CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	0.7301	0.7242	-0.0059	-0.8%	0.7408
High	0.7317	0.7308	-0.0009	-0.1%	0.7409
Low	0.7240	0.7242	0.0002	0.0%	0.7240
Close	0.7244	0.7274	0.0030	0.4%	0.7274
Range	0.0077	0.0067	-0.0011	-13.6%	0.0170
ATR	0.0072	0.0071	0.0000	-0.5%	0.0000
Volume	174,966	199,414	24,448	14.0%	756,228

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7474	0.7440	0.7310
R3	0.7407	0.7374	0.7292
R2	0.7341	0.7341	0.7286
R1	0.7307	0.7307	0.7280	0.7324
PP	0.7274	0.7274	0.7274	0.7283
S1	0.7241	0.7241	0.7267	0.7258
S2	0.7208	0.7208	0.7261
S3	0.7141	0.7174	0.7255
S4	0.7075	0.7108	0.7237

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7714	0.7367
R3	0.7646	0.7545	0.7320
R2	0.7477	0.7477	0.7305
R1	0.7375	0.7375	0.7289	0.7341
PP	0.7307	0.7307	0.7307	0.7290
S1	0.7206	0.7206	0.7258	0.7172
S2	0.7138	0.7138	0.7242
S3	0.6968	0.7036	0.7227
S4	0.6799	0.6867	0.7180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7409	0.7240	0.0170	2.3%	0.0062	0.9%	20%	False	False	151,245
10	0.7520	0.7240	0.0280	3.8%	0.0060	0.8%	12%	False	False	143,135
20	0.7579	0.7240	0.0340	4.7%	0.0070	1.0%	10%	False	False	157,428
40	0.7811	0.7240	0.0572	7.9%	0.0071	1.0%	6%	False	False	149,293
60	0.7811	0.7240	0.0572	7.9%	0.0080	1.1%	6%	False	False	142,519
80	0.7951	0.7240	0.0712	9.8%	0.0080	1.1%	5%	False	False	107,047
100	0.8027	0.7240	0.0788	10.8%	0.0085	1.2%	4%	False	False	85,685
120	0.8027	0.7240	0.0788	10.8%	0.0085	1.2%	4%	False	False	71,420

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7591
2.618	0.7482
1.618	0.7416
1.000	0.7375
0.618	0.7349
HIGH	0.7308
0.618	0.7283
0.500	0.7275
0.382	0.7267
LOW	0.7242
0.618	0.7200
1.000	0.7175
1.618	0.7134
2.618	0.7067
4.250	0.6959

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	0.7275	0.7306
PP	0.7274	0.7295
S1	0.7274	0.7284

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