0.7276	0.7130	0.0146	2.0%	0.0045	0.6%	4%	False	True	29
10	0.7389	0.7130	0.0259	3.6%	0.0048	0.7%	2%	False	True	61
20	0.7437	0.7130	0.0307	4.3%	0.0043	0.6%	2%	False	True	47
40	0.7716	0.7130	0.0586	8.2%	0.0033	0.5%	1%	False	True	31
60	0.7907	0.7130	0.0777	10.9%	0.0032	0.4%	1%	False	True	22
80	0.7990	0.7130	0.0860	12.0%	0.0031	0.4%	1%	False	True	21
100	0.8141	0.7130	0.1011	14.2%	0.0032	0.4%	1%	False	True	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7327
2.618	0.7266
1.618	0.7228
1.000	0.7205
0.618	0.7191
HIGH	0.7168
0.618	0.7153
0.500	0.7149
0.382	0.7144
LOW	0.7130
0.618	0.7107
1.000	0.7093
1.618	0.7069
2.618	0.7032
4.250	0.6971

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	0.7149	0.7166
PP	0.7145	0.7156
S1	0.7140	0.7146

Download as Excel Spreadsheet

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

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