CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 05-May-2023

Day Change Summary
	Previous	Current
	04-May-2023	05-May-2023	Change	Change %	Previous Week
Open	0.7475	0.7498	0.0023	0.3%	0.7392
High	0.7540	0.7519	-0.0021	-0.3%	0.7540
Low	0.7463	0.7450	-0.0013	-0.2%	0.7306
Close	0.7505	0.7467	-0.0038	-0.5%	0.7467
Range	0.0077	0.0070	-0.0008	-9.7%	0.0234
ATR	0.0083	0.0082	-0.0001	-1.2%	0.0000
Volume	230,040	116,413	-113,627	-49.4%	869,972

Daily Pivots for day following 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7647	0.7505
R3	0.7618	0.7577	0.7486
R2	0.7548	0.7548	0.7480
R1	0.7508	0.7508	0.7473	0.7493
PP	0.7479	0.7479	0.7479	0.7471
S1	0.7438	0.7438	0.7461	0.7424
S2	0.7409	0.7409	0.7454
S3	0.7340	0.7369	0.7448
S4	0.7270	0.7299	0.7429

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8037	0.7596
R3	0.7905	0.7803	0.7531
R2	0.7671	0.7671	0.7510
R1	0.7569	0.7569	0.7488	0.7620
PP	0.7437	0.7437	0.7437	0.7463
S1	0.7335	0.7335	0.7446	0.7386
S2	0.7203	0.7203	0.7424
S3	0.6969	0.7101	0.7403
S4	0.6735	0.6867	0.7338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7540	0.7306	0.0234	3.1%	0.0081	1.1%	69%	False	False	173,994
10	0.7579	0.7306	0.0274	3.7%	0.0080	1.1%	59%	False	False	171,722
20	0.7665	0.7306	0.0359	4.8%	0.0074	1.0%	45%	False	False	152,564
40	0.7811	0.7306	0.0506	6.8%	0.0088	1.2%	32%	False	False	168,022
60	0.7844	0.7306	0.0539	7.2%	0.0083	1.1%	30%	False	False	118,824
80	0.8027	0.7306	0.0722	9.7%	0.0086	1.2%	22%	False	False	89,203
100	0.8027	0.7306	0.0722	9.7%	0.0089	1.2%	22%	False	False	71,387
120	0.8027	0.7243	0.0785	10.5%	0.0084	1.1%	29%	False	False	59,493

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7814
2.618	0.7701
1.618	0.7631
1.000	0.7589
0.618	0.7562
HIGH	0.7519
0.618	0.7492
0.500	0.7484
0.382	0.7476
LOW	0.7450
0.618	0.7407
1.000	0.7380
1.618	0.7337
2.618	0.7268
4.250	0.7154

Fisher Pivots for day following 05-May-2023
Pivot	1 day	3 day
R1	0.7484	0.7463
PP	0.7479	0.7459
S1	0.7473	0.7455

Download as Excel Spreadsheet

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

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