CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	0.7111	0.7084	-0.0027	-0.4%	0.7166
High	0.7122	0.7119	-0.0004	0.0%	0.7182
Low	0.7090	0.7080	-0.0010	-0.1%	0.7080
Close	0.7090	0.7116	0.0027	0.4%	0.7116
Range	0.0033	0.0039	0.0006	18.5%	0.0102
ATR	0.0046	0.0045	-0.0001	-1.2%	0.0000
Volume	178	36	-142	-79.8%	315

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7220	0.7207	0.7137
R3	0.7182	0.7168	0.7127
R2	0.7143	0.7143	0.7123
R1	0.7130	0.7130	0.7120	0.7137
PP	0.7105	0.7105	0.7105	0.7108
S1	0.7091	0.7091	0.7112	0.7098
S2	0.7066	0.7066	0.7109
S3	0.7028	0.7053	0.7105
S4	0.6989	0.7014	0.7095

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7376	0.7172
R3	0.7330	0.7274	0.7144
R2	0.7228	0.7228	0.7135
R1	0.7172	0.7172	0.7125	0.7149
PP	0.7126	0.7126	0.7126	0.7115
S1	0.7070	0.7070	0.7107	0.7047
S2	0.7024	0.7024	0.7097
S3	0.6922	0.6968	0.7088
S4	0.6820	0.6866	0.7060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7182	0.7080	0.0102	1.4%	0.0034	0.5%	35%	False	True	63
10	0.7337	0.7080	0.0257	3.6%	0.0046	0.7%	14%	False	True	64
20	0.7437	0.7080	0.0357	5.0%	0.0044	0.6%	10%	False	True	58
40	0.7716	0.7080	0.0636	8.9%	0.0036	0.5%	6%	False	True	37
60	0.7890	0.7080	0.0810	11.4%	0.0031	0.4%	4%	False	True	26
80	0.7990	0.7080	0.0910	12.8%	0.0031	0.4%	4%	False	True	24
100	0.8051	0.7080	0.0971	13.6%	0.0030	0.4%	4%	False	True	22

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7282
2.618	0.7219
1.618	0.7181
1.000	0.7157
0.618	0.7142
HIGH	0.7119
0.618	0.7104
0.500	0.7099
0.382	0.7095
LOW	0.7080
0.618	0.7056
1.000	0.7042
1.618	0.7018
2.618	0.6979
4.250	0.6916

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	0.7110	0.7115
PP	0.7105	0.7114
S1	0.7099	0.7113

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols