CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	0.7246	0.7248	0.0003	0.0%	0.7408
High	0.7263	0.7263	0.0001	0.0%	0.7409
Low	0.7227	0.7190	-0.0037	-0.5%	0.7240
Close	0.7250	0.7215	-0.0035	-0.5%	0.7274
Range	0.0036	0.0073	0.0037	102.8%	0.0170
ATR	0.0068	0.0069	0.0000	0.5%	0.0000
Volume	155,099	173,854	18,755	12.1%	756,228

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7401	0.7255
R3	0.7369	0.7328	0.7235
R2	0.7296	0.7296	0.7228
R1	0.7255	0.7255	0.7221	0.7239
PP	0.7223	0.7223	0.7223	0.7214
S1	0.7182	0.7182	0.7208	0.7166
S2	0.7150	0.7150	0.7201
S3	0.7077	0.7109	0.7194
S4	0.7004	0.7036	0.7174

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	0.7317	0.7190	0.0127	1.8%	0.0063	0.9%	19%	False	True	172,779
10	0.7520	0.7190	0.0330	4.6%	0.0062	0.9%	7%	False	True	152,875
20	0.7565	0.7190	0.0375	5.2%	0.0070	1.0%	7%	False	True	160,838
40	0.7743	0.7190	0.0553	7.7%	0.0070	1.0%	4%	False	True	150,186
60	0.7811	0.7190	0.0621	8.6%	0.0079	1.1%	4%	False	True	150,575
80	0.7951	0.7190	0.0761	10.5%	0.0080	1.1%	3%	False	True	113,161
100	0.8027	0.7190	0.0837	11.6%	0.0085	1.2%	3%	False	True	90,579
120	0.8027	0.7190	0.0837	11.6%	0.0085	1.2%	3%	False	True	75,498

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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7573
2.618	0.7454
1.618	0.7381
1.000	0.7336
0.618	0.7308
HIGH	0.7263
0.618	0.7235
0.500	0.7227
0.382	0.7218
LOW	0.7190
0.618	0.7145
1.000	0.7117
1.618	0.7072
2.618	0.6999
4.250	0.6880

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	0.7227	0.7247
PP	0.7223	0.7236
S1	0.7219	0.7225

Download as Excel Spreadsheet

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

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