CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.7221	0.7158	-0.0063	-0.9%	0.7132
High	0.7231	0.7197	-0.0035	-0.5%	0.7241
Low	0.7155	0.7134	-0.0021	-0.3%	0.7117
Close	0.7162	0.7177	0.0015	0.2%	0.7162
Range	0.0076	0.0063	-0.0014	-17.8%	0.0124
ATR	0.0069	0.0069	0.0000	-0.7%	0.0000
Volume	179,137	162,185	-16,952	-9.5%	879,030

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7357	0.7329	0.7211
R3	0.7294	0.7267	0.7194
R2	0.7232	0.7232	0.7188
R1	0.7204	0.7204	0.7182	0.7218
PP	0.7169	0.7169	0.7169	0.7176
S1	0.7142	0.7142	0.7171	0.7155
S2	0.7107	0.7107	0.7165
S3	0.7044	0.7079	0.7159
S4	0.6982	0.7017	0.7142

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7545	0.7478	0.7230
R3	0.7421	0.7354	0.7196
R2	0.7297	0.7297	0.7185
R1	0.7230	0.7230	0.7173	0.7264
PP	0.7173	0.7173	0.7173	0.7190
S1	0.7106	0.7106	0.7151	0.7140
S2	0.7049	0.7049	0.7139
S3	0.6925	0.6982	0.7128
S4	0.6801	0.6858	0.7094

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%	0.0070	1.0%	48%	False	False	208,243
10	0.7304	0.7117	0.0187	2.6%	0.0066	0.9%	32%	False	False	191,826
20	0.7520	0.7117	0.0403	5.6%	0.0063	0.9%	15%	False	False	167,481
40	0.7665	0.7117	0.0548	7.6%	0.0069	1.0%	11%	False	False	160,022
60	0.7811	0.7117	0.0694	9.7%	0.0079	1.1%	9%	False	False	167,841
80	0.7844	0.7117	0.0727	10.1%	0.0078	1.1%	8%	False	False	130,988
100	0.8027	0.7117	0.0910	12.7%	0.0082	1.1%	7%	False	False	104,859
120	0.8027	0.7117	0.0910	12.7%	0.0085	1.2%	7%	False	False	87,403

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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7462
2.618	0.7360
1.618	0.7298
1.000	0.7259
0.618	0.7235
HIGH	0.7197
0.618	0.7173
0.500	0.7165
0.382	0.7158
LOW	0.7134
0.618	0.7095
1.000	0.7072
1.618	0.7033
2.618	0.6970
4.250	0.6868

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.7173	0.7188
PP	0.7169	0.7184
S1	0.7165	0.7180

Download as Excel Spreadsheet

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

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