CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 29-Dec-2022

Day Change Summary
	Previous	Current
	28-Dec-2022	29-Dec-2022	Change	Change %	Previous Week
Open	0.7569	0.7512	-0.0057	-0.8%	0.7429
High	0.7574	0.7598	0.0024	0.3%	0.7747
Low	0.7512	0.7512	0.0001	0.0%	0.7357
Close	0.7519	0.7597	0.0078	1.0%	0.7608
Range	0.0063	0.0086	0.0023	36.8%	0.0391
ATR	0.0102	0.0101	-0.0001	-1.1%	0.0000
Volume	94,829	102,998	8,169	8.6%	710,947

Daily Pivots for day following 29-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7796	0.7644
R3	0.7740	0.7711	0.7620
R2	0.7654	0.7654	0.7612
R1	0.7625	0.7625	0.7604	0.7640
PP	0.7569	0.7569	0.7569	0.7576
S1	0.7540	0.7540	0.7589	0.7554
S2	0.7483	0.7483	0.7581
S3	0.7398	0.7454	0.7573
S4	0.7312	0.7369	0.7549

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	0.7678	0.7512	0.0166	2.2%	0.0065	0.9%	51%	False	False	89,285
10	0.7747	0.7321	0.0426	5.6%	0.0109	1.4%	65%	False	False	121,166
20	0.7747	0.7321	0.0426	5.6%	0.0108	1.4%	65%	False	False	77,010
40	0.7747	0.6855	0.0892	11.7%	0.0104	1.4%	83%	False	False	38,876
60	0.7747	0.6710	0.1037	13.7%	0.0091	1.2%	85%	False	False	26,012
80	0.7747	0.6710	0.1037	13.7%	0.0082	1.1%	85%	False	False	19,551
100	0.7750	0.6710	0.1040	13.7%	0.0074	1.0%	85%	False	False	15,643

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	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7961
2.618	0.7821
1.618	0.7736
1.000	0.7683
0.618	0.7650
HIGH	0.7598
0.618	0.7565
0.500	0.7555
0.382	0.7545
LOW	0.7512
0.618	0.7459
1.000	0.7427
1.618	0.7374
2.618	0.7288
4.250	0.7149

Fisher Pivots for day following 29-Dec-2022
Pivot	1 day	3 day
R1	0.7583	0.7586
PP	0.7569	0.7576
S1	0.7555	0.7565

Download as Excel Spreadsheet

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

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