CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 09-Jan-2023

Day Change Summary
	Previous	Current
	06-Jan-2023	09-Jan-2023	Change	Change %	Previous Week
Open	0.7557	0.7633	0.0077	1.0%	0.7716
High	0.7641	0.7681	0.0040	0.5%	0.7794
Low	0.7483	0.7602	0.0119	1.6%	0.7483
Close	0.7639	0.7666	0.0027	0.3%	0.7639
Range	0.0158	0.0079	-0.0079	-50.2%	0.0311
ATR	0.0113	0.0111	-0.0002	-2.2%	0.0000
Volume	179,028	98,497	-80,531	-45.0%	659,506

Daily Pivots for day following 09-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7854	0.7709
R3	0.7806	0.7775	0.7687
R2	0.7728	0.7728	0.7680
R1	0.7697	0.7697	0.7673	0.7712
PP	0.7649	0.7649	0.7649	0.7657
S1	0.7618	0.7618	0.7658	0.7634
S2	0.7571	0.7571	0.7651
S3	0.7492	0.7540	0.7644
S4	0.7414	0.7461	0.7622

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%	0.0129	1.7%	59%	False	False	151,600
10	0.7794	0.7483	0.0311	4.1%	0.0104	1.4%	59%	False	False	124,974
20	0.7794	0.7321	0.0473	6.2%	0.0114	1.5%	73%	False	False	120,263
40	0.7794	0.6938	0.0856	11.2%	0.0113	1.5%	85%	False	False	61,492
60	0.7794	0.6710	0.1084	14.1%	0.0101	1.3%	88%	False	False	41,100
80	0.7794	0.6710	0.1084	14.1%	0.0087	1.1%	88%	False	False	30,866
100	0.7794	0.6710	0.1084	14.1%	0.0078	1.0%	88%	False	False	24,699

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0029
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8014
2.618	0.7886
1.618	0.7808
1.000	0.7759
0.618	0.7729
HIGH	0.7681
0.618	0.7651
0.500	0.7641
0.382	0.7632
LOW	0.7602
0.618	0.7553
1.000	0.7524
1.618	0.7475
2.618	0.7396
4.250	0.7268

Fisher Pivots for day following 09-Jan-2023
Pivot	1 day	3 day
R1	0.7657	0.7638
PP	0.7649	0.7610
S1	0.7641	0.7582

Download as Excel Spreadsheet

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

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