CME Japanese Yen Future September 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	0.7171	0.7145	-0.0026	-0.4%	0.7289
High	0.7177	0.7157	-0.0020	-0.3%	0.7305
Low	0.7121	0.7076	-0.0046	-0.6%	0.7147
Close	0.7152	0.7084	-0.0068	-0.9%	0.7153
Range	0.0056	0.0082	0.0026	46.8%	0.0159
ATR	0.0065	0.0066	0.0001	1.9%	0.0000
Volume	148,444	148,883	439	0.3%	824,325

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7350	0.7299	0.7129
R3	0.7269	0.7217	0.7106
R2	0.7187	0.7187	0.7099
R1	0.7136	0.7136	0.7091	0.7121
PP	0.7106	0.7106	0.7106	0.7098
S1	0.7054	0.7054	0.7077	0.7039
S2	0.7024	0.7024	0.7069
S3	0.6943	0.6973	0.7062
S4	0.6861	0.6891	0.7039

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	0.7253	0.7076	0.0178	2.5%	0.0075	1.1%	5%	False	True	197,303
10	0.7319	0.7076	0.0243	3.4%	0.0066	0.9%	3%	False	True	140,197
20	0.7366	0.7076	0.0290	4.1%	0.0065	0.9%	3%	False	True	73,234
40	0.7678	0.7076	0.0602	8.5%	0.0064	0.9%	1%	False	True	36,906
60	0.7842	0.7076	0.0766	10.8%	0.0060	0.9%	1%	False	True	24,642
80	0.7904	0.7076	0.0829	11.7%	0.0059	0.8%	1%	False	True	18,509

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7503
2.618	0.7370
1.618	0.7289
1.000	0.7239
0.618	0.7207
HIGH	0.7157
0.618	0.7126
0.500	0.7116
0.382	0.7107
LOW	0.7076
0.618	0.7025
1.000	0.6994
1.618	0.6944
2.618	0.6862
4.250	0.6729

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	0.7116	0.7128
PP	0.7106	0.7113
S1	0.7095	0.7099

Download as Excel Spreadsheet

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

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