CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	0.7144	0.7133	-0.0011	-0.1%	0.7186
High	0.7147	0.7152	0.0005	0.1%	0.7206
Low	0.7068	0.7065	-0.0003	0.0%	0.7065
Close	0.7128	0.7067	-0.0061	-0.8%	0.7067
Range	0.0079	0.0087	0.0008	9.5%	0.0141
ATR	0.0066	0.0068	0.0001	2.2%	0.0000
Volume	100,593	4,927	-95,666	-95.1%	826,363

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7354	0.7297	0.7115
R3	0.7268	0.7211	0.7091
R2	0.7181	0.7181	0.7083
R1	0.7124	0.7124	0.7075	0.7109
PP	0.7095	0.7095	0.7095	0.7087
S1	0.7038	0.7038	0.7059	0.7023
S2	0.7008	0.7008	0.7051
S3	0.6922	0.6951	0.7043
S4	0.6835	0.6865	0.7019

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7536	0.7442	0.7145
R3	0.7395	0.7301	0.7106
R2	0.7254	0.7254	0.7093
R1	0.7160	0.7160	0.7080	0.7137
PP	0.7113	0.7113	0.7113	0.7101
S1	0.7019	0.7019	0.7054	0.6996
S2	0.6972	0.6972	0.7041
S3	0.6831	0.6878	0.7028
S4	0.6690	0.6737	0.6989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7206	0.7065	0.0141	2.0%	0.0066	0.9%	1%	False	True	165,272
10	0.7215	0.7065	0.0150	2.1%	0.0062	0.9%	1%	False	True	162,414
20	0.7308	0.7065	0.0243	3.4%	0.0064	0.9%	1%	False	True	178,982
40	0.7579	0.7065	0.0514	7.3%	0.0067	0.9%	0%	False	True	166,472
60	0.7811	0.7065	0.0746	10.6%	0.0069	1.0%	0%	False	True	158,948
80	0.7811	0.7065	0.0746	10.6%	0.0076	1.1%	0%	False	True	149,154
100	0.7951	0.7065	0.0886	12.5%	0.0077	1.1%	0%	False	True	119,441
120	0.8027	0.7065	0.0962	13.6%	0.0081	1.1%	0%	False	True	99,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7519
2.618	0.7378
1.618	0.7291
1.000	0.7238
0.618	0.7205
HIGH	0.7152
0.618	0.7118
0.500	0.7108
0.382	0.7098
LOW	0.7065
0.618	0.7012
1.000	0.6979
1.618	0.6925
2.618	0.6839
4.250	0.6697

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	0.7108	0.7125
PP	0.7095	0.7106
S1	0.7081	0.7086

Download as Excel Spreadsheet

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

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