CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7147	0.7208	0.0061	0.9%	0.7158
High	0.7214	0.7215	0.0002	0.0%	0.7215
Low	0.7140	0.7165	0.0025	0.4%	0.7134
Close	0.7208	0.7182	-0.0026	-0.4%	0.7182
Range	0.0074	0.0050	-0.0024	-32.0%	0.0081
ATR	0.0067	0.0066	-0.0001	-1.8%	0.0000
Volume	164,936	162,089	-2,847	-1.7%	797,785

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7337	0.7310	0.7210
R3	0.7287	0.7260	0.7196
R2	0.7237	0.7237	0.7191
R1	0.7210	0.7210	0.7187	0.7199
PP	0.7187	0.7187	0.7187	0.7182
S1	0.7160	0.7160	0.7177	0.7149
S2	0.7137	0.7137	0.7173
S3	0.7087	0.7110	0.7168
S4	0.7037	0.7060	0.7155

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7420	0.7382	0.7227
R3	0.7339	0.7301	0.7204
R2	0.7258	0.7258	0.7197
R1	0.7220	0.7220	0.7189	0.7239
PP	0.7177	0.7177	0.7177	0.7187
S1	0.7139	0.7139	0.7175	0.7158
S2	0.7096	0.7096	0.7167
S3	0.7015	0.7058	0.7160
S4	0.6934	0.6977	0.7137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7215	0.7134	0.0081	1.1%	0.0059	0.8%	59%	True	False	159,557
10	0.7241	0.7117	0.0124	1.7%	0.0065	0.9%	52%	False	False	186,872
20	0.7481	0.7117	0.0364	5.1%	0.0064	0.9%	18%	False	False	172,233
40	0.7638	0.7117	0.0521	7.2%	0.0066	0.9%	12%	False	False	161,560
60	0.7811	0.7117	0.0694	9.7%	0.0073	1.0%	9%	False	False	161,100
80	0.7811	0.7117	0.0694	9.7%	0.0076	1.1%	9%	False	False	138,888
100	0.8005	0.7117	0.0888	12.4%	0.0079	1.1%	7%	False	False	111,186
120	0.8027	0.7117	0.0910	12.7%	0.0083	1.2%	7%	False	False	92,691

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7428
2.618	0.7346
1.618	0.7296
1.000	0.7265
0.618	0.7246
HIGH	0.7215
0.618	0.7196
0.500	0.7190
0.382	0.7184
LOW	0.7165
0.618	0.7134
1.000	0.7115
1.618	0.7084
2.618	0.7034
4.250	0.6953

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7190	0.7181
PP	0.7187	0.7179
S1	0.7185	0.7178

Download as Excel Spreadsheet

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

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