CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.7275	0.7238	-0.0037	-0.5%	0.7260
High	0.7305	0.7288	-0.0018	-0.2%	0.7319
Low	0.7235	0.7236	0.0001	0.0%	0.7238
Close	0.7237	0.7265	0.0028	0.4%	0.7286
Range	0.0070	0.0052	-0.0018	-25.7%	0.0081
ATR	0.0061	0.0061	-0.0001	-1.1%	0.0000
Volume	103,623	171,962	68,339	65.9%	108,212

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7419	0.7394	0.7293
R3	0.7367	0.7342	0.7279
R2	0.7315	0.7315	0.7274
R1	0.7290	0.7290	0.7269	0.7302
PP	0.7263	0.7263	0.7263	0.7269
S1	0.7238	0.7238	0.7260	0.7250
S2	0.7211	0.7211	0.7255
S3	0.7159	0.7186	0.7250
S4	0.7107	0.7134	0.7236

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	1.1%	0.0057	0.8%	35%	False	False	83,090
10	0.7343	0.7235	0.0108	1.5%	0.0061	0.8%	27%	False	False	46,453
20	0.7477	0.7222	0.0255	3.5%	0.0062	0.9%	17%	False	False	24,260
40	0.7678	0.7222	0.0456	6.3%	0.0060	0.8%	9%	False	False	12,260
60	0.7904	0.7222	0.0683	9.4%	0.0059	0.8%	6%	False	False	8,203
80	0.7904	0.7222	0.0683	9.4%	0.0056	0.8%	6%	False	False	6,191

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7509
2.618	0.7424
1.618	0.7372
1.000	0.7340
0.618	0.7320
HIGH	0.7288
0.618	0.7268
0.500	0.7262
0.382	0.7255
LOW	0.7236
0.618	0.7203
1.000	0.7184
1.618	0.7151
2.618	0.7099
4.250	0.7015

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.7264	0.7270
PP	0.7263	0.7268
S1	0.7262	0.7266

Download as Excel Spreadsheet

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

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