CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	0.7429	0.7388	-0.0041	-0.6%	0.7416
High	0.7451	0.7747	0.0297	4.0%	0.7525
Low	0.7375	0.7357	-0.0018	-0.2%	0.7321
Close	0.7384	0.7693	0.0309	4.2%	0.7408
Range	0.0076	0.0391	0.0315	413.8%	0.0204
ATR	0.0100	0.0121	0.0021	20.8%	0.0000
Volume	89,015	298,924	209,909	235.8%	502,060

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8770	0.8622	0.7907
R3	0.8380	0.8231	0.7800
R2	0.7989	0.7989	0.7764
R1	0.7841	0.7841	0.7728	0.7915
PP	0.7599	0.7599	0.7599	0.7636
S1	0.7450	0.7450	0.7657	0.7525
S2	0.7208	0.7208	0.7621
S3	0.6818	0.7060	0.7585
S4	0.6427	0.6669	0.7478

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	0.7747	0.7321	0.0426	5.5%	0.0158	2.1%	87%	True	False	144,085
10	0.7747	0.7321	0.0426	5.5%	0.0126	1.6%	87%	True	False	92,058
20	0.7747	0.7141	0.0606	7.9%	0.0115	1.5%	91%	True	False	48,049
40	0.7747	0.6841	0.0906	11.8%	0.0105	1.4%	94%	True	False	24,146
60	0.7747	0.6710	0.1037	13.5%	0.0088	1.1%	95%	True	False	16,180
80	0.7747	0.6710	0.1037	13.5%	0.0081	1.0%	95%	True	False	12,176
100	0.7814	0.6710	0.1104	14.3%	0.0074	1.0%	89%	False	False	9,742

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	0.0018
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	0.9407
2.618	0.8769
1.618	0.8379
1.000	0.8138
0.618	0.7988
HIGH	0.7747
0.618	0.7598
0.500	0.7552
0.382	0.7506
LOW	0.7357
0.618	0.7115
1.000	0.6966
1.618	0.6725
2.618	0.6334
4.250	0.5697

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	0.7646	0.7643
PP	0.7599	0.7593
S1	0.7552	0.7544

Download as Excel Spreadsheet

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

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