CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	0.7392	0.7323	-0.0070	-0.9%	0.7522
High	0.7393	0.7384	-0.0009	-0.1%	0.7579
Low	0.7319	0.7306	-0.0013	-0.2%	0.7378
Close	0.7322	0.7364	0.0042	0.6%	0.7395
Range	0.0074	0.0078	0.0004	5.4%	0.0202
ATR	0.0079	0.0079	0.0000	-0.1%	0.0000
Volume	142,451	190,456	48,005	33.7%	847,248

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7552	0.7406
R3	0.7507	0.7474	0.7385
R2	0.7429	0.7429	0.7378
R1	0.7396	0.7396	0.7371	0.7413
PP	0.7351	0.7351	0.7351	0.7359
S1	0.7318	0.7318	0.7356	0.7335
S2	0.7273	0.7273	0.7349
S3	0.7195	0.7240	0.7342
S4	0.7117	0.7162	0.7321

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	0.7306	0.0274	3.7%	0.0088	1.2%	21%	False	True	186,458
10	0.7579	0.7306	0.0274	3.7%	0.0073	1.0%	21%	False	True	155,637
20	0.7743	0.7306	0.0437	5.9%	0.0074	1.0%	13%	False	True	147,426
40	0.7811	0.7306	0.0506	6.9%	0.0088	1.2%	11%	False	True	162,798
60	0.7844	0.7306	0.0539	7.3%	0.0083	1.1%	11%	False	True	109,896
80	0.8027	0.7306	0.0722	9.8%	0.0087	1.2%	8%	False	True	82,493
100	0.8027	0.7306	0.0722	9.8%	0.0088	1.2%	8%	False	True	66,019

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7588
1.618	0.7510
1.000	0.7462
0.618	0.7432
HIGH	0.7384
0.618	0.7354
0.500	0.7345
0.382	0.7335
LOW	0.7306
0.618	0.7257
1.000	0.7228
1.618	0.7179
2.618	0.7101
4.250	0.6974

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	0.7357	0.7431
PP	0.7351	0.7408
S1	0.7345	0.7386

Download as Excel Spreadsheet

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

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