CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.7357	0.7471	0.0114	1.5%	0.7542
High	0.7518	0.7525	0.0008	0.1%	0.7555
Low	0.7338	0.7443	0.0105	1.4%	0.7351
Close	0.7473	0.7475	0.0002	0.0%	0.7419
Range	0.0180	0.0083	-0.0098	-54.2%	0.0204
ATR	0.0100	0.0099	-0.0001	-1.3%	0.0000
Volume	130,054	98,912	-31,142	-23.9%	47,508

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7684	0.7520
R3	0.7646	0.7601	0.7497
R2	0.7563	0.7563	0.7490
R1	0.7519	0.7519	0.7482	0.7541
PP	0.7481	0.7481	0.7481	0.7492
S1	0.7436	0.7436	0.7467	0.7459
S2	0.7398	0.7398	0.7459
S3	0.7316	0.7354	0.7452
S4	0.7233	0.7271	0.7429

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	0.7525	0.7338	0.0188	2.5%	0.0092	1.2%	73%	True	False	58,647
10	0.7584	0.7338	0.0246	3.3%	0.0106	1.4%	56%	False	False	32,853
20	0.7584	0.7141	0.0443	5.9%	0.0095	1.3%	75%	False	False	17,056
40	0.7584	0.6710	0.0874	11.7%	0.0100	1.3%	88%	False	False	8,711
60	0.7584	0.6710	0.0874	11.7%	0.0084	1.1%	88%	False	False	5,851
80	0.7584	0.6710	0.0874	11.7%	0.0073	1.0%	88%	False	False	4,407
100	0.7814	0.6710	0.1104	14.8%	0.0068	0.9%	69%	False	False	3,527

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7741
1.618	0.7658
1.000	0.7608
0.618	0.7576
HIGH	0.7525
0.618	0.7493
0.500	0.7484
0.382	0.7474
LOW	0.7443
0.618	0.7392
1.000	0.7360
1.618	0.7309
2.618	0.7227
4.250	0.7092

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.7484	0.7460
PP	0.7481	0.7446
S1	0.7478	0.7431

Download as Excel Spreadsheet

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

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