CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	0.7175	0.7197	0.0022	0.3%	0.7278
High	0.7203	0.7241	0.0038	0.5%	0.7304
Low	0.7142	0.7161	0.0020	0.3%	0.7130
Close	0.7200	0.7219	0.0019	0.3%	0.7134
Range	0.0062	0.0080	0.0019	30.1%	0.0175
ATR	0.0068	0.0069	0.0001	1.3%	0.0000
Volume	223,184	186,713	-36,471	-16.3%	877,053

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7447	0.7413	0.7263
R3	0.7367	0.7333	0.7241
R2	0.7287	0.7287	0.7234
R1	0.7253	0.7253	0.7226	0.7270
PP	0.7207	0.7207	0.7207	0.7216
S1	0.7173	0.7173	0.7212	0.7190
S2	0.7127	0.7127	0.7204
S3	0.7047	0.7093	0.7197
S4	0.6967	0.7013	0.7175

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	0.7241	0.7117	0.0124	1.7%	0.0069	1.0%	82%	True	False	217,485
10	0.7317	0.7117	0.0200	2.8%	0.0066	0.9%	51%	False	False	195,132
20	0.7540	0.7117	0.0423	5.9%	0.0063	0.9%	24%	False	False	167,737
40	0.7743	0.7117	0.0626	8.7%	0.0069	0.9%	16%	False	False	158,216
60	0.7811	0.7117	0.0694	9.6%	0.0080	1.1%	15%	False	False	166,325
80	0.7844	0.7117	0.0727	10.1%	0.0078	1.1%	14%	False	False	126,732
100	0.8027	0.7117	0.0910	12.6%	0.0081	1.1%	11%	False	False	101,446
120	0.8027	0.7117	0.0910	12.6%	0.0084	1.2%	11%	False	False	84,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7581
2.618	0.7450
1.618	0.7370
1.000	0.7321
0.618	0.7290
HIGH	0.7241
0.618	0.7210
0.500	0.7201
0.382	0.7192
LOW	0.7161
0.618	0.7112
1.000	0.7081
1.618	0.7032
2.618	0.6952
4.250	0.6821

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	0.7213	0.7206
PP	0.7207	0.7192
S1	0.7201	0.7179

Download as Excel Spreadsheet

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

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