CME Japanese Yen Future June 2023

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

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	0.7164	0.7132	-0.0032	-0.4%	0.7278
High	0.7193	0.7187	-0.0006	-0.1%	0.7304
Low	0.7130	0.7117	-0.0013	-0.2%	0.7130
Close	0.7134	0.7171	0.0037	0.5%	0.7134
Range	0.0063	0.0070	0.0007	10.3%	0.0175
ATR	0.0068	0.0068	0.0000	0.1%	0.0000
Volume	191,912	289,996	98,084	51.1%	877,053

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7367	0.7338	0.7209
R3	0.7297	0.7269	0.7190
R2	0.7228	0.7228	0.7183
R1	0.7199	0.7199	0.7177	0.7213
PP	0.7158	0.7158	0.7158	0.7165
S1	0.7130	0.7130	0.7164	0.7144
S2	0.7089	0.7089	0.7158
S3	0.7019	0.7060	0.7151
S4	0.6950	0.6991	0.7132

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7598	0.7229
R3	0.7538	0.7423	0.7181
R2	0.7364	0.7364	0.7165
R1	0.7249	0.7249	0.7149	0.7219
PP	0.7189	0.7189	0.7189	0.7174
S1	0.7074	0.7074	0.7118	0.7044
S2	0.7015	0.7015	0.7102
S3	0.6840	0.6900	0.7086
S4	0.6666	0.6725	0.7038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7263	0.7117	0.0146	2.0%	0.0063	0.9%	37%	False	True	201,296
10	0.7409	0.7117	0.0292	4.1%	0.0065	0.9%	18%	False	True	180,572
20	0.7540	0.7117	0.0423	5.9%	0.0065	0.9%	13%	False	True	166,296
40	0.7743	0.7117	0.0626	8.7%	0.0070	1.0%	9%	False	True	155,343
60	0.7811	0.7117	0.0694	9.7%	0.0080	1.1%	8%	False	True	161,413
80	0.7939	0.7117	0.0822	11.5%	0.0080	1.1%	7%	False	True	121,621
100	0.8027	0.7117	0.0910	12.7%	0.0083	1.2%	6%	False	True	97,350
120	0.8027	0.7117	0.0910	12.7%	0.0084	1.2%	6%	False	True	81,144

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7482
2.618	0.7368
1.618	0.7299
1.000	0.7256
0.618	0.7229
HIGH	0.7187
0.618	0.7160
0.500	0.7152
0.382	0.7144
LOW	0.7117
0.618	0.7074
1.000	0.7048
1.618	0.7005
2.618	0.6935
4.250	0.6822

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	0.7164	0.7173
PP	0.7158	0.7172
S1	0.7152	0.7171

Download as Excel Spreadsheet

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

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