CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	0.7238	0.7247	0.0009	0.1%	0.7260
High	0.7288	0.7248	-0.0040	-0.5%	0.7319
Low	0.7236	0.7168	-0.0068	-0.9%	0.7238
Close	0.7265	0.7229	-0.0036	-0.5%	0.7286
Range	0.0052	0.0081	0.0029	54.8%	0.0081
ATR	0.0061	0.0063	0.0003	4.3%	0.0000
Volume	171,962	252,526	80,564	46.8%	108,212

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7456	0.7423	0.7273
R3	0.7376	0.7342	0.7251
R2	0.7295	0.7295	0.7243
R1	0.7262	0.7262	0.7236	0.7238
PP	0.7215	0.7215	0.7215	0.7203
S1	0.7181	0.7181	0.7221	0.7158
S2	0.7134	0.7134	0.7214
S3	0.7054	0.7101	0.7206
S4	0.6973	0.7020	0.7184

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	0.7168	0.0151	2.1%	0.0058	0.8%	40%	False	True	130,268
10	0.7335	0.7168	0.0167	2.3%	0.0061	0.8%	37%	False	True	71,503
20	0.7419	0.7168	0.0252	3.5%	0.0062	0.9%	24%	False	True	36,831
40	0.7678	0.7168	0.0510	7.1%	0.0061	0.8%	12%	False	True	18,571
60	0.7904	0.7168	0.0737	10.2%	0.0059	0.8%	8%	False	True	12,411
80	0.7904	0.7168	0.0737	10.2%	0.0057	0.8%	8%	False	True	9,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.7590
2.618	0.7459
1.618	0.7378
1.000	0.7329
0.618	0.7298
HIGH	0.7248
0.618	0.7217
0.500	0.7208
0.382	0.7198
LOW	0.7168
0.618	0.7118
1.000	0.7087
1.618	0.7037
2.618	0.6957
4.250	0.6825

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	0.7222	0.7236
PP	0.7215	0.7234
S1	0.7208	0.7231

Download as Excel Spreadsheet

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

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