CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	0.7637	0.7676	0.0039	0.5%	0.7751
High	0.7688	0.7743	0.0055	0.7%	0.7763
Low	0.7593	0.7668	0.0075	1.0%	0.7571
Close	0.7682	0.7712	0.0030	0.4%	0.7623
Range	0.0095	0.0075	-0.0020	-21.2%	0.0192
ATR	0.0091	0.0090	-0.0001	-1.3%	0.0000
Volume	165,244	155,702	-9,542	-5.8%	733,016

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7896	0.7752
R3	0.7856	0.7821	0.7732
R2	0.7782	0.7782	0.7725
R1	0.7747	0.7747	0.7718	0.7764
PP	0.7707	0.7707	0.7707	0.7716
S1	0.7672	0.7672	0.7705	0.7690
S2	0.7633	0.7633	0.7698
S3	0.7558	0.7598	0.7691
S4	0.7484	0.7523	0.7671

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	0.7743	0.7561	0.0182	2.4%	0.0072	0.9%	83%	True	False	148,353
10	0.7811	0.7561	0.0251	3.2%	0.0079	1.0%	60%	False	False	156,065
20	0.7811	0.7393	0.0419	5.4%	0.0102	1.3%	76%	False	False	182,770
40	0.7844	0.7364	0.0480	6.2%	0.0086	1.1%	72%	False	False	99,129
60	0.8027	0.7364	0.0663	8.6%	0.0090	1.2%	52%	False	False	66,194
80	0.8027	0.7364	0.0663	8.6%	0.0093	1.2%	52%	False	False	49,676
100	0.8027	0.7194	0.0833	10.8%	0.0086	1.1%	62%	False	False	39,746

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8059
2.618	0.7938
1.618	0.7863
1.000	0.7817
0.618	0.7789
HIGH	0.7743
0.618	0.7714
0.500	0.7705
0.382	0.7696
LOW	0.7668
0.618	0.7622
1.000	0.7594
1.618	0.7547
2.618	0.7473
4.250	0.7351

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	0.7709	0.7692
PP	0.7707	0.7672
S1	0.7705	0.7652

Download as Excel Spreadsheet

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

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