CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	0.7492	0.7515	0.0023	0.3%	0.7541
High	0.7527	0.7552	0.0025	0.3%	0.7552
Low	0.7473	0.7499	0.0026	0.3%	0.7466
Close	0.7509	0.7514	0.0006	0.1%	0.7514
Range	0.0054	0.0054	-0.0001	-0.9%	0.0086
ATR	0.0079	0.0077	-0.0002	-2.3%	0.0000
Volume	111,052	130,107	19,055	17.2%	599,555

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7652	0.7543
R3	0.7629	0.7598	0.7529
R2	0.7575	0.7575	0.7524
R1	0.7545	0.7545	0.7519	0.7533
PP	0.7522	0.7522	0.7522	0.7516
S1	0.7491	0.7491	0.7509	0.7480
S2	0.7468	0.7468	0.7504
S3	0.7415	0.7438	0.7499
S4	0.7361	0.7384	0.7485

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7769	0.7727	0.7561
R3	0.7683	0.7641	0.7538
R2	0.7597	0.7597	0.7530
R1	0.7555	0.7555	0.7522	0.7533
PP	0.7511	0.7511	0.7511	0.7500
S1	0.7469	0.7469	0.7506	0.7447
S2	0.7425	0.7425	0.7498
S3	0.7339	0.7383	0.7490
S4	0.7253	0.7297	0.7467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7552	0.7466	0.0086	1.1%	0.0054	0.7%	56%	True	False	119,911
10	0.7665	0.7466	0.0199	2.6%	0.0069	0.9%	24%	False	False	133,406
20	0.7811	0.7466	0.0345	4.6%	0.0073	1.0%	14%	False	False	141,157
40	0.7811	0.7364	0.0447	5.9%	0.0085	1.1%	34%	False	False	135,064
60	0.7951	0.7364	0.0587	7.8%	0.0083	1.1%	26%	False	False	90,253
80	0.8027	0.7364	0.0663	8.8%	0.0088	1.2%	23%	False	False	67,749
100	0.8027	0.7362	0.0665	8.9%	0.0088	1.2%	23%	False	False	54,218

Crabel Price Patterns
NR	True
NR4	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7692
1.618	0.7639
1.000	0.7606
0.618	0.7585
HIGH	0.7552
0.618	0.7532
0.500	0.7525
0.382	0.7519
LOW	0.7499
0.618	0.7465
1.000	0.7445
1.618	0.7412
2.618	0.7358
4.250	0.7271

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	0.7525	0.7512
PP	0.7522	0.7511
S1	0.7518	0.7509

Download as Excel Spreadsheet

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

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