CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	0.7614	0.7541	-0.0073	-1.0%	0.7647
High	0.7638	0.7549	-0.0089	-1.2%	0.7665
Low	0.7542	0.7500	-0.0042	-0.6%	0.7535
Close	0.7545	0.7510	-0.0036	-0.5%	0.7545
Range	0.0096	0.0049	-0.0047	-49.2%	0.0130
ATR	0.0087	0.0084	-0.0003	-3.2%	0.0000
Volume	160,431	113,189	-47,242	-29.4%	734,514

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7636	0.7536
R3	0.7616	0.7587	0.7523
R2	0.7568	0.7568	0.7518
R1	0.7539	0.7539	0.7514	0.7529
PP	0.7519	0.7519	0.7519	0.7515
S1	0.7490	0.7490	0.7505	0.7481
S2	0.7471	0.7471	0.7501
S3	0.7422	0.7442	0.7496
S4	0.7374	0.7393	0.7483

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7887	0.7616
R3	0.7841	0.7758	0.7581
R2	0.7711	0.7711	0.7569
R1	0.7628	0.7628	0.7557	0.7605
PP	0.7582	0.7582	0.7582	0.7570
S1	0.7499	0.7499	0.7533	0.7475
S2	0.7452	0.7452	0.7521
S3	0.7323	0.7369	0.7509
S4	0.7193	0.7240	0.7474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7648	0.7500	0.0148	2.0%	0.0069	0.9%	6%	False	True	136,569
10	0.7743	0.7500	0.0243	3.2%	0.0079	1.0%	4%	False	True	141,173
20	0.7811	0.7500	0.0311	4.1%	0.0083	1.1%	3%	False	True	152,413
40	0.7811	0.7364	0.0447	6.0%	0.0085	1.1%	33%	False	False	122,989
60	0.7953	0.7364	0.0589	7.8%	0.0086	1.1%	25%	False	False	82,154
80	0.8027	0.7364	0.0663	8.8%	0.0092	1.2%	22%	False	False	61,676
100	0.8027	0.7243	0.0785	10.4%	0.0087	1.2%	34%	False	False	49,355

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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7675
1.618	0.7627
1.000	0.7597
0.618	0.7578
HIGH	0.7549
0.618	0.7530
0.500	0.7524
0.382	0.7519
LOW	0.7500
0.618	0.7470
1.000	0.7452
1.618	0.7422
2.618	0.7373
4.250	0.7294

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	0.7524	0.7574
PP	0.7519	0.7552
S1	0.7514	0.7531

Download as Excel Spreadsheet

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

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