CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	0.7092	0.7180	0.0088	1.2%	0.7137
High	0.7272	0.7201	-0.0071	-1.0%	0.7272
Low	0.7008	0.7121	0.0114	1.6%	0.7008
Close	0.7168	0.7124	-0.0045	-0.6%	0.7124
Range	0.0265	0.0080	-0.0185	-69.8%	0.0265
ATR	0.0069	0.0069	0.0001	1.2%	0.0000
Volume	1,631	47	-1,584	-97.1%	1,763

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7336	0.7168
R3	0.7309	0.7256	0.7146
R2	0.7229	0.7229	0.7138
R1	0.7176	0.7176	0.7131	0.7162
PP	0.7149	0.7149	0.7149	0.7142
S1	0.7096	0.7096	0.7116	0.7082
S2	0.7069	0.7069	0.7109
S3	0.6989	0.7016	0.7102
S4	0.6909	0.6936	0.7080

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7790	0.7269
R3	0.7663	0.7526	0.7196
R2	0.7399	0.7399	0.7172
R1	0.7261	0.7261	0.7148	0.7198
PP	0.7134	0.7134	0.7134	0.7103
S1	0.6997	0.6997	0.7099	0.6933
S2	0.6870	0.6870	0.7075
S3	0.6605	0.6732	0.7051
S4	0.6341	0.6468	0.6978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7272	0.7008	0.0265	3.7%	0.0083	1.2%	44%	False	False	352
10	0.7272	0.7008	0.0265	3.7%	0.0059	0.8%	44%	False	False	301
20	0.7494	0.7008	0.0486	6.8%	0.0059	0.8%	24%	False	False	162
40	0.7814	0.7008	0.0806	11.3%	0.0053	0.7%	14%	False	False	84

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7541
2.618	0.7410
1.618	0.7330
1.000	0.7281
0.618	0.7250
HIGH	0.7201
0.618	0.7170
0.500	0.7161
0.382	0.7152
LOW	0.7121
0.618	0.7072
1.000	0.7041
1.618	0.6992
2.618	0.6912
4.250	0.6781

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	0.7161	0.7140
PP	0.7149	0.7134
S1	0.7136	0.7129

Download as Excel Spreadsheet

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

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