CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	0.7512	0.7589	0.0077	1.0%	0.7604
High	0.7598	0.7719	0.0122	1.6%	0.7719
Low	0.7512	0.7583	0.0071	0.9%	0.7512
Close	0.7597	0.7707	0.0111	1.5%	0.7707
Range	0.0086	0.0136	0.0051	59.1%	0.0208
ATR	0.0101	0.0103	0.0003	2.5%	0.0000
Volume	102,998	147,607	44,609	43.3%	414,752

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8078	0.8028	0.7782
R3	0.7942	0.7892	0.7744
R2	0.7806	0.7806	0.7732
R1	0.7756	0.7756	0.7719	0.7781
PP	0.7670	0.7670	0.7670	0.7682
S1	0.7620	0.7620	0.7695	0.7645
S2	0.7534	0.7534	0.7682
S3	0.7398	0.7484	0.7670
S4	0.7262	0.7348	0.7632

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8268	0.8195	0.7821
R3	0.8061	0.7988	0.7764
R2	0.7853	0.7853	0.7745
R1	0.7780	0.7780	0.7726	0.7817
PP	0.7646	0.7646	0.7646	0.7664
S1	0.7573	0.7573	0.7688	0.7609
S2	0.7438	0.7438	0.7669
S3	0.7231	0.7365	0.7650
S4	0.7023	0.7158	0.7593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7719	0.7512	0.0208	2.7%	0.0080	1.0%	94%	True	False	98,348
10	0.7747	0.7340	0.0407	5.3%	0.0107	1.4%	90%	False	False	123,486
20	0.7747	0.7321	0.0426	5.5%	0.0107	1.4%	91%	False	False	84,131
40	0.7747	0.6855	0.0892	11.6%	0.0105	1.4%	96%	False	False	42,561
60	0.7747	0.6710	0.1037	13.5%	0.0093	1.2%	96%	False	False	28,472
80	0.7747	0.6710	0.1037	13.5%	0.0082	1.1%	96%	False	False	21,396
100	0.7750	0.6710	0.1040	13.5%	0.0075	1.0%	96%	False	False	17,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8297
2.618	0.8075
1.618	0.7939
1.000	0.7855
0.618	0.7803
HIGH	0.7719
0.618	0.7667
0.500	0.7651
0.382	0.7635
LOW	0.7583
0.618	0.7499
1.000	0.7447
1.618	0.7363
2.618	0.7227
4.250	0.7005

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	0.7688	0.7676
PP	0.7670	0.7646
S1	0.7651	0.7615

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