CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	0.7441	0.7489	0.0048	0.6%	0.7392
High	0.7502	0.7520	0.0018	0.2%	0.7540
Low	0.7427	0.7457	0.0031	0.4%	0.7306
Close	0.7494	0.7476	-0.0019	-0.2%	0.7467
Range	0.0075	0.0063	-0.0013	-16.7%	0.0234
ATR	0.0075	0.0075	-0.0001	-1.2%	0.0000
Volume	170,631	148,432	-22,199	-13.0%	869,972

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7636	0.7510
R3	0.7609	0.7574	0.7493
R2	0.7547	0.7547	0.7487
R1	0.7511	0.7511	0.7481	0.7498
PP	0.7484	0.7484	0.7484	0.7477
S1	0.7449	0.7449	0.7470	0.7435
S2	0.7422	0.7422	0.7464
S3	0.7359	0.7386	0.7458
S4	0.7297	0.7324	0.7441

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8037	0.7596
R3	0.7905	0.7803	0.7531
R2	0.7671	0.7671	0.7510
R1	0.7569	0.7569	0.7488	0.7620
PP	0.7437	0.7437	0.7437	0.7463
S1	0.7335	0.7335	0.7446	0.7386
S2	0.7203	0.7203	0.7424
S3	0.6969	0.7101	0.7403
S4	0.6735	0.6867	0.7338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7520	0.7427	0.0093	1.2%	0.0056	0.7%	53%	True	False	131,391
10	0.7556	0.7306	0.0250	3.3%	0.0079	1.1%	68%	False	False	169,131
20	0.7638	0.7306	0.0332	4.4%	0.0069	0.9%	51%	False	False	150,887
40	0.7811	0.7306	0.0506	6.8%	0.0078	1.0%	34%	False	False	155,533
60	0.7811	0.7306	0.0506	6.8%	0.0080	1.1%	34%	False	False	127,773
80	0.8005	0.7306	0.0700	9.4%	0.0083	1.1%	24%	False	False	95,925
100	0.8027	0.7306	0.0722	9.7%	0.0087	1.2%	24%	False	False	76,782
120	0.8027	0.7243	0.0785	10.5%	0.0083	1.1%	30%	False	False	63,997

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7785
2.618	0.7683
1.618	0.7621
1.000	0.7582
0.618	0.7558
HIGH	0.7520
0.618	0.7496
0.500	0.7488
0.382	0.7481
LOW	0.7457
0.618	0.7418
1.000	0.7395
1.618	0.7356
2.618	0.7293
4.250	0.7191

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	0.7488	0.7475
PP	0.7484	0.7474
S1	0.7480	0.7473

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