CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	0.7619	0.7620	0.0002	0.0%	0.7751
High	0.7652	0.7629	-0.0023	-0.3%	0.7763
Low	0.7608	0.7571	-0.0037	-0.5%	0.7571
Close	0.7638	0.7623	-0.0015	-0.2%	0.7623
Range	0.0044	0.0058	0.0015	33.3%	0.0192
ATR	0.0093	0.0091	-0.0002	-2.0%	0.0000
Volume	125,911	165,184	39,273	31.2%	733,016

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7782	0.7760	0.7654
R3	0.7724	0.7702	0.7638
R2	0.7666	0.7666	0.7633
R1	0.7644	0.7644	0.7628	0.7655
PP	0.7608	0.7608	0.7608	0.7613
S1	0.7586	0.7586	0.7617	0.7597
S2	0.7550	0.7550	0.7612
S3	0.7492	0.7528	0.7607
S4	0.7434	0.7470	0.7591

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8228	0.8117	0.7728
R3	0.8036	0.7925	0.7675
R2	0.7844	0.7844	0.7658
R1	0.7733	0.7733	0.7640	0.7693
PP	0.7652	0.7652	0.7652	0.7632
S1	0.7541	0.7541	0.7605	0.7501
S2	0.7460	0.7460	0.7587
S3	0.7268	0.7349	0.7570
S4	0.7076	0.7157	0.7517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7763	0.7571	0.0192	2.5%	0.0075	1.0%	27%	False	True	146,603
10	0.7811	0.7571	0.0240	3.1%	0.0087	1.1%	21%	False	True	163,654
20	0.7811	0.7364	0.0447	5.9%	0.0099	1.3%	58%	False	False	173,555
40	0.7939	0.7364	0.0575	7.5%	0.0089	1.2%	45%	False	False	87,899
60	0.8027	0.7364	0.0663	8.7%	0.0092	1.2%	39%	False	False	58,689
80	0.8027	0.7364	0.0663	8.7%	0.0091	1.2%	39%	False	False	44,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7781
1.618	0.7723
1.000	0.7687
0.618	0.7665
HIGH	0.7629
0.618	0.7607
0.500	0.7600
0.382	0.7593
LOW	0.7571
0.618	0.7535
1.000	0.7513
1.618	0.7477
2.618	0.7419
4.250	0.7325

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	0.7615	0.7656
PP	0.7608	0.7645
S1	0.7600	0.7634

Download as Excel Spreadsheet

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

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