CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	0.7620	0.7590	-0.0031	-0.4%	0.7751
High	0.7629	0.7650	0.0021	0.3%	0.7763
Low	0.7571	0.7561	-0.0011	-0.1%	0.7571
Close	0.7623	0.7640	0.0018	0.2%	0.7623
Range	0.0058	0.0090	0.0032	54.3%	0.0192
ATR	0.0091	0.0091	0.0000	-0.1%	0.0000
Volume	165,184	129,727	-35,457	-21.5%	733,016

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7852	0.7689
R3	0.7796	0.7763	0.7665
R2	0.7706	0.7706	0.7656
R1	0.7673	0.7673	0.7648	0.7690
PP	0.7617	0.7617	0.7617	0.7625
S1	0.7584	0.7584	0.7632	0.7600
S2	0.7527	0.7527	0.7624
S3	0.7438	0.7494	0.7615
S4	0.7348	0.7405	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	0.7561	0.0203	2.7%	0.0078	1.0%	39%	False	True	146,979
10	0.7811	0.7561	0.0251	3.3%	0.0083	1.1%	32%	False	True	155,233
20	0.7811	0.7364	0.0447	5.9%	0.0101	1.3%	62%	False	False	178,169
40	0.7844	0.7364	0.0480	6.3%	0.0087	1.1%	58%	False	False	91,132
60	0.8027	0.7364	0.0663	8.7%	0.0091	1.2%	42%	False	False	60,849
80	0.8027	0.7364	0.0663	8.7%	0.0092	1.2%	42%	False	False	45,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8030
2.618	0.7884
1.618	0.7795
1.000	0.7740
0.618	0.7705
HIGH	0.7650
0.618	0.7616
0.500	0.7605
0.382	0.7595
LOW	0.7561
0.618	0.7505
1.000	0.7471
1.618	0.7416
2.618	0.7326
4.250	0.7180

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	0.7628	0.7629
PP	0.7617	0.7617
S1	0.7605	0.7606

Download as Excel Spreadsheet

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

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