CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 22-Dec-2022

Day Change Summary
	Previous	Current
	21-Dec-2022	22-Dec-2022	Change	Change %	Previous Week
Open	0.7678	0.7639	-0.0039	-0.5%	0.7416
High	0.7692	0.7678	-0.0015	-0.2%	0.7525
Low	0.7631	0.7616	-0.0016	-0.2%	0.7321
Close	0.7652	0.7635	-0.0017	-0.2%	0.7408
Range	0.0061	0.0062	0.0001	1.6%	0.0204
ATR	0.0117	0.0113	-0.0004	-3.3%	0.0000
Volume	143,725	102,295	-41,430	-28.8%	502,060

Daily Pivots for day following 22-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7794	0.7669
R3	0.7767	0.7732	0.7652
R2	0.7705	0.7705	0.7646
R1	0.7670	0.7670	0.7640	0.7656
PP	0.7643	0.7643	0.7643	0.7636
S1	0.7608	0.7608	0.7629	0.7594
S2	0.7581	0.7581	0.7623
S3	0.7519	0.7546	0.7617
S4	0.7457	0.7484	0.7600

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	0.7340	0.0407	5.3%	0.0134	1.8%	72%	False	False	148,625
10	0.7747	0.7321	0.0426	5.6%	0.0124	1.6%	74%	False	False	115,553
20	0.7747	0.7251	0.0496	6.5%	0.0113	1.5%	77%	False	False	60,256
40	0.7747	0.6841	0.0906	11.9%	0.0105	1.4%	88%	False	False	30,286
60	0.7747	0.6710	0.1037	13.6%	0.0089	1.2%	89%	False	False	20,279
80	0.7747	0.6710	0.1037	13.6%	0.0081	1.1%	89%	False	False	15,251
100	0.7750	0.6710	0.1040	13.6%	0.0074	1.0%	89%	False	False	12,202

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7941
2.618	0.7840
1.618	0.7778
1.000	0.7740
0.618	0.7716
HIGH	0.7678
0.618	0.7654
0.500	0.7647
0.382	0.7639
LOW	0.7616
0.618	0.7577
1.000	0.7554
1.618	0.7515
2.618	0.7453
4.250	0.7352

Fisher Pivots for day following 22-Dec-2022
Pivot	1 day	3 day
R1	0.7647	0.7607
PP	0.7643	0.7579
S1	0.7639	0.7552

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols