CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	0.7612	0.7793	0.0181	2.4%	0.7633
High	0.7819	0.7906	0.0088	1.1%	0.7906
Low	0.7610	0.7785	0.0175	2.3%	0.7588
Close	0.7793	0.7877	0.0085	1.1%	0.7877
Range	0.0209	0.0121	-0.0088	-42.0%	0.0319
ATR	0.0111	0.0111	0.0001	0.7%	0.0000
Volume	244,373	181,113	-63,260	-25.9%	710,518

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8219	0.8169	0.7944
R3	0.8098	0.8048	0.7910
R2	0.7977	0.7977	0.7899
R1	0.7927	0.7927	0.7888	0.7952
PP	0.7856	0.7856	0.7856	0.7869
S1	0.7806	0.7806	0.7866	0.7831
S2	0.7735	0.7735	0.7855
S3	0.7614	0.7685	0.7844
S4	0.7493	0.7564	0.7810

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8746	0.8630	0.8052
R3	0.8427	0.8311	0.7965
R2	0.8109	0.8109	0.7935
R1	0.7993	0.7993	0.7906	0.8051
PP	0.7790	0.7790	0.7790	0.7819
S1	0.7674	0.7674	0.7848	0.7732
S2	0.7472	0.7472	0.7819
S3	0.7153	0.7356	0.7789
S4	0.6835	0.7037	0.7702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7906	0.7588	0.0319	4.0%	0.0104	1.3%	91%	True	False	142,103
10	0.7906	0.7483	0.0423	5.4%	0.0122	1.6%	93%	True	False	151,763
20	0.7906	0.7321	0.0585	7.4%	0.0116	1.5%	95%	True	False	136,465
40	0.7906	0.7141	0.0765	9.7%	0.0105	1.3%	96%	True	False	76,760
60	0.7906	0.6710	0.1196	15.2%	0.0105	1.3%	98%	True	False	51,295
80	0.7906	0.6710	0.1196	15.2%	0.0092	1.2%	98%	True	False	38,504
100	0.7906	0.6710	0.1196	15.2%	0.0082	1.0%	98%	True	False	30,819
120	0.7906	0.6710	0.1196	15.2%	0.0076	1.0%	98%	True	False	25,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8223
1.618	0.8102
1.000	0.8027
0.618	0.7981
HIGH	0.7906
0.618	0.7860
0.500	0.7846
0.382	0.7831
LOW	0.7785
0.618	0.7710
1.000	0.7664
1.618	0.7589
2.618	0.7468
4.250	0.7271

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	0.7867	0.7834
PP	0.7856	0.7790
S1	0.7846	0.7747

Download as Excel Spreadsheet

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

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