CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	0.7388	0.7678	0.0290	3.9%	0.7416
High	0.7747	0.7692	-0.0055	-0.7%	0.7525
Low	0.7357	0.7631	0.0275	3.7%	0.7321
Close	0.7693	0.7652	-0.0041	-0.5%	0.7408
Range	0.0391	0.0061	-0.0330	-84.4%	0.0204
ATR	0.0121	0.0117	-0.0004	-3.5%	0.0000
Volume	298,924	143,725	-155,199	-51.9%	502,060

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7807	0.7685
R3	0.7780	0.7746	0.7668
R2	0.7719	0.7719	0.7663
R1	0.7685	0.7685	0.7657	0.7672
PP	0.7658	0.7658	0.7658	0.7651
S1	0.7624	0.7624	0.7646	0.7611
S2	0.7597	0.7597	0.7640
S3	0.7536	0.7563	0.7635
S4	0.7475	0.7502	0.7618

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	5.6%	0.0154	2.0%	78%	False	False	153,048
10	0.7747	0.7321	0.0426	5.6%	0.0123	1.6%	78%	False	False	105,847
20	0.7747	0.7174	0.0574	7.5%	0.0116	1.5%	83%	False	False	55,212
40	0.7747	0.6841	0.0906	11.8%	0.0105	1.4%	89%	False	False	27,735
60	0.7747	0.6710	0.1037	13.6%	0.0089	1.2%	91%	False	False	18,575
80	0.7747	0.6710	0.1037	13.6%	0.0081	1.1%	91%	False	False	13,972
100	0.7814	0.6710	0.1104	14.4%	0.0074	1.0%	85%	False	False	11,179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7951
2.618	0.7852
1.618	0.7791
1.000	0.7753
0.618	0.7730
HIGH	0.7692
0.618	0.7669
0.500	0.7662
0.382	0.7654
LOW	0.7631
0.618	0.7593
1.000	0.7570
1.618	0.7532
2.618	0.7471
4.250	0.7372

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	0.7662	0.7618
PP	0.7658	0.7585
S1	0.7655	0.7552

Download as Excel Spreadsheet

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

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