CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	0.7165	0.7145	-0.0020	-0.3%	0.7253
High	0.7168	0.7145	-0.0023	-0.3%	0.7279
Low	0.7130	0.7107	-0.0024	-0.3%	0.7148
Close	0.7136	0.7121	-0.0015	-0.2%	0.7149
Range	0.0038	0.0039	0.0001	2.7%	0.0131
ATR	0.0048	0.0047	-0.0001	-1.4%	0.0000
Volume	17	42	25	147.1%	148

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7240	0.7219	0.7142
R3	0.7201	0.7180	0.7132
R2	0.7163	0.7163	0.7128
R1	0.7142	0.7142	0.7125	0.7133
PP	0.7124	0.7124	0.7124	0.7120
S1	0.7103	0.7103	0.7117	0.7095
S2	0.7086	0.7086	0.7114
S3	0.7047	0.7065	0.7110
S4	0.7009	0.7026	0.7100

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	0.7253	0.7107	0.0147	2.1%	0.0044	0.6%	10%	False	True	30
10	0.7373	0.7107	0.0266	3.7%	0.0047	0.7%	5%	False	True	49
20	0.7437	0.7107	0.0331	4.6%	0.0042	0.6%	4%	False	True	48
40	0.7716	0.7107	0.0609	8.6%	0.0034	0.5%	2%	False	True	32
60	0.7907	0.7107	0.0801	11.2%	0.0031	0.4%	2%	False	True	23
80	0.7990	0.7107	0.0883	12.4%	0.0031	0.4%	2%	False	True	22
100	0.8051	0.7107	0.0945	13.3%	0.0031	0.4%	2%	False	True	20

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7309
2.618	0.7246
1.618	0.7207
1.000	0.7184
0.618	0.7169
HIGH	0.7145
0.618	0.7130
0.500	0.7126
0.382	0.7121
LOW	0.7107
0.618	0.7083
1.000	0.7068
1.618	0.7044
2.618	0.7006
4.250	0.6943

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	0.7126	0.7144
PP	0.7124	0.7137
S1	0.7123	0.7129

Download as Excel Spreadsheet

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

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