CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 23-Mar-2023

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	0.7647	0.7712	0.0065	0.8%	0.7572
High	0.7733	0.7771	0.0038	0.5%	0.7704
Low	0.7617	0.7692	0.0075	1.0%	0.7506
Close	0.7709	0.7752	0.0043	0.6%	0.7699
Range	0.0117	0.0079	-0.0038	-32.2%	0.0198
ATR	0.0101	0.0099	-0.0002	-1.5%	0.0000
Volume	171,102	184,929	13,827	8.1%	1,196,412

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7943	0.7795
R3	0.7896	0.7864	0.7774
R2	0.7817	0.7817	0.7766
R1	0.7785	0.7785	0.7759	0.7801
PP	0.7738	0.7738	0.7738	0.7746
S1	0.7706	0.7706	0.7745	0.7722
S2	0.7659	0.7659	0.7738
S3	0.7580	0.7627	0.7730
S4	0.7501	0.7548	0.7709

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8230	0.8163	0.7808
R3	0.8032	0.7965	0.7753
R2	0.7834	0.7834	0.7735
R1	0.7767	0.7767	0.7717	0.7801
PP	0.7636	0.7636	0.7636	0.7653
S1	0.7569	0.7569	0.7681	0.7603
S2	0.7438	0.7438	0.7663
S3	0.7240	0.7371	0.7645
S4	0.7042	0.7173	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7771	0.7581	0.0190	2.5%	0.0107	1.4%	90%	True	False	178,980
10	0.7771	0.7409	0.0362	4.7%	0.0125	1.6%	95%	True	False	218,052
20	0.7771	0.7364	0.0407	5.2%	0.0097	1.3%	95%	True	False	128,970
40	0.7951	0.7364	0.0587	7.6%	0.0089	1.1%	66%	False	False	64,801
60	0.8027	0.7364	0.0663	8.6%	0.0094	1.2%	59%	False	False	43,280
80	0.8027	0.7362	0.0665	8.6%	0.0092	1.2%	59%	False	False	32,483

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	0.0031
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8106
2.618	0.7977
1.618	0.7898
1.000	0.7850
0.618	0.7819
HIGH	0.7771
0.618	0.7740
0.500	0.7731
0.382	0.7722
LOW	0.7692
0.618	0.7643
1.000	0.7613
1.618	0.7564
2.618	0.7485
4.250	0.7356

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	0.7745	0.7733
PP	0.7738	0.7713
S1	0.7731	0.7694

Download as Excel Spreadsheet

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

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