CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.7416	0.7357	-0.0059	-0.8%	0.7542
High	0.7416	0.7518	0.0102	1.4%	0.7555
Low	0.7344	0.7338	-0.0007	-0.1%	0.7351
Close	0.7349	0.7473	0.0124	1.7%	0.7419
Range	0.0072	0.0180	0.0108	150.0%	0.0204
ATR	0.0094	0.0100	0.0006	6.5%	0.0000
Volume	39,517	130,054	90,537	229.1%	47,508

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7908	0.7572
R3	0.7803	0.7728	0.7522
R2	0.7623	0.7623	0.7506
R1	0.7548	0.7548	0.7489	0.7585
PP	0.7443	0.7443	0.7443	0.7461
S1	0.7368	0.7368	0.7456	0.7405
S2	0.7263	0.7263	0.7440
S3	0.7083	0.7188	0.7423
S4	0.6903	0.7008	0.7374

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	0.7518	0.7338	0.0180	2.4%	0.0093	1.2%	75%	True	True	40,030
10	0.7584	0.7251	0.0333	4.4%	0.0109	1.5%	67%	False	False	23,385
20	0.7584	0.7141	0.0443	5.9%	0.0098	1.3%	75%	False	False	12,127
40	0.7584	0.6710	0.0874	11.7%	0.0099	1.3%	87%	False	False	6,239
60	0.7584	0.6710	0.0874	11.7%	0.0083	1.1%	87%	False	False	4,203
80	0.7584	0.6710	0.0874	11.7%	0.0072	1.0%	87%	False	False	3,171
100	0.7814	0.6710	0.1104	14.8%	0.0068	0.9%	69%	False	False	2,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.7989
1.618	0.7809
1.000	0.7698
0.618	0.7629
HIGH	0.7518
0.618	0.7449
0.500	0.7428
0.382	0.7406
LOW	0.7338
0.618	0.7226
1.000	0.7158
1.618	0.7046
2.618	0.6866
4.250	0.6573

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.7458	0.7458
PP	0.7443	0.7443
S1	0.7428	0.7428

Download as Excel Spreadsheet

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

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