CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	0.7604	0.7569	-0.0035	-0.5%	0.7429
High	0.7619	0.7574	-0.0045	-0.6%	0.7747
Low	0.7563	0.7512	-0.0051	-0.7%	0.7357
Close	0.7570	0.7519	-0.0051	-0.7%	0.7608
Range	0.0056	0.0063	0.0007	11.6%	0.0391
ATR	0.0105	0.0102	-0.0003	-2.9%	0.0000
Volume	69,318	94,829	25,511	36.8%	710,947

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7683	0.7553
R3	0.7660	0.7621	0.7536
R2	0.7597	0.7597	0.7530
R1	0.7558	0.7558	0.7525	0.7547
PP	0.7535	0.7535	0.7535	0.7529
S1	0.7496	0.7496	0.7513	0.7484
S2	0.7472	0.7472	0.7508
S3	0.7410	0.7433	0.7502
S4	0.7347	0.7371	0.7485

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	0.7692	0.7512	0.0181	2.4%	0.0060	0.8%	4%	False	True	97,431
10	0.7747	0.7321	0.0426	5.7%	0.0109	1.4%	46%	False	False	120,758
20	0.7747	0.7251	0.0496	6.6%	0.0109	1.4%	54%	False	False	72,072
40	0.7747	0.6845	0.0902	12.0%	0.0104	1.4%	75%	False	False	36,306
60	0.7747	0.6710	0.1037	13.8%	0.0091	1.2%	78%	False	False	24,296
80	0.7747	0.6710	0.1037	13.8%	0.0082	1.1%	78%	False	False	18,265
100	0.7750	0.6710	0.1040	13.8%	0.0073	1.0%	78%	False	False	14,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7840
2.618	0.7738
1.618	0.7675
1.000	0.7637
0.618	0.7613
HIGH	0.7574
0.618	0.7550
0.500	0.7543
0.382	0.7535
LOW	0.7512
0.618	0.7473
1.000	0.7449
1.618	0.7410
2.618	0.7348
4.250	0.7246

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	0.7543	0.7580
PP	0.7535	0.7560
S1	0.7527	0.7539

Download as Excel Spreadsheet

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

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