CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.7399	0.7424	0.0025	0.3%	0.7283
High	0.7438	0.7434	-0.0004	-0.1%	0.7584
Low	0.7351	0.7381	0.0030	0.4%	0.7251
Close	0.7434	0.7411	-0.0024	-0.3%	0.7540
Range	0.0088	0.0054	-0.0034	-38.9%	0.0333
ATR	0.0101	0.0098	-0.0003	-3.4%	0.0000
Volume	5,829	5,238	-591	-10.1%	20,182

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7543	0.7440
R3	0.7515	0.7490	0.7425
R2	0.7462	0.7462	0.7420
R1	0.7436	0.7436	0.7415	0.7422
PP	0.7408	0.7408	0.7408	0.7401
S1	0.7383	0.7383	0.7406	0.7369
S2	0.7355	0.7355	0.7401
S3	0.7301	0.7329	0.7396
S4	0.7248	0.7276	0.7381

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	0.7351	0.0233	3.1%	0.0099	1.3%	26%	False	False	7,070
10	0.7584	0.7251	0.0333	4.5%	0.0102	1.4%	48%	False	False	4,958
20	0.7584	0.6938	0.0646	8.7%	0.0112	1.5%	73%	False	False	2,722
40	0.7584	0.6710	0.0874	11.8%	0.0094	1.3%	80%	False	False	1,518
60	0.7584	0.6710	0.0874	11.8%	0.0078	1.1%	80%	False	False	1,067
80	0.7586	0.6710	0.0876	11.8%	0.0070	0.9%	80%	False	False	808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7661
2.618	0.7574
1.618	0.7521
1.000	0.7488
0.618	0.7467
HIGH	0.7434
0.618	0.7414
0.500	0.7407
0.382	0.7401
LOW	0.7381
0.618	0.7347
1.000	0.7327
1.618	0.7294
2.618	0.7240
4.250	0.7153

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.7409	0.7408
PP	0.7408	0.7405
S1	0.7407	0.7402

Download as Excel Spreadsheet

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

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