CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	0.7487	0.7542	0.0055	0.7%	0.7283
High	0.7584	0.7555	-0.0029	-0.4%	0.7584
Low	0.7454	0.7406	-0.0048	-0.6%	0.7251
Close	0.7540	0.7416	-0.0124	-1.6%	0.7540
Range	0.0130	0.0149	0.0019	14.2%	0.0333
ATR	0.0100	0.0104	0.0003	3.4%	0.0000
Volume	7,360	6,588	-772	-10.5%	20,182

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7904	0.7809	0.7498
R3	0.7756	0.7660	0.7457
R2	0.7607	0.7607	0.7443
R1	0.7512	0.7512	0.7430	0.7485
PP	0.7459	0.7459	0.7459	0.7446
S1	0.7363	0.7363	0.7402	0.7337
S2	0.7310	0.7310	0.7389
S3	0.7162	0.7215	0.7375
S4	0.7013	0.7066	0.7334

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8330	0.7723
R3	0.8123	0.7998	0.7631
R2	0.7791	0.7791	0.7601
R1	0.7665	0.7665	0.7570	0.7728
PP	0.7458	0.7458	0.7458	0.7490
S1	0.7333	0.7333	0.7510	0.7396
S2	0.7126	0.7126	0.7479
S3	0.6793	0.7000	0.7449
S4	0.6461	0.6668	0.7357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7584	0.7251	0.0333	4.5%	0.0124	1.7%	50%	False	False	5,080
10	0.7584	0.7141	0.0443	6.0%	0.0107	1.4%	62%	False	False	3,101
20	0.7584	0.6905	0.0679	9.2%	0.0110	1.5%	75%	False	False	1,678
40	0.7584	0.6710	0.0874	11.8%	0.0090	1.2%	81%	False	False	987
60	0.7584	0.6710	0.0874	11.8%	0.0077	1.0%	81%	False	False	716
80	0.7702	0.6710	0.0992	13.4%	0.0069	0.9%	71%	False	False	540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8186
2.618	0.7943
1.618	0.7795
1.000	0.7703
0.618	0.7646
HIGH	0.7555
0.618	0.7498
0.500	0.7480
0.382	0.7463
LOW	0.7406
0.618	0.7314
1.000	0.7258
1.618	0.7166
2.618	0.7017
4.250	0.6775

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	0.7480	0.7463
PP	0.7459	0.7447
S1	0.7437	0.7432

Download as Excel Spreadsheet

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

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