CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	0.7633	0.7647	0.0014	0.2%	0.7716
High	0.7681	0.7675	-0.0006	-0.1%	0.7794
Low	0.7602	0.7611	0.0009	0.1%	0.7483
Close	0.7666	0.7626	-0.0040	-0.5%	0.7639
Range	0.0079	0.0064	-0.0015	-18.5%	0.0311
ATR	0.0111	0.0108	-0.0003	-3.0%	0.0000
Volume	98,497	104,139	5,642	5.7%	659,506

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7791	0.7661
R3	0.7765	0.7727	0.7643
R2	0.7701	0.7701	0.7637
R1	0.7663	0.7663	0.7631	0.7650
PP	0.7637	0.7637	0.7637	0.7631
S1	0.7599	0.7599	0.7620	0.7586
S2	0.7573	0.7573	0.7614
S3	0.7509	0.7535	0.7608
S4	0.7445	0.7471	0.7590

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	0.7768	0.7483	0.0285	3.7%	0.0120	1.6%	50%	False	False	139,114
10	0.7794	0.7483	0.0311	4.1%	0.0105	1.4%	46%	False	False	127,689
20	0.7794	0.7321	0.0473	6.2%	0.0114	1.5%	64%	False	False	124,495
40	0.7794	0.7136	0.0658	8.6%	0.0107	1.4%	74%	False	False	64,087
60	0.7794	0.6710	0.1084	14.2%	0.0101	1.3%	84%	False	False	42,833
80	0.7794	0.6710	0.1084	14.2%	0.0088	1.2%	84%	False	False	32,156
100	0.7794	0.6710	0.1084	14.2%	0.0079	1.0%	84%	False	False	25,740
120	0.7814	0.6710	0.1104	14.5%	0.0075	1.0%	83%	False	False	21,451

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7947
2.618	0.7843
1.618	0.7779
1.000	0.7739
0.618	0.7715
HIGH	0.7675
0.618	0.7651
0.500	0.7643
0.382	0.7635
LOW	0.7611
0.618	0.7571
1.000	0.7547
1.618	0.7507
2.618	0.7443
4.250	0.7339

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	0.7643	0.7611
PP	0.7637	0.7596
S1	0.7631	0.7582

Download as Excel Spreadsheet

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

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