CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	0.7611	0.7557	-0.0054	-0.7%	0.7716
High	0.7659	0.7641	-0.0019	-0.2%	0.7794
Low	0.7525	0.7483	-0.0042	-0.6%	0.7483
Close	0.7573	0.7639	0.0066	0.9%	0.7639
Range	0.0135	0.0158	0.0023	17.1%	0.0311
ATR	0.0110	0.0113	0.0003	3.1%	0.0000
Volume	147,262	179,028	31,766	21.6%	659,506

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8060	0.8007	0.7726
R3	0.7903	0.7850	0.7682
R2	0.7745	0.7745	0.7668
R1	0.7692	0.7692	0.7653	0.7719
PP	0.7588	0.7588	0.7588	0.7601
S1	0.7535	0.7535	0.7625	0.7561
S2	0.7430	0.7430	0.7610
S3	0.7273	0.7377	0.7596
S4	0.7115	0.7220	0.7552

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8415	0.7810
R3	0.8260	0.8105	0.7724
R2	0.7949	0.7949	0.7696
R1	0.7794	0.7794	0.7667	0.7716
PP	0.7639	0.7639	0.7639	0.7600
S1	0.7484	0.7484	0.7611	0.7406
S2	0.7328	0.7328	0.7582
S3	0.7018	0.7173	0.7554
S4	0.6707	0.6863	0.7468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7794	0.7483	0.0311	4.1%	0.0141	1.8%	50%	False	True	161,422
10	0.7794	0.7483	0.0311	4.1%	0.0103	1.3%	50%	False	True	125,354
20	0.7794	0.7321	0.0473	6.2%	0.0113	1.5%	67%	False	False	115,600
40	0.7794	0.6935	0.0859	11.2%	0.0112	1.5%	82%	False	False	59,035
60	0.7794	0.6710	0.1084	14.2%	0.0100	1.3%	86%	False	False	39,459
80	0.7794	0.6710	0.1084	14.2%	0.0087	1.1%	86%	False	False	29,636
100	0.7794	0.6710	0.1084	14.2%	0.0078	1.0%	86%	False	False	23,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8310
2.618	0.8053
1.618	0.7895
1.000	0.7798
0.618	0.7738
HIGH	0.7641
0.618	0.7580
0.500	0.7562
0.382	0.7543
LOW	0.7483
0.618	0.7386
1.000	0.7326
1.618	0.7228
2.618	0.7071
4.250	0.6814

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	0.7613	0.7634
PP	0.7588	0.7630
S1	0.7562	0.7625

Download as Excel Spreadsheet

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

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