CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 10-May-2023

Day Change Summary
	Previous	Current
	09-May-2023	10-May-2023	Change	Change %	Previous Week
Open	0.7449	0.7441	-0.0008	-0.1%	0.7392
High	0.7469	0.7502	0.0033	0.4%	0.7540
Low	0.7433	0.7427	-0.0007	-0.1%	0.7306
Close	0.7444	0.7494	0.0050	0.7%	0.7467
Range	0.0036	0.0075	0.0040	111.3%	0.0234
ATR	0.0076	0.0075	0.0000	0.0%	0.0000
Volume	115,121	170,631	55,510	48.2%	869,972

Daily Pivots for day following 10-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7672	0.7535
R3	0.7624	0.7597	0.7515
R2	0.7549	0.7549	0.7508
R1	0.7522	0.7522	0.7501	0.7535
PP	0.7474	0.7474	0.7474	0.7481
S1	0.7447	0.7447	0.7487	0.7460
S2	0.7399	0.7399	0.7480
S3	0.7324	0.7372	0.7473
S4	0.7249	0.7297	0.7453

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	0.7427	0.0113	1.5%	0.0059	0.8%	60%	False	True	147,713
10	0.7565	0.7306	0.0259	3.5%	0.0078	1.0%	73%	False	False	168,800
20	0.7648	0.7306	0.0342	4.6%	0.0070	0.9%	55%	False	False	150,621
40	0.7811	0.7306	0.0506	6.7%	0.0081	1.1%	37%	False	False	158,522
60	0.7811	0.7306	0.0506	6.7%	0.0080	1.1%	37%	False	False	125,316
80	0.8027	0.7306	0.0722	9.6%	0.0084	1.1%	26%	False	False	94,072
100	0.8027	0.7306	0.0722	9.6%	0.0088	1.2%	26%	False	False	75,302
120	0.8027	0.7243	0.0785	10.5%	0.0082	1.1%	32%	False	False	62,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7820
2.618	0.7698
1.618	0.7623
1.000	0.7577
0.618	0.7548
HIGH	0.7502
0.618	0.7473
0.500	0.7464
0.382	0.7455
LOW	0.7427
0.618	0.7380
1.000	0.7352
1.618	0.7305
2.618	0.7230
4.250	0.7108

Fisher Pivots for day following 10-May-2023
Pivot	1 day	3 day
R1	0.7484	0.7484
PP	0.7474	0.7474
S1	0.7464	0.7464

Download as Excel Spreadsheet

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

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