CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.7282	0.7250	-0.0032	-0.4%	0.7234
High	0.7309	0.7318	0.0009	0.1%	0.7343
Low	0.7247	0.7244	-0.0003	0.0%	0.7222
Close	0.7253	0.7312	0.0059	0.8%	0.7266
Range	0.0063	0.0074	0.0012	18.4%	0.0122
ATR	0.0062	0.0063	0.0001	1.3%	0.0000
Volume	27,712	16,638	-11,074	-40.0%	12,180

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7486	0.7352
R3	0.7439	0.7412	0.7332
R2	0.7365	0.7365	0.7325
R1	0.7338	0.7338	0.7318	0.7352
PP	0.7291	0.7291	0.7291	0.7298
S1	0.7264	0.7264	0.7305	0.7278
S2	0.7217	0.7217	0.7298
S3	0.7143	0.7190	0.7291
S4	0.7069	0.7116	0.7271

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	0.7335	0.7238	0.0097	1.3%	0.0064	0.9%	76%	False	False	12,738
10	0.7343	0.7222	0.0122	1.7%	0.0066	0.9%	74%	False	False	7,693
20	0.7619	0.7222	0.0398	5.4%	0.0062	0.8%	23%	False	False	4,381
40	0.7744	0.7222	0.0522	7.1%	0.0060	0.8%	17%	False	False	2,295
60	0.7904	0.7222	0.0683	9.3%	0.0060	0.8%	13%	False	False	1,559
80	0.7904	0.7222	0.0683	9.3%	0.0055	0.7%	13%	False	False	1,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7511
1.618	0.7437
1.000	0.7392
0.618	0.7363
HIGH	0.7318
0.618	0.7289
0.500	0.7281
0.382	0.7272
LOW	0.7244
0.618	0.7198
1.000	0.7170
1.618	0.7124
2.618	0.7050
4.250	0.6929

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.7301	0.7301
PP	0.7291	0.7291
S1	0.7281	0.7281

Download as Excel Spreadsheet

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

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