CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	0.7740	0.7899	0.0160	2.1%	0.7736
High	0.7925	0.8014	0.0089	1.1%	0.8014
Low	0.7739	0.7895	0.0156	2.0%	0.7700
Close	0.7901	0.7987	0.0087	1.1%	0.7987
Range	0.0186	0.0119	-0.0067	-36.0%	0.0314
ATR	0.0100	0.0101	0.0001	1.3%	0.0000
Volume	2,029	408	-1,621	-79.9%	2,714

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8322	0.8274	0.8052
R3	0.8203	0.8155	0.8020
R2	0.8084	0.8084	0.8009
R1	0.8036	0.8036	0.7998	0.8060
PP	0.7965	0.7965	0.7965	0.7978
S1	0.7917	0.7917	0.7976	0.7941
S2	0.7846	0.7846	0.7965
S3	0.7727	0.7798	0.7954
S4	0.7608	0.7679	0.7922

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8842	0.8729	0.8160
R3	0.8528	0.8415	0.8073
R2	0.8214	0.8214	0.8045
R1	0.8101	0.8101	0.8016	0.8158
PP	0.7900	0.7900	0.7900	0.7929
S1	0.7787	0.7787	0.7958	0.7844
S2	0.7586	0.7586	0.7929
S3	0.7272	0.7473	0.7901
S4	0.6958	0.7159	0.7814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8014	0.7700	0.0314	3.9%	0.0089	1.1%	91%	True	False	542
10	0.8014	0.7593	0.0422	5.3%	0.0112	1.4%	94%	True	False	345
20	0.8014	0.7435	0.0579	7.2%	0.0104	1.3%	95%	True	False	222
40	0.8014	0.7243	0.0772	9.7%	0.0079	1.0%	97%	True	False	135

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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8520
2.618	0.8326
1.618	0.8207
1.000	0.8133
0.618	0.8088
HIGH	0.8014
0.618	0.7969
0.500	0.7955
0.382	0.7940
LOW	0.7895
0.618	0.7821
1.000	0.7776
1.618	0.7702
2.618	0.7583
4.250	0.7389

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	0.7976	0.7944
PP	0.7965	0.7900
S1	0.7955	0.7857

Download as Excel Spreadsheet

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

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