CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	0.7424	0.7415	-0.0009	-0.1%	0.7542
High	0.7434	0.7468	0.0034	0.5%	0.7555
Low	0.7381	0.7397	0.0016	0.2%	0.7351
Close	0.7411	0.7419	0.0009	0.1%	0.7419
Range	0.0054	0.0071	0.0018	32.7%	0.0204
ATR	0.0098	0.0096	-0.0002	-1.9%	0.0000
Volume	5,238	19,514	14,276	272.5%	47,508

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7601	0.7458
R3	0.7570	0.7530	0.7439
R2	0.7499	0.7499	0.7432
R1	0.7459	0.7459	0.7426	0.7479
PP	0.7428	0.7428	0.7428	0.7438
S1	0.7388	0.7388	0.7412	0.7408
S2	0.7357	0.7357	0.7406
S3	0.7286	0.7317	0.7399
S4	0.7215	0.7246	0.7380

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.7940	0.7531
R3	0.7849	0.7736	0.7475
R2	0.7645	0.7645	0.7456
R1	0.7532	0.7532	0.7438	0.7487
PP	0.7441	0.7441	0.7441	0.7419
S1	0.7328	0.7328	0.7400	0.7283
S2	0.7237	0.7237	0.7382
S3	0.7033	0.7124	0.7363
S4	0.6829	0.6920	0.7307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7555	0.7351	0.0204	2.7%	0.0088	1.2%	34%	False	False	9,501
10	0.7584	0.7251	0.0333	4.5%	0.0101	1.4%	51%	False	False	6,769
20	0.7584	0.7136	0.0448	6.0%	0.0100	1.3%	63%	False	False	3,680
40	0.7584	0.6710	0.0874	11.8%	0.0095	1.3%	81%	False	False	2,003
60	0.7584	0.6710	0.0874	11.8%	0.0079	1.1%	81%	False	False	1,377
80	0.7584	0.6710	0.0874	11.8%	0.0070	0.9%	81%	False	False	1,051
100	0.7814	0.6710	0.1104	14.9%	0.0067	0.9%	64%	False	False	842

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7769
2.618	0.7653
1.618	0.7582
1.000	0.7539
0.618	0.7511
HIGH	0.7468
0.618	0.7440
0.500	0.7432
0.382	0.7424
LOW	0.7397
0.618	0.7353
1.000	0.7326
1.618	0.7282
2.618	0.7211
4.250	0.7095

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	0.7432	0.7416
PP	0.7428	0.7412
S1	0.7423	0.7409

Download as Excel Spreadsheet

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

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