CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	0.7647	0.7560	-0.0087	-1.1%	0.7590
High	0.7665	0.7597	-0.0068	-0.9%	0.7743
Low	0.7547	0.7550	0.0003	0.0%	0.7561
Close	0.7560	0.7552	-0.0009	-0.1%	0.7670
Range	0.0118	0.0048	-0.0071	-59.7%	0.0182
ATR	0.0091	0.0088	-0.0003	-3.4%	0.0000
Volume	164,858	118,274	-46,584	-28.3%	564,031

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7678	0.7578
R3	0.7661	0.7630	0.7565
R2	0.7614	0.7614	0.7560
R1	0.7583	0.7583	0.7556	0.7574
PP	0.7566	0.7566	0.7566	0.7562
S1	0.7535	0.7535	0.7547	0.7527
S2	0.7519	0.7519	0.7543
S3	0.7471	0.7488	0.7538
S4	0.7424	0.7440	0.7525

Weekly Pivots for week ending 07-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	0.7547	0.0196	2.6%	0.0080	1.1%	3%	False	False	143,487
10	0.7763	0.7547	0.0217	2.9%	0.0079	1.0%	2%	False	False	145,233
20	0.7811	0.7506	0.0305	4.0%	0.0094	1.2%	15%	False	False	169,762
40	0.7811	0.7364	0.0447	5.9%	0.0086	1.1%	42%	False	False	108,982
60	0.8027	0.7364	0.0663	8.8%	0.0090	1.2%	28%	False	False	72,765
80	0.8027	0.7364	0.0663	8.8%	0.0092	1.2%	28%	False	False	54,624
100	0.8027	0.7243	0.0785	10.4%	0.0085	1.1%	39%	False	False	43,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7721
1.618	0.7674
1.000	0.7645
0.618	0.7626
HIGH	0.7597
0.618	0.7579
0.500	0.7573
0.382	0.7568
LOW	0.7550
0.618	0.7520
1.000	0.7502
1.618	0.7473
2.618	0.7425
4.250	0.7348

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	0.7573	0.7637
PP	0.7566	0.7609
S1	0.7559	0.7580

Download as Excel Spreadsheet

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

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