CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.7326	0.7260	-0.0066	-0.9%	0.7234
High	0.7335	0.7300	-0.0035	-0.5%	0.7343
Low	0.7260	0.7238	-0.0022	-0.3%	0.7222
Close	0.7266	0.7280	0.0014	0.2%	0.7266
Range	0.0075	0.0062	-0.0014	-18.0%	0.0122
ATR	0.0064	0.0064	0.0000	-0.3%	0.0000
Volume	2,489	8,254	5,765	231.6%	12,180

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7430	0.7314
R3	0.7396	0.7369	0.7297
R2	0.7334	0.7334	0.7291
R1	0.7307	0.7307	0.7286	0.7321
PP	0.7273	0.7273	0.7273	0.7279
S1	0.7246	0.7246	0.7274	0.7259
S2	0.7211	0.7211	0.7269
S3	0.7150	0.7184	0.7263
S4	0.7088	0.7123	0.7246

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7575	0.7333
R3	0.7520	0.7454	0.7299
R2	0.7398	0.7398	0.7288
R1	0.7332	0.7332	0.7277	0.7365
PP	0.7277	0.7277	0.7277	0.7293
S1	0.7211	0.7211	0.7255	0.7244
S2	0.7155	0.7155	0.7244
S3	0.7034	0.7089	0.7233
S4	0.6912	0.6968	0.7199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7343	0.7222	0.0122	1.7%	0.0068	0.9%	48%	False	False	4,086
10	0.7406	0.7222	0.0185	2.5%	0.0063	0.9%	32%	False	False	3,072
20	0.7619	0.7222	0.0398	5.5%	0.0059	0.8%	15%	False	False	1,773
40	0.7750	0.7222	0.0529	7.3%	0.0060	0.8%	11%	False	False	989
60	0.7904	0.7222	0.0683	9.4%	0.0060	0.8%	9%	False	False	692
80	0.7946	0.7222	0.0724	9.9%	0.0055	0.8%	8%	False	False	545

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7561
2.618	0.7461
1.618	0.7399
1.000	0.7361
0.618	0.7338
HIGH	0.7300
0.618	0.7276
0.500	0.7269
0.382	0.7261
LOW	0.7238
0.618	0.7200
1.000	0.7177
1.618	0.7138
2.618	0.7077
4.250	0.6977

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.7276	0.7291
PP	0.7273	0.7287
S1	0.7269	0.7284

Download as Excel Spreadsheet

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

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