CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	0.7208	0.7186	-0.0023	-0.3%	0.7158
High	0.7215	0.7199	-0.0016	-0.2%	0.7215
Low	0.7165	0.7162	-0.0004	0.0%	0.7134
Close	0.7182	0.7170	-0.0013	-0.2%	0.7182
Range	0.0050	0.0038	-0.0013	-25.0%	0.0081
ATR	0.0066	0.0064	-0.0002	-3.1%	0.0000
Volume	162,089	201,077	38,988	24.1%	797,785

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7289	0.7267	0.7190
R3	0.7252	0.7229	0.7180
R2	0.7214	0.7214	0.7176
R1	0.7192	0.7192	0.7173	0.7184
PP	0.7177	0.7177	0.7177	0.7173
S1	0.7154	0.7154	0.7166	0.7147
S2	0.7139	0.7139	0.7163
S3	0.7102	0.7117	0.7159
S4	0.7064	0.7079	0.7149

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	0.7140	0.0075	1.0%	0.0054	0.8%	39%	False	False	167,335
10	0.7241	0.7117	0.0124	1.7%	0.0062	0.9%	42%	False	False	187,789
20	0.7409	0.7117	0.0292	4.1%	0.0062	0.9%	18%	False	False	175,558
40	0.7579	0.7117	0.0462	6.4%	0.0065	0.9%	11%	False	False	162,576
60	0.7811	0.7117	0.0694	9.7%	0.0072	1.0%	8%	False	False	160,359
80	0.7811	0.7117	0.0694	9.7%	0.0075	1.0%	8%	False	False	141,379
100	0.7985	0.7117	0.0868	12.1%	0.0077	1.1%	6%	False	False	113,194
120	0.8027	0.7117	0.0910	12.7%	0.0083	1.2%	6%	False	False	94,366

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	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7358
2.618	0.7297
1.618	0.7260
1.000	0.7237
0.618	0.7222
HIGH	0.7199
0.618	0.7185
0.500	0.7180
0.382	0.7176
LOW	0.7162
0.618	0.7138
1.000	0.7124
1.618	0.7101
2.618	0.7063
4.250	0.7002

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	0.7180	0.7178
PP	0.7177	0.7175
S1	0.7173	0.7172

Download as Excel Spreadsheet

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

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