CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	0.7260	0.7282	0.0022	0.3%	0.7234
High	0.7300	0.7307	0.0007	0.1%	0.7343
Low	0.7238	0.7260	0.0022	0.3%	0.7222
Close	0.7280	0.7278	-0.0002	0.0%	0.7266
Range	0.0062	0.0047	-0.0015	-24.4%	0.0122
ATR	0.0064	0.0062	-0.0001	-1.9%	0.0000
Volume	8,254	8,597	343	4.2%	12,180

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7421	0.7396	0.7304
R3	0.7375	0.7350	0.7291
R2	0.7328	0.7328	0.7287
R1	0.7303	0.7303	0.7282	0.7292
PP	0.7282	0.7282	0.7282	0.7276
S1	0.7257	0.7257	0.7274	0.7246
S2	0.7235	0.7235	0.7269
S3	0.7189	0.7210	0.7265
S4	0.7142	0.7164	0.7252

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	0.7238	0.0105	1.4%	0.0064	0.9%	38%	False	False	5,032
10	0.7366	0.7222	0.0144	2.0%	0.0062	0.8%	39%	False	False	3,622
20	0.7619	0.7222	0.0398	5.5%	0.0060	0.8%	14%	False	False	2,189
40	0.7744	0.7222	0.0522	7.2%	0.0059	0.8%	11%	False	False	1,199
60	0.7904	0.7222	0.0683	9.4%	0.0059	0.8%	8%	False	False	829
80	0.7904	0.7222	0.0683	9.4%	0.0054	0.7%	8%	False	False	652

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7428
1.618	0.7382
1.000	0.7353
0.618	0.7335
HIGH	0.7307
0.618	0.7289
0.500	0.7283
0.382	0.7278
LOW	0.7260
0.618	0.7231
1.000	0.7214
1.618	0.7185
2.618	0.7138
4.250	0.7062

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.7283	0.7286
PP	0.7282	0.7284
S1	0.7280	0.7281

Download as Excel Spreadsheet

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

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