CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	0.7471	0.7343	-0.0128	-1.7%	0.7416
High	0.7482	0.7422	-0.0060	-0.8%	0.7525
Low	0.7321	0.7340	0.0019	0.3%	0.7321
Close	0.7343	0.7408	0.0065	0.9%	0.7408
Range	0.0161	0.0082	-0.0079	-49.2%	0.0204
ATR	0.0103	0.0102	-0.0002	-1.5%	0.0000
Volume	124,410	109,167	-15,243	-12.3%	502,060

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7602	0.7452
R3	0.7553	0.7521	0.7430
R2	0.7471	0.7471	0.7422
R1	0.7439	0.7439	0.7415	0.7455
PP	0.7390	0.7390	0.7390	0.7398
S1	0.7358	0.7358	0.7400	0.7374
S2	0.7308	0.7308	0.7393
S3	0.7227	0.7276	0.7385
S4	0.7145	0.7195	0.7363

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8030	0.7923	0.7520
R3	0.7826	0.7719	0.7464
R2	0.7622	0.7622	0.7445
R1	0.7515	0.7515	0.7426	0.7466
PP	0.7418	0.7418	0.7418	0.7394
S1	0.7311	0.7311	0.7389	0.7262
S2	0.7214	0.7214	0.7370
S3	0.7010	0.7107	0.7351
S4	0.6806	0.6903	0.7295

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%	0.0115	1.6%	42%	False	False	100,412
10	0.7555	0.7321	0.0234	3.2%	0.0101	1.4%	37%	False	False	54,956
20	0.7584	0.7141	0.0443	6.0%	0.0099	1.3%	60%	False	False	28,719
40	0.7584	0.6710	0.0874	11.8%	0.0105	1.4%	80%	False	False	14,547
60	0.7584	0.6710	0.0874	11.8%	0.0083	1.1%	80%	False	False	9,716
80	0.7584	0.6710	0.0874	11.8%	0.0076	1.0%	80%	False	False	7,327
100	0.7814	0.6710	0.1104	14.9%	0.0071	1.0%	63%	False	False	5,863

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7635
1.618	0.7553
1.000	0.7503
0.618	0.7472
HIGH	0.7422
0.618	0.7390
0.500	0.7381
0.382	0.7371
LOW	0.7340
0.618	0.7290
1.000	0.7259
1.618	0.7208
2.618	0.7127
4.250	0.6994

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	0.7399	0.7423
PP	0.7390	0.7418
S1	0.7381	0.7413

Download as Excel Spreadsheet

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

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