CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	0.7149	0.7171	0.0022	0.3%	0.7289
High	0.7181	0.7177	-0.0004	-0.1%	0.7305
Low	0.7128	0.7121	-0.0007	-0.1%	0.7147
Close	0.7173	0.7152	-0.0022	-0.3%	0.7153
Range	0.0053	0.0056	0.0003	4.7%	0.0159
ATR	0.0065	0.0065	-0.0001	-1.1%	0.0000
Volume	216,672	148,444	-68,228	-31.5%	824,325

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7289	0.7182
R3	0.7261	0.7234	0.7167
R2	0.7205	0.7205	0.7162
R1	0.7178	0.7178	0.7157	0.7164
PP	0.7150	0.7150	0.7150	0.7143
S1	0.7123	0.7123	0.7146	0.7109
S2	0.7094	0.7094	0.7141
S3	0.7039	0.7067	0.7136
S4	0.6983	0.7012	0.7121

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	0.7288	0.7121	0.0167	2.3%	0.0070	1.0%	18%	False	True	201,919
10	0.7319	0.7121	0.0198	2.8%	0.0064	0.9%	15%	False	True	128,080
20	0.7366	0.7121	0.0245	3.4%	0.0063	0.9%	12%	False	True	65,851
40	0.7678	0.7121	0.0557	7.8%	0.0063	0.9%	5%	False	True	33,189
60	0.7850	0.7121	0.0729	10.2%	0.0060	0.8%	4%	False	True	22,161
80	0.7904	0.7121	0.0783	10.9%	0.0058	0.8%	4%	False	True	16,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7412
2.618	0.7322
1.618	0.7266
1.000	0.7232
0.618	0.7211
HIGH	0.7177
0.618	0.7155
0.500	0.7149
0.382	0.7142
LOW	0.7121
0.618	0.7087
1.000	0.7066
1.618	0.7031
2.618	0.6976
4.250	0.6885

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	0.7151	0.7187
PP	0.7150	0.7175
S1	0.7149	0.7163

Download as Excel Spreadsheet

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

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