CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	0.7471	0.7471	-0.0001	0.0%	0.7542
High	0.7525	0.7482	-0.0044	-0.6%	0.7555
Low	0.7443	0.7321	-0.0122	-1.6%	0.7351
Close	0.7475	0.7343	-0.0132	-1.8%	0.7419
Range	0.0083	0.0161	0.0078	94.5%	0.0204
ATR	0.0099	0.0103	0.0004	4.4%	0.0000
Volume	98,912	124,410	25,498	25.8%	47,508

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7863	0.7764	0.7431
R3	0.7703	0.7603	0.7387
R2	0.7542	0.7542	0.7372
R1	0.7443	0.7443	0.7358	0.7412
PP	0.7382	0.7382	0.7382	0.7367
S1	0.7282	0.7282	0.7328	0.7252
S2	0.7221	0.7221	0.7314
S3	0.7061	0.7122	0.7299
S4	0.6900	0.6961	0.7255

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	0.7321	0.0204	2.8%	0.0113	1.5%	11%	False	True	82,481
10	0.7584	0.7321	0.0263	3.6%	0.0106	1.4%	8%	False	True	44,776
20	0.7584	0.7141	0.0443	6.0%	0.0100	1.4%	46%	False	False	23,272
40	0.7584	0.6710	0.0874	11.9%	0.0104	1.4%	72%	False	False	11,818
60	0.7584	0.6710	0.0874	11.9%	0.0086	1.2%	72%	False	False	7,924
80	0.7584	0.6710	0.0874	11.9%	0.0075	1.0%	72%	False	False	5,962
100	0.7814	0.6710	0.1104	15.0%	0.0070	1.0%	57%	False	False	4,771

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8164
2.618	0.7902
1.618	0.7741
1.000	0.7642
0.618	0.7581
HIGH	0.7482
0.618	0.7420
0.500	0.7401
0.382	0.7382
LOW	0.7321
0.618	0.7222
1.000	0.7161
1.618	0.7061
2.618	0.6901
4.250	0.6639

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	0.7401	0.7423
PP	0.7382	0.7396
S1	0.7362	0.7370

Download as Excel Spreadsheet

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

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