CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	0.7137	0.7144	0.0007	0.1%	0.7158
High	0.7185	0.7147	-0.0038	-0.5%	0.7215
Low	0.7133	0.7068	-0.0065	-0.9%	0.7134
Close	0.7163	0.7128	-0.0036	-0.5%	0.7182
Range	0.0052	0.0079	0.0027	51.9%	0.0081
ATR	0.0064	0.0066	0.0002	3.5%	0.0000
Volume	252,406	100,593	-151,813	-60.1%	797,785

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7351	0.7318	0.7171
R3	0.7272	0.7239	0.7149
R2	0.7193	0.7193	0.7142
R1	0.7160	0.7160	0.7135	0.7137
PP	0.7114	0.7114	0.7114	0.7103
S1	0.7081	0.7081	0.7120	0.7058
S2	0.7035	0.7035	0.7113
S3	0.6956	0.7002	0.7106
S4	0.6877	0.6923	0.7084

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	0.7068	0.0147	2.1%	0.0058	0.8%	40%	False	True	196,705
10	0.7231	0.7068	0.0163	2.3%	0.0061	0.9%	37%	False	True	179,835
20	0.7317	0.7068	0.0249	3.5%	0.0064	0.9%	24%	False	True	187,484
40	0.7579	0.7068	0.0511	7.2%	0.0066	0.9%	12%	False	True	169,125
60	0.7811	0.7068	0.0743	10.4%	0.0070	1.0%	8%	False	True	161,717
80	0.7811	0.7068	0.0743	10.4%	0.0075	1.1%	8%	False	True	149,102
100	0.7951	0.7068	0.0883	12.4%	0.0077	1.1%	7%	False	True	119,392
120	0.8027	0.7068	0.0959	13.5%	0.0081	1.1%	6%	False	True	99,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7483
2.618	0.7354
1.618	0.7275
1.000	0.7226
0.618	0.7196
HIGH	0.7147
0.618	0.7117
0.500	0.7108
0.382	0.7098
LOW	0.7068
0.618	0.7019
1.000	0.6989
1.618	0.6940
2.618	0.6861
4.250	0.6732

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	0.7121	0.7137
PP	0.7114	0.7134
S1	0.7108	0.7131

Download as Excel Spreadsheet

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

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