CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	0.7647	0.7625	-0.0022	-0.3%	0.7716
High	0.7675	0.7634	-0.0041	-0.5%	0.7794
Low	0.7611	0.7588	-0.0024	-0.3%	0.7483
Close	0.7626	0.7614	-0.0012	-0.2%	0.7639
Range	0.0064	0.0047	-0.0018	-27.3%	0.0311
ATR	0.0108	0.0103	-0.0004	-4.1%	0.0000
Volume	104,139	82,396	-21,743	-20.9%	659,506

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7729	0.7639
R3	0.7705	0.7682	0.7626
R2	0.7658	0.7658	0.7622
R1	0.7636	0.7636	0.7618	0.7624
PP	0.7612	0.7612	0.7612	0.7606
S1	0.7589	0.7589	0.7609	0.7577
S2	0.7565	0.7565	0.7605
S3	0.7519	0.7543	0.7601
S4	0.7472	0.7496	0.7588

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	0.7681	0.7483	0.0198	2.6%	0.0096	1.3%	66%	False	False	122,264
10	0.7794	0.7483	0.0311	4.1%	0.0104	1.4%	42%	False	False	128,997
20	0.7794	0.7321	0.0473	6.2%	0.0112	1.5%	62%	False	False	126,639
40	0.7794	0.7141	0.0653	8.6%	0.0103	1.4%	72%	False	False	66,137
60	0.7794	0.6710	0.1084	14.2%	0.0101	1.3%	83%	False	False	44,206
80	0.7794	0.6710	0.1084	14.2%	0.0088	1.2%	83%	False	False	33,186
100	0.7794	0.6710	0.1084	14.2%	0.0079	1.0%	83%	False	False	26,564
120	0.7814	0.6710	0.1104	14.5%	0.0075	1.0%	82%	False	False	22,138

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7756
1.618	0.7709
1.000	0.7681
0.618	0.7663
HIGH	0.7634
0.618	0.7616
0.500	0.7611
0.382	0.7605
LOW	0.7588
0.618	0.7559
1.000	0.7541
1.618	0.7512
2.618	0.7466
4.250	0.7390

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	0.7613	0.7634
PP	0.7612	0.7627
S1	0.7611	0.7620

Download as Excel Spreadsheet

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

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