CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	0.7636	0.7604	-0.0032	-0.4%	0.7429
High	0.7649	0.7619	-0.0031	-0.4%	0.7747
Low	0.7592	0.7563	-0.0029	-0.4%	0.7357
Close	0.7608	0.7570	-0.0038	-0.5%	0.7608
Range	0.0058	0.0056	-0.0002	-2.6%	0.0391
ATR	0.0109	0.0105	-0.0004	-3.5%	0.0000
Volume	76,988	69,318	-7,670	-10.0%	710,947

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7752	0.7717	0.7601
R3	0.7696	0.7661	0.7585
R2	0.7640	0.7640	0.7580
R1	0.7605	0.7605	0.7575	0.7594
PP	0.7584	0.7584	0.7584	0.7578
S1	0.7549	0.7549	0.7565	0.7538
S2	0.7528	0.7528	0.7560
S3	0.7472	0.7493	0.7555
S4	0.7416	0.7437	0.7539

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	5.2%	0.0125	1.7%	55%	False	False	138,250
10	0.7747	0.7321	0.0426	5.6%	0.0121	1.6%	58%	False	False	124,280
20	0.7747	0.7251	0.0496	6.6%	0.0109	1.4%	64%	False	False	67,432
40	0.7747	0.6841	0.0906	12.0%	0.0103	1.4%	80%	False	False	33,938
60	0.7747	0.6710	0.1037	13.7%	0.0090	1.2%	83%	False	False	22,715
80	0.7747	0.6710	0.1037	13.7%	0.0082	1.1%	83%	False	False	17,079
100	0.7750	0.6710	0.1040	13.7%	0.0074	1.0%	83%	False	False	13,665

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7857
2.618	0.7765
1.618	0.7709
1.000	0.7675
0.618	0.7653
HIGH	0.7619
0.618	0.7597
0.500	0.7591
0.382	0.7584
LOW	0.7563
0.618	0.7528
1.000	0.7507
1.618	0.7472
2.618	0.7416
4.250	0.7325

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	0.7591	0.7620
PP	0.7584	0.7603
S1	0.7577	0.7587

Download as Excel Spreadsheet

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

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