CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 03-Jan-2023

Day Change Summary
	Previous	Current
	30-Dec-2022	03-Jan-2023	Change	Change %	Previous Week
Open	0.7589	0.7716	0.0127	1.7%	0.7604
High	0.7719	0.7794	0.0075	1.0%	0.7719
Low	0.7583	0.7681	0.0098	1.3%	0.7512
Close	0.7707	0.7718	0.0011	0.1%	0.7707
Range	0.0136	0.0113	-0.0024	-17.3%	0.0208
ATR	0.0103	0.0104	0.0001	0.6%	0.0000
Volume	147,607	166,572	18,965	12.8%	414,752

Daily Pivots for day following 03-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8006	0.7780
R3	0.7956	0.7893	0.7749
R2	0.7843	0.7843	0.7739
R1	0.7781	0.7781	0.7728	0.7812
PP	0.7731	0.7731	0.7731	0.7747
S1	0.7668	0.7668	0.7708	0.7700
S2	0.7618	0.7618	0.7697
S3	0.7506	0.7556	0.7687
S4	0.7393	0.7443	0.7656

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	0.7794	0.7512	0.0282	3.7%	0.0091	1.2%	73%	True	False	116,264
10	0.7794	0.7357	0.0437	5.7%	0.0110	1.4%	83%	True	False	129,227
20	0.7794	0.7321	0.0473	6.1%	0.0106	1.4%	84%	True	False	92,091
40	0.7794	0.6855	0.0939	12.2%	0.0107	1.4%	92%	True	False	46,724
60	0.7794	0.6710	0.1084	14.0%	0.0094	1.2%	93%	True	False	31,247
80	0.7794	0.6710	0.1084	14.0%	0.0084	1.1%	93%	True	False	23,478
100	0.7794	0.6710	0.1084	14.0%	0.0075	1.0%	93%	True	False	18,785

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8272
2.618	0.8088
1.618	0.7976
1.000	0.7906
0.618	0.7863
HIGH	0.7794
0.618	0.7751
0.500	0.7737
0.382	0.7724
LOW	0.7681
0.618	0.7611
1.000	0.7569
1.618	0.7499
2.618	0.7386
4.250	0.7203

Fisher Pivots for day following 03-Jan-2023
Pivot	1 day	3 day
R1	0.7737	0.7696
PP	0.7731	0.7675
S1	0.7724	0.7653

Download as Excel Spreadsheet

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

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