CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.7173	0.7147	-0.0026	-0.4%	0.7132
High	0.7206	0.7214	0.0008	0.1%	0.7241
Low	0.7143	0.7140	-0.0003	0.0%	0.7117
Close	0.7149	0.7208	0.0059	0.8%	0.7162
Range	0.0063	0.0074	0.0011	16.7%	0.0124
ATR	0.0067	0.0067	0.0000	0.7%	0.0000
Volume	182,014	164,936	-17,078	-9.4%	879,030

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7408	0.7381	0.7248
R3	0.7334	0.7308	0.7228
R2	0.7261	0.7261	0.7221
R1	0.7234	0.7234	0.7214	0.7247
PP	0.7187	0.7187	0.7187	0.7194
S1	0.7161	0.7161	0.7201	0.7174
S2	0.7114	0.7114	0.7194
S3	0.7040	0.7087	0.7187
S4	0.6967	0.7014	0.7167

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	0.7231	0.7134	0.0097	1.3%	0.0064	0.9%	76%	False	False	162,966
10	0.7241	0.7117	0.0124	1.7%	0.0067	0.9%	73%	False	False	190,226
20	0.7520	0.7117	0.0403	5.6%	0.0065	0.9%	22%	False	False	171,550
40	0.7648	0.7117	0.0531	7.4%	0.0067	0.9%	17%	False	False	161,086
60	0.7811	0.7117	0.0694	9.6%	0.0075	1.0%	13%	False	False	162,865
80	0.7811	0.7117	0.0694	9.6%	0.0076	1.1%	13%	False	False	136,875
100	0.8027	0.7117	0.0910	12.6%	0.0080	1.1%	10%	False	False	109,567
120	0.8027	0.7117	0.0910	12.6%	0.0084	1.2%	10%	False	False	91,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7526
2.618	0.7406
1.618	0.7332
1.000	0.7287
0.618	0.7259
HIGH	0.7214
0.618	0.7185
0.500	0.7177
0.382	0.7168
LOW	0.7140
0.618	0.7095
1.000	0.7067
1.618	0.7021
2.618	0.6948
4.250	0.6828

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.7197	0.7197
PP	0.7187	0.7187
S1	0.7177	0.7177

Download as Excel Spreadsheet

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

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