CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	0.7526	0.7492	-0.0035	-0.5%	0.7647
High	0.7533	0.7527	-0.0006	-0.1%	0.7665
Low	0.7466	0.7473	0.0007	0.1%	0.7535
Close	0.7490	0.7509	0.0019	0.3%	0.7545
Range	0.0067	0.0054	-0.0013	-19.4%	0.0130
ATR	0.0080	0.0079	-0.0002	-2.4%	0.0000
Volume	135,059	111,052	-24,007	-17.8%	734,514

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7641	0.7538
R3	0.7611	0.7587	0.7523
R2	0.7557	0.7557	0.7518
R1	0.7533	0.7533	0.7513	0.7545
PP	0.7503	0.7503	0.7503	0.7509
S1	0.7479	0.7479	0.7504	0.7491
S2	0.7449	0.7449	0.7499
S3	0.7395	0.7425	0.7494
S4	0.7341	0.7371	0.7479

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	0.7638	0.7466	0.0172	2.3%	0.0063	0.8%	25%	False	False	125,975
10	0.7728	0.7466	0.0262	3.5%	0.0070	0.9%	16%	False	False	131,732
20	0.7811	0.7466	0.0345	4.6%	0.0074	1.0%	12%	False	False	143,898
40	0.7811	0.7364	0.0447	6.0%	0.0085	1.1%	32%	False	False	131,836
60	0.7951	0.7364	0.0587	7.8%	0.0084	1.1%	25%	False	False	88,086
80	0.8027	0.7364	0.0663	8.8%	0.0088	1.2%	22%	False	False	66,123
100	0.8027	0.7362	0.0665	8.9%	0.0088	1.2%	22%	False	False	52,917

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7668
1.618	0.7614
1.000	0.7581
0.618	0.7560
HIGH	0.7527
0.618	0.7506
0.500	0.7500
0.382	0.7494
LOW	0.7473
0.618	0.7440
1.000	0.7419
1.618	0.7386
2.618	0.7332
4.250	0.7244

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	0.7506	0.7507
PP	0.7503	0.7505
S1	0.7500	0.7503

Download as Excel Spreadsheet

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

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