CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.7231	0.7149	-0.0082	-1.1%	0.7289
High	0.7253	0.7181	-0.0073	-1.0%	0.7305
Low	0.7147	0.7128	-0.0019	-0.3%	0.7147
Close	0.7153	0.7173	0.0020	0.3%	0.7153
Range	0.0107	0.0053	-0.0054	-50.2%	0.0159
ATR	0.0066	0.0065	-0.0001	-1.4%	0.0000
Volume	219,994	216,672	-3,322	-1.5%	824,325

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7319	0.7299	0.7202
R3	0.7266	0.7246	0.7188
R2	0.7213	0.7213	0.7183
R1	0.7193	0.7193	0.7178	0.7203
PP	0.7160	0.7160	0.7160	0.7165
S1	0.7140	0.7140	0.7168	0.7150
S2	0.7107	0.7107	0.7163
S3	0.7054	0.7087	0.7158
S4	0.7001	0.7034	0.7144

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7574	0.7240
R3	0.7519	0.7415	0.7197
R2	0.7360	0.7360	0.7182
R1	0.7257	0.7257	0.7168	0.7229
PP	0.7202	0.7202	0.7202	0.7188
S1	0.7098	0.7098	0.7138	0.7071
S2	0.7043	0.7043	0.7124
S3	0.6885	0.6940	0.7109
S4	0.6726	0.6781	0.7066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7305	0.7128	0.0178	2.5%	0.0072	1.0%	26%	False	True	192,955
10	0.7319	0.7128	0.0191	2.7%	0.0063	0.9%	24%	False	True	114,095
20	0.7406	0.7128	0.0279	3.9%	0.0063	0.9%	16%	False	True	58,583
40	0.7678	0.7128	0.0550	7.7%	0.0063	0.9%	8%	False	True	29,479
60	0.7850	0.7128	0.0723	10.1%	0.0060	0.8%	6%	False	True	19,687
80	0.7904	0.7128	0.0777	10.8%	0.0057	0.8%	6%	False	True	14,792

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7406
2.618	0.7319
1.618	0.7266
1.000	0.7234
0.618	0.7213
HIGH	0.7181
0.618	0.7160
0.500	0.7154
0.382	0.7148
LOW	0.7128
0.618	0.7095
1.000	0.7075
1.618	0.7042
2.618	0.6989
4.250	0.6902

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.7167	0.7190
PP	0.7160	0.7185
S1	0.7154	0.7179

Download as Excel Spreadsheet

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

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