CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	0.7180	0.7173	-0.0007	-0.1%	0.7132
High	0.7203	0.7206	0.0003	0.0%	0.7241
Low	0.7157	0.7143	-0.0015	-0.2%	0.7117
Close	0.7174	0.7149	-0.0025	-0.3%	0.7162
Range	0.0046	0.0063	0.0017	37.0%	0.0124
ATR	0.0067	0.0067	0.0000	-0.5%	0.0000
Volume	126,561	182,014	55,453	43.8%	879,030

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7355	0.7315	0.7184
R3	0.7292	0.7252	0.7166
R2	0.7229	0.7229	0.7161
R1	0.7189	0.7189	0.7155	0.7177
PP	0.7166	0.7166	0.7166	0.7160
S1	0.7126	0.7126	0.7143	0.7114
S2	0.7103	0.7103	0.7137
S3	0.7040	0.7063	0.7132
S4	0.6977	0.7000	0.7114

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%	0.0066	0.9%	14%	False	False	167,322
10	0.7263	0.7117	0.0146	2.0%	0.0067	0.9%	22%	False	False	191,117
20	0.7520	0.7117	0.0403	5.6%	0.0065	0.9%	8%	False	False	171,835
40	0.7648	0.7117	0.0531	7.4%	0.0067	0.9%	6%	False	False	160,658
60	0.7811	0.7117	0.0694	9.7%	0.0076	1.1%	5%	False	False	163,693
80	0.7811	0.7117	0.0694	9.7%	0.0076	1.1%	5%	False	False	134,820
100	0.8027	0.7117	0.0910	12.7%	0.0081	1.1%	4%	False	False	107,922
120	0.8027	0.7117	0.0910	12.7%	0.0084	1.2%	4%	False	False	89,969

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7473
2.618	0.7370
1.618	0.7307
1.000	0.7269
0.618	0.7244
HIGH	0.7206
0.618	0.7181
0.500	0.7174
0.382	0.7167
LOW	0.7143
0.618	0.7104
1.000	0.7080
1.618	0.7041
2.618	0.6978
4.250	0.6875

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	0.7174	0.7170
PP	0.7166	0.7163
S1	0.7157	0.7156

Download as Excel Spreadsheet

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

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