CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.7289	0.7275	-0.0014	-0.2%	0.7260
High	0.7302	0.7305	0.0004	0.0%	0.7319
Low	0.7265	0.7235	-0.0030	-0.4%	0.7238
Close	0.7273	0.7237	-0.0037	-0.5%	0.7286
Range	0.0037	0.0070	0.0034	91.8%	0.0081
ATR	0.0061	0.0061	0.0001	1.1%	0.0000
Volume	76,220	103,623	27,403	36.0%	108,212

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7423	0.7275
R3	0.7399	0.7353	0.7256
R2	0.7329	0.7329	0.7249
R1	0.7283	0.7283	0.7243	0.7271
PP	0.7259	0.7259	0.7259	0.7253
S1	0.7213	0.7213	0.7230	0.7201
S2	0.7189	0.7189	0.7224
S3	0.7119	0.7143	0.7217
S4	0.7049	0.7073	0.7198

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	0.7235	0.0084	1.2%	0.0059	0.8%	2%	False	True	54,240
10	0.7343	0.7235	0.0108	1.5%	0.0061	0.8%	1%	False	True	29,636
20	0.7512	0.7222	0.0290	4.0%	0.0062	0.9%	5%	False	False	15,685
40	0.7678	0.7222	0.0456	6.3%	0.0059	0.8%	3%	False	False	7,961
60	0.7904	0.7222	0.0683	9.4%	0.0059	0.8%	2%	False	False	5,337
80	0.7904	0.7222	0.0683	9.4%	0.0056	0.8%	2%	False	False	4,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7603
2.618	0.7488
1.618	0.7418
1.000	0.7375
0.618	0.7348
HIGH	0.7305
0.618	0.7278
0.500	0.7270
0.382	0.7262
LOW	0.7235
0.618	0.7192
1.000	0.7165
1.618	0.7122
2.618	0.7052
4.250	0.6938

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.7270	0.7277
PP	0.7259	0.7263
S1	0.7248	0.7250

Download as Excel Spreadsheet

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

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