CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	0.7508	0.7526	0.0018	0.2%	0.7647
High	0.7540	0.7533	-0.0007	-0.1%	0.7665
Low	0.7492	0.7466	-0.0026	-0.3%	0.7535
Close	0.7528	0.7490	-0.0038	-0.5%	0.7545
Range	0.0048	0.0067	0.0019	39.6%	0.0130
ATR	0.0082	0.0080	-0.0001	-1.3%	0.0000
Volume	110,148	135,059	24,911	22.6%	734,514

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7660	0.7526
R3	0.7630	0.7593	0.7508
R2	0.7563	0.7563	0.7502
R1	0.7526	0.7526	0.7496	0.7511
PP	0.7496	0.7496	0.7496	0.7489
S1	0.7459	0.7459	0.7483	0.7444
S2	0.7429	0.7429	0.7477
S3	0.7362	0.7392	0.7471
S4	0.7295	0.7325	0.7453

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	0.7466	0.0182	2.4%	0.0068	0.9%	13%	False	True	132,388
10	0.7743	0.7466	0.0277	3.7%	0.0072	1.0%	8%	False	True	136,197
20	0.7811	0.7466	0.0345	4.6%	0.0078	1.0%	7%	False	True	146,901
40	0.7811	0.7364	0.0447	6.0%	0.0084	1.1%	28%	False	False	129,079
60	0.7951	0.7364	0.0587	7.8%	0.0084	1.1%	21%	False	False	86,236
80	0.8027	0.7364	0.0663	8.9%	0.0088	1.2%	19%	False	False	64,737
100	0.8027	0.7362	0.0665	8.9%	0.0088	1.2%	19%	False	False	51,807

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

Fibonacci Retracements and Extensions
4.250	0.7818
2.618	0.7708
1.618	0.7641
1.000	0.7600
0.618	0.7574
HIGH	0.7533
0.618	0.7507
0.500	0.7500
0.382	0.7492
LOW	0.7466
0.618	0.7425
1.000	0.7399
1.618	0.7358
2.618	0.7291
4.250	0.7181

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	0.7500	0.7507
PP	0.7496	0.7501
S1	0.7493	0.7495

Download as Excel Spreadsheet

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

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