CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	0.7716	0.7706	-0.0010	-0.1%	0.7604
High	0.7794	0.7768	-0.0026	-0.3%	0.7719
Low	0.7681	0.7604	-0.0077	-1.0%	0.7512
Close	0.7718	0.7610	-0.0109	-1.4%	0.7707
Range	0.0113	0.0164	0.0051	45.3%	0.0208
ATR	0.0104	0.0108	0.0004	4.1%	0.0000
Volume	166,572	166,644	72	0.0%	414,752

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8044	0.7699
R3	0.7987	0.7880	0.7654
R2	0.7824	0.7824	0.7639
R1	0.7717	0.7717	0.7624	0.7689
PP	0.7660	0.7660	0.7660	0.7646
S1	0.7553	0.7553	0.7595	0.7525
S2	0.7497	0.7497	0.7580
S3	0.7333	0.7390	0.7565
S4	0.7170	0.7226	0.7520

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%	0.0112	1.5%	35%	False	False	135,730
10	0.7794	0.7357	0.0437	5.7%	0.0119	1.6%	58%	False	False	136,990
20	0.7794	0.7321	0.0473	6.2%	0.0106	1.4%	61%	False	False	100,094
40	0.7794	0.6905	0.0889	11.7%	0.0108	1.4%	79%	False	False	50,886
60	0.7794	0.6710	0.1084	14.2%	0.0096	1.3%	83%	False	False	34,022
80	0.7794	0.6710	0.1084	14.2%	0.0084	1.1%	83%	False	False	25,560
100	0.7794	0.6710	0.1084	14.2%	0.0076	1.0%	83%	False	False	20,451

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	0.0020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8462
2.618	0.8196
1.618	0.8032
1.000	0.7931
0.618	0.7869
HIGH	0.7768
0.618	0.7705
0.500	0.7686
0.382	0.7666
LOW	0.7604
0.618	0.7503
1.000	0.7441
1.618	0.7339
2.618	0.7176
4.250	0.6909

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	0.7686	0.7688
PP	0.7660	0.7662
S1	0.7635	0.7636

Download as Excel Spreadsheet

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

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