CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.7170	0.7137	-0.0033	-0.5%	0.7158
High	0.7206	0.7185	-0.0021	-0.3%	0.7215
Low	0.7133	0.7133	0.0000	0.0%	0.7134
Close	0.7135	0.7163	0.0029	0.4%	0.7182
Range	0.0073	0.0052	-0.0021	-28.8%	0.0081
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	267,360	252,406	-14,954	-5.6%	797,785

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7292	0.7192
R3	0.7264	0.7240	0.7177
R2	0.7212	0.7212	0.7173
R1	0.7188	0.7188	0.7168	0.7200
PP	0.7160	0.7160	0.7160	0.7167
S1	0.7136	0.7136	0.7158	0.7148
S2	0.7108	0.7108	0.7153
S3	0.7056	0.7084	0.7149
S4	0.7004	0.7032	0.7134

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%	0.0057	0.8%	37%	False	True	209,573
10	0.7241	0.7133	0.0108	1.5%	0.0061	0.9%	28%	False	True	188,447
20	0.7373	0.7117	0.0256	3.6%	0.0064	0.9%	18%	False	False	189,093
40	0.7579	0.7117	0.0462	6.4%	0.0066	0.9%	10%	False	False	169,987
60	0.7811	0.7117	0.0694	9.7%	0.0070	1.0%	7%	False	False	162,399
80	0.7811	0.7117	0.0694	9.7%	0.0075	1.0%	7%	False	False	147,851
100	0.7951	0.7117	0.0834	11.6%	0.0077	1.1%	6%	False	False	118,387
120	0.8027	0.7117	0.0910	12.7%	0.0081	1.1%	5%	False	False	98,695

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7406
2.618	0.7321
1.618	0.7269
1.000	0.7237
0.618	0.7217
HIGH	0.7185
0.618	0.7165
0.500	0.7159
0.382	0.7153
LOW	0.7133
0.618	0.7101
1.000	0.7081
1.618	0.7049
2.618	0.6997
4.250	0.6912

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.7162	0.7170
PP	0.7160	0.7167
S1	0.7159	0.7165

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols