CME Japanese Yen Future June 2023

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

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	0.7555	0.7612	0.0057	0.8%	0.7473
High	0.7674	0.7698	0.0024	0.3%	0.7570
Low	0.7506	0.7577	0.0071	0.9%	0.7364
Close	0.7604	0.7593	-0.0012	-0.2%	0.7532
Range	0.0168	0.0122	-0.0047	-27.7%	0.0206
ATR	0.0094	0.0096	0.0002	2.1%	0.0000
Volume	267,976	245,528	-22,448	-8.4%	638,143

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7987	0.7911	0.7659
R3	0.7865	0.7790	0.7626
R2	0.7744	0.7744	0.7615
R1	0.7668	0.7668	0.7604	0.7645
PP	0.7622	0.7622	0.7622	0.7611
S1	0.7547	0.7547	0.7581	0.7524
S2	0.7501	0.7501	0.7570
S3	0.7379	0.7425	0.7559
S4	0.7258	0.7304	0.7526

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8024	0.7645
R3	0.7899	0.7818	0.7588
R2	0.7694	0.7694	0.7569
R1	0.7613	0.7613	0.7550	0.7653
PP	0.7488	0.7488	0.7488	0.7509
S1	0.7407	0.7407	0.7513	0.7448
S2	0.7283	0.7283	0.7494
S3	0.7077	0.7202	0.7475
S4	0.6872	0.6996	0.7418

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7409	0.0290	3.8%	0.0142	1.9%	64%	True	False	257,123
10	0.7698	0.7364	0.0334	4.4%	0.0105	1.4%	68%	True	False	166,089
20	0.7698	0.7364	0.0334	4.4%	0.0084	1.1%	68%	True	False	84,440
40	0.7985	0.7364	0.0621	8.2%	0.0086	1.1%	37%	False	False	42,447
60	0.8027	0.7364	0.0663	8.7%	0.0095	1.2%	34%	False	False	28,374
80	0.8027	0.7243	0.0785	10.3%	0.0086	1.1%	45%	False	False	21,297

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	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8016
1.618	0.7895
1.000	0.7820
0.618	0.7773
HIGH	0.7698
0.618	0.7652
0.500	0.7637
0.382	0.7623
LOW	0.7577
0.618	0.7501
1.000	0.7455
1.618	0.7380
2.618	0.7258
4.250	0.7060

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	0.7637	0.7602
PP	0.7622	0.7599
S1	0.7607	0.7596

Download as Excel Spreadsheet

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

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