CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 04-May-2023

Day Change Summary
	Previous	Current
	03-May-2023	04-May-2023	Change	Change %	Previous Week
Open	0.7372	0.7475	0.0104	1.4%	0.7522
High	0.7474	0.7540	0.0066	0.9%	0.7579
Low	0.7370	0.7463	0.0093	1.3%	0.7378
Close	0.7431	0.7505	0.0074	1.0%	0.7395
Range	0.0104	0.0077	-0.0027	-26.0%	0.0202
ATR	0.0081	0.0083	0.0002	2.4%	0.0000
Volume	190,612	230,040	39,428	20.7%	847,248

Daily Pivots for day following 04-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7696	0.7547
R3	0.7656	0.7619	0.7526
R2	0.7579	0.7579	0.7519
R1	0.7542	0.7542	0.7512	0.7561
PP	0.7502	0.7502	0.7502	0.7512
S1	0.7465	0.7465	0.7497	0.7484
S2	0.7425	0.7425	0.7490
S3	0.7348	0.7388	0.7483
S4	0.7271	0.7311	0.7462

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	0.7556	0.7306	0.0250	3.3%	0.0102	1.4%	80%	False	False	206,871
10	0.7579	0.7306	0.0274	3.6%	0.0079	1.0%	73%	False	False	173,091
20	0.7728	0.7306	0.0422	5.6%	0.0074	1.0%	47%	False	False	152,411
40	0.7811	0.7306	0.0506	6.7%	0.0088	1.2%	39%	False	False	167,591
60	0.7844	0.7306	0.0539	7.2%	0.0082	1.1%	37%	False	False	116,890
80	0.8027	0.7306	0.0722	9.6%	0.0086	1.1%	28%	False	False	87,748
100	0.8027	0.7306	0.0722	9.6%	0.0089	1.2%	28%	False	False	70,223
120	0.8027	0.7194	0.0833	11.1%	0.0084	1.1%	37%	False	False	58,523

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7741
1.618	0.7664
1.000	0.7617
0.618	0.7587
HIGH	0.7540
0.618	0.7510
0.500	0.7501
0.382	0.7492
LOW	0.7463
0.618	0.7415
1.000	0.7386
1.618	0.7338
2.618	0.7261
4.250	0.7135

Fisher Pivots for day following 04-May-2023
Pivot	1 day	3 day
R1	0.7503	0.7477
PP	0.7502	0.7450
S1	0.7501	0.7423

Download as Excel Spreadsheet

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

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