CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	0.7724	0.7745	0.0021	0.3%	0.7768
High	0.7767	0.7784	0.0018	0.2%	0.7801
Low	0.7721	0.7703	-0.0019	-0.2%	0.7676
Close	0.7743	0.7704	-0.0039	-0.5%	0.7743
Range	0.0046	0.0082	0.0036	79.1%	0.0125
ATR	0.0107	0.0105	-0.0002	-1.7%	0.0000
Volume	92,170	112,521	20,351	22.1%	559,919

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7921	0.7748
R3	0.7893	0.7839	0.7726
R2	0.7812	0.7812	0.7718
R1	0.7758	0.7758	0.7711	0.7744
PP	0.7730	0.7730	0.7730	0.7723
S1	0.7676	0.7676	0.7696	0.7662
S2	0.7649	0.7649	0.7689
S3	0.7567	0.7595	0.7681
S4	0.7486	0.7513	0.7659

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8054	0.7811
R3	0.7990	0.7929	0.7777
R2	0.7865	0.7865	0.7765
R1	0.7804	0.7804	0.7754	0.7772
PP	0.7740	0.7740	0.7740	0.7724
S1	0.7679	0.7679	0.7731	0.7647
S2	0.7615	0.7615	0.7720
S3	0.7490	0.7554	0.7708
S4	0.7365	0.7429	0.7674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7676	0.0122	1.6%	0.0077	1.0%	23%	False	False	110,719
10	0.7919	0.7655	0.0264	3.4%	0.0106	1.4%	18%	False	False	147,754
20	0.7919	0.7483	0.0436	5.7%	0.0114	1.5%	51%	False	False	149,758
40	0.7919	0.7321	0.0598	7.8%	0.0111	1.4%	64%	False	False	113,384
60	0.7919	0.6855	0.1064	13.8%	0.0107	1.4%	80%	False	False	75,837
80	0.7919	0.6710	0.1209	15.7%	0.0097	1.3%	82%	False	False	56,948
100	0.7919	0.6710	0.1209	15.7%	0.0088	1.1%	82%	False	False	45,593
120	0.7919	0.6710	0.1209	15.7%	0.0081	1.0%	82%	False	False	37,996

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.7997
1.618	0.7916
1.000	0.7866
0.618	0.7834
HIGH	0.7784
0.618	0.7753
0.500	0.7743
0.382	0.7734
LOW	0.7703
0.618	0.7652
1.000	0.7621
1.618	0.7571
2.618	0.7489
4.250	0.7356

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	0.7743	0.7749
PP	0.7730	0.7734
S1	0.7717	0.7719

Download as Excel Spreadsheet

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

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