CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 06-Apr-2023

Day Change Summary
	Previous	Current
	05-Apr-2023	06-Apr-2023	Change	Change %	Previous Week
Open	0.7676	0.7699	0.0023	0.3%	0.7590
High	0.7743	0.7728	-0.0015	-0.2%	0.7743
Low	0.7668	0.7662	-0.0007	-0.1%	0.7561
Close	0.7712	0.7670	-0.0042	-0.5%	0.7670
Range	0.0075	0.0066	-0.0009	-11.4%	0.0182
ATR	0.0090	0.0088	-0.0002	-1.9%	0.0000
Volume	155,702	113,358	-42,344	-27.2%	564,031

Daily Pivots for day following 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7843	0.7706
R3	0.7818	0.7777	0.7688
R2	0.7752	0.7752	0.7682
R1	0.7711	0.7711	0.7676	0.7699
PP	0.7686	0.7686	0.7686	0.7680
S1	0.7645	0.7645	0.7664	0.7633
S2	0.7620	0.7620	0.7658
S3	0.7554	0.7579	0.7652
S4	0.7488	0.7513	0.7634

Weekly Pivots for week ending 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8119	0.7770
R3	0.8022	0.7937	0.7720
R2	0.7840	0.7840	0.7703
R1	0.7755	0.7755	0.7687	0.7797
PP	0.7658	0.7658	0.7658	0.7679
S1	0.7573	0.7573	0.7653	0.7615
S2	0.7476	0.7476	0.7637
S3	0.7294	0.7391	0.7620
S4	0.7112	0.7209	0.7570

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%	0.0077	1.0%	60%	False	False	145,843
10	0.7811	0.7561	0.0251	3.3%	0.0078	1.0%	44%	False	False	148,908
20	0.7811	0.7409	0.0403	5.2%	0.0101	1.3%	65%	False	False	183,480
40	0.7844	0.7364	0.0480	6.3%	0.0087	1.1%	64%	False	False	101,953
60	0.8027	0.7364	0.0663	8.6%	0.0090	1.2%	46%	False	False	68,083
80	0.8027	0.7364	0.0663	8.6%	0.0093	1.2%	46%	False	False	51,093
100	0.8027	0.7243	0.0785	10.2%	0.0086	1.1%	54%	False	False	40,879

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7900
1.618	0.7834
1.000	0.7794
0.618	0.7768
HIGH	0.7728
0.618	0.7702
0.500	0.7695
0.382	0.7687
LOW	0.7662
0.618	0.7621
1.000	0.7596
1.618	0.7555
2.618	0.7489
4.250	0.7381

Fisher Pivots for day following 06-Apr-2023
Pivot	1 day	3 day
R1	0.7695	0.7669
PP	0.7686	0.7669
S1	0.7678	0.7668

Download as Excel Spreadsheet

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

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