CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	0.7540	0.7541	0.0001	0.0%	0.7541
High	0.7579	0.7565	-0.0015	-0.2%	0.7552
Low	0.7525	0.7508	-0.0017	-0.2%	0.7466
Close	0.7548	0.7520	-0.0028	-0.4%	0.7514
Range	0.0054	0.0057	0.0003	4.6%	0.0086
ATR	0.0072	0.0071	-0.0001	-1.6%	0.0000
Volume	173,470	145,119	-28,351	-16.3%	599,555

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7667	0.7551
R3	0.7644	0.7610	0.7536
R2	0.7587	0.7587	0.7530
R1	0.7554	0.7554	0.7525	0.7542
PP	0.7531	0.7531	0.7531	0.7525
S1	0.7497	0.7497	0.7515	0.7486
S2	0.7474	0.7474	0.7510
S3	0.7418	0.7441	0.7504
S4	0.7361	0.7384	0.7489

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	0.7579	0.7484	0.0095	1.3%	0.0055	0.7%	38%	False	False	139,311
10	0.7638	0.7466	0.0172	2.3%	0.0059	0.8%	31%	False	False	132,643
20	0.7743	0.7466	0.0277	3.7%	0.0067	0.9%	20%	False	False	137,782
40	0.7811	0.7364	0.0447	5.9%	0.0083	1.1%	35%	False	False	148,842
60	0.7951	0.7364	0.0587	7.8%	0.0083	1.1%	27%	False	False	99,686
80	0.8027	0.7364	0.0663	8.8%	0.0087	1.2%	24%	False	False	74,827
100	0.8027	0.7364	0.0663	8.8%	0.0088	1.2%	24%	False	False	59,882

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7805
2.618	0.7712
1.618	0.7656
1.000	0.7621
0.618	0.7599
HIGH	0.7565
0.618	0.7543
0.500	0.7536
0.382	0.7530
LOW	0.7508
0.618	0.7473
1.000	0.7452
1.618	0.7417
2.618	0.7360
4.250	0.7268

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	0.7536	0.7538
PP	0.7531	0.7532
S1	0.7525	0.7526

Download as Excel Spreadsheet

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

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