CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 0.7158 0.7180 0.0022 0.3% 0.7132
High 0.7197 0.7203 0.0007 0.1% 0.7241
Low 0.7134 0.7157 0.0023 0.3% 0.7117
Close 0.7177 0.7174 -0.0003 0.0% 0.7162
Range 0.0063 0.0046 -0.0017 -26.4% 0.0124
ATR 0.0069 0.0067 -0.0002 -2.4% 0.0000
Volume 162,185 126,561 -35,624 -22.0% 879,030
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7316 0.7291 0.7199
R3 0.7270 0.7245 0.7187
R2 0.7224 0.7224 0.7182
R1 0.7199 0.7199 0.7178 0.7189
PP 0.7178 0.7178 0.7178 0.7173
S1 0.7153 0.7153 0.7170 0.7143
S2 0.7132 0.7132 0.7166
S3 0.7086 0.7107 0.7161
S4 0.7040 0.7061 0.7149
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7545 0.7478 0.7230
R3 0.7421 0.7354 0.7196
R2 0.7297 0.7297 0.7185
R1 0.7230 0.7230 0.7173 0.7264
PP 0.7173 0.7173 0.7173 0.7190
S1 0.7106 0.7106 0.7151 0.7140
S2 0.7049 0.7049 0.7139
S3 0.6925 0.6982 0.7128
S4 0.6801 0.6858 0.7094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7241 0.7134 0.0107 1.5% 0.0065 0.9% 37% False False 175,556
10 0.7263 0.7117 0.0146 2.0% 0.0064 0.9% 39% False False 188,426
20 0.7520 0.7117 0.0403 5.6% 0.0063 0.9% 14% False False 168,491
40 0.7648 0.7117 0.0531 7.4% 0.0067 0.9% 11% False False 159,065
60 0.7811 0.7117 0.0694 9.7% 0.0078 1.1% 8% False False 165,407
80 0.7844 0.7117 0.0727 10.1% 0.0077 1.1% 8% False False 132,561
100 0.8027 0.7117 0.0910 12.7% 0.0082 1.1% 6% False False 106,122
120 0.8027 0.7117 0.0910 12.7% 0.0085 1.2% 6% False False 88,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7399
2.618 0.7323
1.618 0.7277
1.000 0.7249
0.618 0.7231
HIGH 0.7203
0.618 0.7185
0.500 0.7180
0.382 0.7175
LOW 0.7157
0.618 0.7129
1.000 0.7111
1.618 0.7083
2.618 0.7037
4.250 0.6962
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 0.7180 0.7183
PP 0.7178 0.7180
S1 0.7176 0.7177

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

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