CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	0.7242	0.7278	0.0036	0.5%	0.7408
High	0.7308	0.7304	-0.0004	-0.1%	0.7409
Low	0.7242	0.7241	-0.0001	0.0%	0.7240
Close	0.7274	0.7247	-0.0027	-0.4%	0.7274
Range	0.0067	0.0064	-0.0003	-4.5%	0.0170
ATR	0.0071	0.0071	-0.0001	-0.8%	0.0000
Volume	199,414	160,566	-38,848	-19.5%	756,228

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7454	0.7414	0.7282
R3	0.7391	0.7351	0.7264
R2	0.7327	0.7327	0.7259
R1	0.7287	0.7287	0.7253	0.7276
PP	0.7264	0.7264	0.7264	0.7258
S1	0.7224	0.7224	0.7241	0.7212
S2	0.7200	0.7200	0.7235
S3	0.7137	0.7160	0.7230
S4	0.7073	0.7097	0.7212

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7714	0.7367
R3	0.7646	0.7545	0.7320
R2	0.7477	0.7477	0.7305
R1	0.7375	0.7375	0.7289	0.7341
PP	0.7307	0.7307	0.7307	0.7290
S1	0.7206	0.7206	0.7258	0.7172
S2	0.7138	0.7138	0.7242
S3	0.6968	0.7036	0.7227
S4	0.6799	0.6867	0.7180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7409	0.7240	0.0170	2.3%	0.0068	0.9%	4%	False	False	159,847
10	0.7520	0.7240	0.0280	3.9%	0.0062	0.9%	3%	False	False	148,555
20	0.7579	0.7240	0.0340	4.7%	0.0071	1.0%	2%	False	False	160,233
40	0.7763	0.7240	0.0524	7.2%	0.0071	1.0%	1%	False	False	148,506
60	0.7811	0.7240	0.0572	7.9%	0.0079	1.1%	1%	False	False	145,160
80	0.7951	0.7240	0.0712	9.8%	0.0080	1.1%	1%	False	False	109,053
100	0.8027	0.7240	0.0788	10.9%	0.0085	1.2%	1%	False	False	87,290
120	0.8027	0.7240	0.0788	10.9%	0.0085	1.2%	1%	False	False	72,758

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7574
2.618	0.7470
1.618	0.7407
1.000	0.7368
0.618	0.7343
HIGH	0.7304
0.618	0.7280
0.500	0.7272
0.382	0.7265
LOW	0.7241
0.618	0.7201
1.000	0.7177
1.618	0.7138
2.618	0.7074
4.250	0.6971

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	0.7272	0.7278
PP	0.7264	0.7268
S1	0.7255	0.7257

Download as Excel Spreadsheet

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

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