CME Japanese Yen Future June 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	0.7201	0.7164	-0.0037	-0.5%	0.7278
High	0.7228	0.7193	-0.0036	-0.5%	0.7304
Low	0.7155	0.7130	-0.0026	-0.4%	0.7130
Close	0.7168	0.7134	-0.0034	-0.5%	0.7134
Range	0.0073	0.0063	-0.0010	-13.7%	0.0175
ATR	0.0069	0.0068	0.0000	-0.6%	0.0000
Volume	195,622	191,912	-3,710	-1.9%	877,053

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7341	0.7300	0.7168
R3	0.7278	0.7237	0.7151
R2	0.7215	0.7215	0.7145
R1	0.7174	0.7174	0.7139	0.7163
PP	0.7152	0.7152	0.7152	0.7146
S1	0.7111	0.7111	0.7128	0.7100
S2	0.7089	0.7089	0.7122
S3	0.7026	0.7048	0.7116
S4	0.6963	0.6985	0.7099

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7598	0.7229
R3	0.7538	0.7423	0.7181
R2	0.7364	0.7364	0.7165
R1	0.7249	0.7249	0.7149	0.7219
PP	0.7189	0.7189	0.7189	0.7174
S1	0.7074	0.7074	0.7118	0.7044
S2	0.7015	0.7015	0.7102
S3	0.6840	0.6900	0.7086
S4	0.6666	0.6725	0.7038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7304	0.7130	0.0175	2.4%	0.0062	0.9%	2%	False	True	175,410
10	0.7409	0.7130	0.0280	3.9%	0.0062	0.9%	1%	False	True	163,328
20	0.7540	0.7130	0.0410	5.7%	0.0065	0.9%	1%	False	True	158,918
40	0.7743	0.7130	0.0613	8.6%	0.0069	1.0%	1%	False	True	152,222
60	0.7811	0.7130	0.0682	9.6%	0.0079	1.1%	1%	False	True	156,743
80	0.7951	0.7130	0.0822	11.5%	0.0079	1.1%	0%	False	True	118,002
100	0.8027	0.7130	0.0898	12.6%	0.0084	1.2%	0%	False	True	94,452
120	0.8027	0.7130	0.0898	12.6%	0.0084	1.2%	0%	False	True	78,728

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7460
2.618	0.7357
1.618	0.7294
1.000	0.7256
0.618	0.7231
HIGH	0.7193
0.618	0.7168
0.500	0.7161
0.382	0.7154
LOW	0.7130
0.618	0.7091
1.000	0.7067
1.618	0.7028
2.618	0.6965
4.250	0.6862

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	0.7161	0.7196
PP	0.7152	0.7175
S1	0.7143	0.7154

Download as Excel Spreadsheet

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

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