CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.7343	0.7429	0.0086	1.2%	0.7416
High	0.7422	0.7451	0.0029	0.4%	0.7525
Low	0.7340	0.7375	0.0035	0.5%	0.7321
Close	0.7408	0.7384	-0.0024	-0.3%	0.7408
Range	0.0082	0.0076	-0.0006	-6.7%	0.0204
ATR	0.0102	0.0100	-0.0002	-1.8%	0.0000
Volume	109,167	89,015	-20,152	-18.5%	502,060

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7584	0.7426
R3	0.7555	0.7508	0.7405
R2	0.7479	0.7479	0.7398
R1	0.7432	0.7432	0.7391	0.7417
PP	0.7403	0.7403	0.7403	0.7396
S1	0.7356	0.7356	0.7377	0.7341
S2	0.7327	0.7327	0.7370
S3	0.7251	0.7280	0.7363
S4	0.7175	0.7204	0.7342

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%	0.0116	1.6%	31%	False	False	110,311
10	0.7525	0.7321	0.0204	2.8%	0.0094	1.3%	31%	False	False	63,199
20	0.7584	0.7141	0.0443	6.0%	0.0101	1.4%	55%	False	False	33,150
40	0.7584	0.6810	0.0774	10.5%	0.0100	1.4%	74%	False	False	16,677
60	0.7584	0.6710	0.0874	11.8%	0.0083	1.1%	77%	False	False	11,199
80	0.7584	0.6710	0.0874	11.8%	0.0077	1.0%	77%	False	False	8,440
100	0.7814	0.6710	0.1104	14.9%	0.0071	1.0%	61%	False	False	6,753

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7649
1.618	0.7573
1.000	0.7527
0.618	0.7497
HIGH	0.7451
0.618	0.7421
0.500	0.7413
0.382	0.7404
LOW	0.7375
0.618	0.7328
1.000	0.7299
1.618	0.7252
2.618	0.7176
4.250	0.7052

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.7413	0.7401
PP	0.7403	0.7396
S1	0.7394	0.7390

Download as Excel Spreadsheet

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

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