CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	0.7625	0.7612	-0.0013	-0.2%	0.7716
High	0.7634	0.7819	0.0185	2.4%	0.7794
Low	0.7588	0.7610	0.0023	0.3%	0.7483
Close	0.7614	0.7793	0.0179	2.4%	0.7639
Range	0.0047	0.0209	0.0162	348.4%	0.0311
ATR	0.0103	0.0111	0.0008	7.3%	0.0000
Volume	82,396	244,373	161,977	196.6%	659,506

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8366	0.8288	0.7907
R3	0.8157	0.8079	0.7850
R2	0.7949	0.7949	0.7831
R1	0.7871	0.7871	0.7812	0.7910
PP	0.7740	0.7740	0.7740	0.7760
S1	0.7662	0.7662	0.7773	0.7701
S2	0.7532	0.7532	0.7754
S3	0.7323	0.7454	0.7735
S4	0.7115	0.7245	0.7678

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	0.7819	0.7483	0.0336	4.3%	0.0111	1.4%	92%	True	False	141,686
10	0.7819	0.7483	0.0336	4.3%	0.0119	1.5%	92%	True	False	143,951
20	0.7819	0.7321	0.0498	6.4%	0.0114	1.5%	95%	True	False	132,354
40	0.7819	0.7141	0.0678	8.7%	0.0106	1.4%	96%	True	False	72,241
60	0.7819	0.6710	0.1109	14.2%	0.0104	1.3%	98%	True	False	48,277
80	0.7819	0.6710	0.1109	14.2%	0.0090	1.2%	98%	True	False	36,241
100	0.7819	0.6710	0.1109	14.2%	0.0080	1.0%	98%	True	False	29,008
120	0.7819	0.6710	0.1109	14.2%	0.0075	1.0%	98%	True	False	24,174

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	0.0029
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8705
2.618	0.8364
1.618	0.8156
1.000	0.8027
0.618	0.7947
HIGH	0.7819
0.618	0.7739
0.500	0.7714
0.382	0.7690
LOW	0.7610
0.618	0.7481
1.000	0.7402
1.618	0.7273
2.618	0.7064
4.250	0.6724

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	0.7766	0.7763
PP	0.7740	0.7733
S1	0.7714	0.7703

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols