CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7250	0.7312	0.0062	0.8%	0.7260
High	0.7318	0.7319	0.0001	0.0%	0.7319
Low	0.7244	0.7268	0.0024	0.3%	0.7238
Close	0.7312	0.7286	-0.0026	-0.4%	0.7286
Range	0.0074	0.0051	-0.0023	-31.1%	0.0081
ATR	0.0063	0.0062	-0.0001	-1.4%	0.0000
Volume	16,638	47,011	30,373	182.6%	108,212

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7444	0.7416	0.7314
R3	0.7393	0.7365	0.7300
R2	0.7342	0.7342	0.7295
R1	0.7314	0.7314	0.7290	0.7302
PP	0.7291	0.7291	0.7291	0.7285
S1	0.7263	0.7263	0.7281	0.7251
S2	0.7240	0.7240	0.7276
S3	0.7189	0.7212	0.7271
S4	0.7138	0.7161	0.7257

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7522	0.7484	0.7330
R3	0.7442	0.7404	0.7308
R2	0.7361	0.7361	0.7300
R1	0.7323	0.7323	0.7293	0.7342
PP	0.7281	0.7281	0.7281	0.7290
S1	0.7243	0.7243	0.7278	0.7262
S2	0.7200	0.7200	0.7271
S3	0.7120	0.7162	0.7263
S4	0.7039	0.7082	0.7241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7319	0.7238	0.0081	1.1%	0.0059	0.8%	59%	True	False	21,642
10	0.7343	0.7222	0.0122	1.7%	0.0064	0.9%	53%	False	False	12,181
20	0.7585	0.7222	0.0363	5.0%	0.0062	0.8%	18%	False	False	6,721
40	0.7739	0.7222	0.0517	7.1%	0.0060	0.8%	12%	False	False	3,467
60	0.7904	0.7222	0.0683	9.4%	0.0059	0.8%	9%	False	False	2,340
80	0.7904	0.7222	0.0683	9.4%	0.0055	0.8%	9%	False	False	1,794

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7452
1.618	0.7401
1.000	0.7370
0.618	0.7350
HIGH	0.7319
0.618	0.7299
0.500	0.7293
0.382	0.7287
LOW	0.7268
0.618	0.7236
1.000	0.7217
1.618	0.7185
2.618	0.7134
4.250	0.7051

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7293	0.7284
PP	0.7291	0.7283
S1	0.7288	0.7281

Download as Excel Spreadsheet

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

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