CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	0.7323	0.7372	0.0049	0.7%	0.7522
High	0.7384	0.7474	0.0090	1.2%	0.7579
Low	0.7306	0.7370	0.0064	0.9%	0.7378
Close	0.7364	0.7431	0.0068	0.9%	0.7395
Range	0.0078	0.0104	0.0026	33.3%	0.0202
ATR	0.0079	0.0081	0.0002	2.8%	0.0000
Volume	190,456	190,612	156	0.1%	847,248

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7688	0.7488
R3	0.7633	0.7584	0.7460
R2	0.7529	0.7529	0.7450
R1	0.7480	0.7480	0.7441	0.7504
PP	0.7425	0.7425	0.7425	0.7437
S1	0.7376	0.7376	0.7421	0.7400
S2	0.7321	0.7321	0.7412
S3	0.7217	0.7272	0.7402
S4	0.7113	0.7168	0.7374

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	0.7565	0.7306	0.0259	3.5%	0.0098	1.3%	48%	False	False	189,887
10	0.7579	0.7306	0.0274	3.7%	0.0076	1.0%	46%	False	False	161,192
20	0.7743	0.7306	0.0437	5.9%	0.0074	1.0%	29%	False	False	148,694
40	0.7811	0.7306	0.0506	6.8%	0.0088	1.2%	25%	False	False	165,618
60	0.7844	0.7306	0.0539	7.2%	0.0083	1.1%	23%	False	False	113,064
80	0.8027	0.7306	0.0722	9.7%	0.0086	1.2%	17%	False	False	84,874
100	0.8027	0.7306	0.0722	9.7%	0.0088	1.2%	17%	False	False	67,924
120	0.8027	0.7032	0.0995	13.4%	0.0084	1.1%	40%	False	False	56,607

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7916
2.618	0.7746
1.618	0.7642
1.000	0.7578
0.618	0.7538
HIGH	0.7474
0.618	0.7434
0.500	0.7422
0.382	0.7409
LOW	0.7370
0.618	0.7305
1.000	0.7266
1.618	0.7201
2.618	0.7097
4.250	0.6928

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	0.7428	0.7417
PP	0.7425	0.7403
S1	0.7422	0.7390

Download as Excel Spreadsheet

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

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