CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 28-Apr-2023

Day Change Summary
	Previous	Current
	27-Apr-2023	28-Apr-2023	Change	Change %	Previous Week
Open	0.7541	0.7522	-0.0019	-0.3%	0.7522
High	0.7565	0.7556	-0.0009	-0.1%	0.7579
Low	0.7508	0.7378	-0.0131	-1.7%	0.7378
Close	0.7520	0.7395	-0.0126	-1.7%	0.7395
Range	0.0057	0.0178	0.0122	215.0%	0.0202
ATR	0.0071	0.0079	0.0008	10.7%	0.0000
Volume	145,119	280,798	135,679	93.5%	847,248

Daily Pivots for day following 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7977	0.7864	0.7492
R3	0.7799	0.7686	0.7443
R2	0.7621	0.7621	0.7427
R1	0.7508	0.7508	0.7411	0.7475
PP	0.7443	0.7443	0.7443	0.7426
S1	0.7330	0.7330	0.7378	0.7297
S2	0.7265	0.7265	0.7362
S3	0.7087	0.7152	0.7346
S4	0.6909	0.6974	0.7297

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.7926	0.7505
R3	0.7853	0.7725	0.7450
R2	0.7652	0.7652	0.7431
R1	0.7523	0.7523	0.7413	0.7487
PP	0.7450	0.7450	0.7450	0.7432
S1	0.7322	0.7322	0.7376	0.7285
S2	0.7249	0.7249	0.7358
S3	0.7047	0.7120	0.7339
S4	0.6846	0.6919	0.7284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7579	0.7378	0.0202	2.7%	0.0080	1.1%	8%	False	True	169,449
10	0.7579	0.7378	0.0202	2.7%	0.0067	0.9%	8%	False	True	144,680
20	0.7743	0.7378	0.0365	4.9%	0.0073	1.0%	5%	False	True	145,526
40	0.7811	0.7364	0.0447	6.0%	0.0086	1.2%	7%	False	False	155,655
60	0.7951	0.7364	0.0587	7.9%	0.0084	1.1%	5%	False	False	104,363
80	0.8027	0.7364	0.0663	9.0%	0.0088	1.2%	5%	False	False	78,335
100	0.8027	0.7364	0.0663	9.0%	0.0088	1.2%	5%	False	False	62,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	0.8312
2.618	0.8022
1.618	0.7844
1.000	0.7734
0.618	0.7666
HIGH	0.7556
0.618	0.7488
0.500	0.7467
0.382	0.7445
LOW	0.7378
0.618	0.7267
1.000	0.7200
1.618	0.7089
2.618	0.6911
4.250	0.6621

Fisher Pivots for day following 28-Apr-2023
Pivot	1 day	3 day
R1	0.7467	0.7478
PP	0.7443	0.7450
S1	0.7419	0.7422

Download as Excel Spreadsheet

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

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