CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	0.7193	0.7281	0.0089	1.2%	0.7241
High	0.7293	0.7349	0.0057	0.8%	0.7349
Low	0.7174	0.7268	0.0094	1.3%	0.7141
Close	0.7282	0.7291	0.0010	0.1%	0.7291
Range	0.0119	0.0082	-0.0038	-31.5%	0.0208
ATR	0.0094	0.0093	-0.0001	-1.0%	0.0000
Volume	1,413	1,413	0	0.0%	4,240

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7501	0.7336
R3	0.7466	0.7419	0.7313
R2	0.7384	0.7384	0.7306
R1	0.7338	0.7338	0.7298	0.7361
PP	0.7303	0.7303	0.7303	0.7314
S1	0.7256	0.7256	0.7284	0.7279
S2	0.7221	0.7221	0.7276
S3	0.7140	0.7175	0.7269
S4	0.7058	0.7093	0.7246

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7796	0.7405
R3	0.7676	0.7588	0.7348
R2	0.7468	0.7468	0.7329
R1	0.7380	0.7380	0.7310	0.7424
PP	0.7260	0.7260	0.7260	0.7283
S1	0.7172	0.7172	0.7272	0.7216
S2	0.7052	0.7052	0.7253
S3	0.6844	0.6964	0.7234
S4	0.6636	0.6756	0.7177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7349	0.7141	0.0208	2.9%	0.0080	1.1%	72%	True	False	927
10	0.7375	0.7136	0.0240	3.3%	0.0099	1.4%	65%	False	False	592
20	0.7375	0.6841	0.0534	7.3%	0.0096	1.3%	84%	False	False	379
40	0.7375	0.6710	0.0665	9.1%	0.0079	1.1%	87%	False	False	326
60	0.7375	0.6710	0.0665	9.1%	0.0072	1.0%	87%	False	False	273
80	0.7750	0.6710	0.1040	14.3%	0.0064	0.9%	56%	False	False	206

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7695
2.618	0.7562
1.618	0.7481
1.000	0.7431
0.618	0.7399
HIGH	0.7349
0.618	0.7318
0.500	0.7308
0.382	0.7299
LOW	0.7268
0.618	0.7217
1.000	0.7186
1.618	0.7136
2.618	0.7054
4.250	0.6921

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	0.7308	0.7276
PP	0.7303	0.7260
S1	0.7297	0.7245

Download as Excel Spreadsheet

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

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