CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.7186	0.7170	-0.0016	-0.2%	0.7158
High	0.7199	0.7206	0.0007	0.1%	0.7215
Low	0.7162	0.7133	-0.0029	-0.4%	0.7134
Close	0.7170	0.7135	-0.0035	-0.5%	0.7182
Range	0.0038	0.0073	0.0036	94.7%	0.0081
ATR	0.0064	0.0065	0.0001	1.0%	0.0000
Volume	201,077	267,360	66,283	33.0%	797,785

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7377	0.7329	0.7175
R3	0.7304	0.7256	0.7155
R2	0.7231	0.7231	0.7148
R1	0.7183	0.7183	0.7141	0.7170
PP	0.7158	0.7158	0.7158	0.7152
S1	0.7110	0.7110	0.7128	0.7097
S2	0.7085	0.7085	0.7121
S3	0.7012	0.7037	0.7114
S4	0.6939	0.6964	0.7094

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	0.7133	0.0082	1.1%	0.0059	0.8%	2%	False	True	195,495
10	0.7241	0.7133	0.0108	1.5%	0.0062	0.9%	1%	False	True	185,525
20	0.7409	0.7117	0.0292	4.1%	0.0064	0.9%	6%	False	False	183,048
40	0.7579	0.7117	0.0462	6.5%	0.0066	0.9%	4%	False	False	166,431
60	0.7811	0.7117	0.0694	9.7%	0.0071	1.0%	3%	False	False	161,758
80	0.7811	0.7117	0.0694	9.7%	0.0075	1.1%	3%	False	False	144,710
100	0.7953	0.7117	0.0836	11.7%	0.0078	1.1%	2%	False	False	115,865
120	0.8027	0.7117	0.0910	12.8%	0.0083	1.2%	2%	False	False	96,594

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7397
1.618	0.7324
1.000	0.7279
0.618	0.7251
HIGH	0.7206
0.618	0.7178
0.500	0.7170
0.382	0.7161
LOW	0.7133
0.618	0.7088
1.000	0.7060
1.618	0.7015
2.618	0.6942
4.250	0.6823

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.7170	0.7174
PP	0.7158	0.7161
S1	0.7146	0.7148

Download as Excel Spreadsheet

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

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