CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	0.7158	0.7180	0.0022	0.3%	0.7132
High	0.7197	0.7203	0.0007	0.1%	0.7241
Low	0.7134	0.7157	0.0023	0.3%	0.7117
Close	0.7177	0.7174	-0.0003	0.0%	0.7162
Range	0.0063	0.0046	-0.0017	-26.4%	0.0124
ATR	0.0069	0.0067	-0.0002	-2.4%	0.0000
Volume	162,185	126,561	-35,624	-22.0%	879,030

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7291	0.7199
R3	0.7270	0.7245	0.7187
R2	0.7224	0.7224	0.7182
R1	0.7199	0.7199	0.7178	0.7189
PP	0.7178	0.7178	0.7178	0.7173
S1	0.7153	0.7153	0.7170	0.7143
S2	0.7132	0.7132	0.7166
S3	0.7086	0.7107	0.7161
S4	0.7040	0.7061	0.7149

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	0.7134	0.0107	1.5%	0.0065	0.9%	37%	False	False	175,556
10	0.7263	0.7117	0.0146	2.0%	0.0064	0.9%	39%	False	False	188,426
20	0.7520	0.7117	0.0403	5.6%	0.0063	0.9%	14%	False	False	168,491
40	0.7648	0.7117	0.0531	7.4%	0.0067	0.9%	11%	False	False	159,065
60	0.7811	0.7117	0.0694	9.7%	0.0078	1.1%	8%	False	False	165,407
80	0.7844	0.7117	0.0727	10.1%	0.0077	1.1%	8%	False	False	132,561
100	0.8027	0.7117	0.0910	12.7%	0.0082	1.1%	6%	False	False	106,122
120	0.8027	0.7117	0.0910	12.7%	0.0085	1.2%	6%	False	False	88,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7399
2.618	0.7323
1.618	0.7277
1.000	0.7249
0.618	0.7231
HIGH	0.7203
0.618	0.7185
0.500	0.7180
0.382	0.7175
LOW	0.7157
0.618	0.7129
1.000	0.7111
1.618	0.7083
2.618	0.7037
4.250	0.6962

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.7180	0.7183
PP	0.7178	0.7180
S1	0.7176	0.7177

Download as Excel Spreadsheet

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

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