CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	0.7415	0.7416	0.0001	0.0%	0.7542
High	0.7468	0.7416	-0.0052	-0.7%	0.7555
Low	0.7397	0.7344	-0.0053	-0.7%	0.7351
Close	0.7419	0.7349	-0.0070	-0.9%	0.7419
Range	0.0071	0.0072	0.0001	1.4%	0.0204
ATR	0.0096	0.0094	-0.0001	-1.5%	0.0000
Volume	19,514	39,517	20,003	102.5%	47,508

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7539	0.7389
R3	0.7514	0.7467	0.7369
R2	0.7442	0.7442	0.7362
R1	0.7395	0.7395	0.7356	0.7383
PP	0.7370	0.7370	0.7370	0.7363
S1	0.7323	0.7323	0.7342	0.7311
S2	0.7298	0.7298	0.7336
S3	0.7226	0.7251	0.7329
S4	0.7154	0.7179	0.7309

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	0.7468	0.7344	0.0124	1.7%	0.0072	1.0%	4%	False	True	16,087
10	0.7584	0.7251	0.0333	4.5%	0.0098	1.3%	29%	False	False	10,584
20	0.7584	0.7141	0.0443	6.0%	0.0094	1.3%	47%	False	False	5,636
40	0.7584	0.6710	0.0874	11.9%	0.0095	1.3%	73%	False	False	2,989
60	0.7584	0.6710	0.0874	11.9%	0.0080	1.1%	73%	False	False	2,035
80	0.7584	0.6710	0.0874	11.9%	0.0071	1.0%	73%	False	False	1,545
100	0.7814	0.6710	0.1104	15.0%	0.0067	0.9%	58%	False	False	1,237

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7722
2.618	0.7604
1.618	0.7532
1.000	0.7488
0.618	0.7460
HIGH	0.7416
0.618	0.7388
0.500	0.7380
0.382	0.7372
LOW	0.7344
0.618	0.7300
1.000	0.7272
1.618	0.7228
2.618	0.7156
4.250	0.7038

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	0.7380	0.7406
PP	0.7370	0.7387
S1	0.7359	0.7368

Download as Excel Spreadsheet

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

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