CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 18-Jan-2023

Day Change Summary
	Previous	Current
	17-Jan-2023	18-Jan-2023	Change	Change %	Previous Week
Open	0.7884	0.7855	-0.0029	-0.4%	0.7633
High	0.7919	0.7896	-0.0023	-0.3%	0.7906
Low	0.7800	0.7655	-0.0145	-1.9%	0.7588
Close	0.7849	0.7828	-0.0021	-0.3%	0.7877
Range	0.0120	0.0241	0.0122	101.7%	0.0319
ATR	0.0112	0.0121	0.0009	8.2%	0.0000
Volume	230,033	308,802	78,769	34.2%	710,518

Daily Pivots for day following 18-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8516	0.8413	0.7961
R3	0.8275	0.8172	0.7894
R2	0.8034	0.8034	0.7872
R1	0.7931	0.7931	0.7850	0.7862
PP	0.7793	0.7793	0.7793	0.7759
S1	0.7690	0.7690	0.7806	0.7621
S2	0.7552	0.7552	0.7784
S3	0.7311	0.7449	0.7762
S4	0.7070	0.7208	0.7695

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%	0.0147	1.9%	73%	False	False	209,343
10	0.7919	0.7483	0.0436	5.6%	0.0133	1.7%	79%	False	False	174,228
20	0.7919	0.7357	0.0563	7.2%	0.0122	1.6%	84%	False	False	151,727
40	0.7919	0.7141	0.0778	9.9%	0.0110	1.4%	88%	False	False	90,223
60	0.7919	0.6710	0.1209	15.4%	0.0110	1.4%	92%	False	False	60,274
80	0.7919	0.6710	0.1209	15.4%	0.0092	1.2%	92%	False	False	45,219
100	0.7919	0.6710	0.1209	15.4%	0.0085	1.1%	92%	False	False	36,207
120	0.7919	0.6710	0.1209	15.4%	0.0079	1.0%	92%	False	False	30,173

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	0.0034
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8920
2.618	0.8527
1.618	0.8286
1.000	0.8137
0.618	0.8045
HIGH	0.7896
0.618	0.7804
0.500	0.7776
0.382	0.7747
LOW	0.7655
0.618	0.7506
1.000	0.7414
1.618	0.7265
2.618	0.7024
4.250	0.6631

Fisher Pivots for day following 18-Jan-2023
Pivot	1 day	3 day
R1	0.7811	0.7814
PP	0.7793	0.7801
S1	0.7776	0.7787

Download as Excel Spreadsheet

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

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