CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	0.7639	0.7636	-0.0003	0.0%	0.7429
High	0.7678	0.7649	-0.0029	-0.4%	0.7747
Low	0.7616	0.7592	-0.0024	-0.3%	0.7357
Close	0.7635	0.7608	-0.0027	-0.4%	0.7608
Range	0.0062	0.0058	-0.0005	-7.3%	0.0391
ATR	0.0113	0.0109	-0.0004	-3.5%	0.0000
Volume	102,295	76,988	-25,307	-24.7%	710,947

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7756	0.7639
R3	0.7731	0.7698	0.7623
R2	0.7674	0.7674	0.7618
R1	0.7641	0.7641	0.7613	0.7628
PP	0.7616	0.7616	0.7616	0.7610
S1	0.7583	0.7583	0.7602	0.7571
S2	0.7559	0.7559	0.7597
S3	0.7501	0.7526	0.7592
S4	0.7444	0.7468	0.7576

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8742	0.8565	0.7822
R3	0.8351	0.8175	0.7715
R2	0.7961	0.7961	0.7679
R1	0.7784	0.7784	0.7643	0.7873
PP	0.7570	0.7570	0.7570	0.7615
S1	0.7394	0.7394	0.7572	0.7482
S2	0.7180	0.7180	0.7536
S3	0.6789	0.7003	0.7500
S4	0.6399	0.6613	0.7393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7747	0.7357	0.0391	5.1%	0.0129	1.7%	64%	False	False	142,189
10	0.7747	0.7321	0.0426	5.6%	0.0122	1.6%	67%	False	False	121,300
20	0.7747	0.7251	0.0496	6.5%	0.0112	1.5%	72%	False	False	64,034
40	0.7747	0.6841	0.0906	11.9%	0.0104	1.4%	85%	False	False	32,207
60	0.7747	0.6710	0.1037	13.6%	0.0090	1.2%	87%	False	False	21,562
80	0.7747	0.6710	0.1037	13.6%	0.0082	1.1%	87%	False	False	16,213
100	0.7750	0.6710	0.1040	13.7%	0.0074	1.0%	86%	False	False	12,972

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7893
2.618	0.7800
1.618	0.7742
1.000	0.7707
0.618	0.7685
HIGH	0.7649
0.618	0.7627
0.500	0.7620
0.382	0.7613
LOW	0.7592
0.618	0.7556
1.000	0.7534
1.618	0.7498
2.618	0.7441
4.250	0.7347

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	0.7620	0.7642
PP	0.7616	0.7630
S1	0.7612	0.7619

Download as Excel Spreadsheet

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

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