CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 17-Jan-2023

Day Change Summary
	Previous	Current
	13-Jan-2023	17-Jan-2023	Change	Change %	Previous Week
Open	0.7793	0.7884	0.0091	1.2%	0.7633
High	0.7906	0.7919	0.0013	0.2%	0.7906
Low	0.7785	0.7800	0.0015	0.2%	0.7588
Close	0.7877	0.7849	-0.0029	-0.4%	0.7877
Range	0.0121	0.0120	-0.0002	-1.2%	0.0319
ATR	0.0111	0.0112	0.0001	0.5%	0.0000
Volume	181,113	230,033	48,920	27.0%	710,518

Daily Pivots for day following 17-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8214	0.8151	0.7914
R3	0.8095	0.8031	0.7881
R2	0.7975	0.7975	0.7870
R1	0.7912	0.7912	0.7859	0.7884
PP	0.7856	0.7856	0.7856	0.7842
S1	0.7792	0.7792	0.7838	0.7764
S2	0.7736	0.7736	0.7827
S3	0.7617	0.7673	0.7816
S4	0.7497	0.7553	0.7783

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	0.7919	0.7588	0.0332	4.2%	0.0112	1.4%	79%	True	False	168,410
10	0.7919	0.7483	0.0436	5.6%	0.0121	1.5%	84%	True	False	160,005
20	0.7919	0.7340	0.0579	7.4%	0.0114	1.4%	88%	True	False	141,746
40	0.7919	0.7141	0.0778	9.9%	0.0107	1.4%	91%	True	False	82,509
60	0.7919	0.6710	0.1209	15.4%	0.0107	1.4%	94%	True	False	55,127
80	0.7919	0.6710	0.1209	15.4%	0.0093	1.2%	94%	True	False	41,379
100	0.7919	0.6710	0.1209	15.4%	0.0083	1.1%	94%	True	False	33,119
120	0.7919	0.6710	0.1209	15.4%	0.0077	1.0%	94%	True	False	27,600

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	0.0033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8427
2.618	0.8232
1.618	0.8112
1.000	0.8039
0.618	0.7993
HIGH	0.7919
0.618	0.7873
0.500	0.7859
0.382	0.7845
LOW	0.7800
0.618	0.7726
1.000	0.7680
1.618	0.7606
2.618	0.7487
4.250	0.7292

Fisher Pivots for day following 17-Jan-2023
Pivot	1 day	3 day
R1	0.7859	0.7821
PP	0.7856	0.7793
S1	0.7852	0.7765

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