CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	0.7855	0.7818	-0.0037	-0.5%	0.7633
High	0.7896	0.7881	-0.0016	-0.2%	0.7906
Low	0.7655	0.7814	0.0159	2.1%	0.7588
Close	0.7828	0.7840	0.0012	0.1%	0.7877
Range	0.0241	0.0067	-0.0175	-72.4%	0.0319
ATR	0.0121	0.0117	-0.0004	-3.2%	0.0000
Volume	308,802	121,973	-186,829	-60.5%	710,518

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8044	0.8008	0.7876
R3	0.7978	0.7942	0.7858
R2	0.7911	0.7911	0.7852
R1	0.7875	0.7875	0.7846	0.7893
PP	0.7845	0.7845	0.7845	0.7854
S1	0.7809	0.7809	0.7833	0.7827
S2	0.7778	0.7778	0.7827
S3	0.7712	0.7742	0.7821
S4	0.7645	0.7676	0.7803

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	0.7610	0.0309	3.9%	0.0151	1.9%	74%	False	False	217,258
10	0.7919	0.7483	0.0436	5.6%	0.0124	1.6%	82%	False	False	169,761
20	0.7919	0.7357	0.0563	7.2%	0.0121	1.5%	86%	False	False	153,375
40	0.7919	0.7141	0.0778	9.9%	0.0111	1.4%	90%	False	False	93,263
60	0.7919	0.6810	0.1109	14.1%	0.0107	1.4%	93%	False	False	62,243
80	0.7919	0.6710	0.1209	15.4%	0.0092	1.2%	93%	False	False	46,743
100	0.7919	0.6710	0.1209	15.4%	0.0086	1.1%	93%	False	False	37,427
120	0.7919	0.6710	0.1209	15.4%	0.0079	1.0%	93%	False	False	31,190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8163
2.618	0.8055
1.618	0.7988
1.000	0.7947
0.618	0.7922
HIGH	0.7881
0.618	0.7855
0.500	0.7847
0.382	0.7839
LOW	0.7814
0.618	0.7773
1.000	0.7748
1.618	0.7706
2.618	0.7640
4.250	0.7531

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	0.7847	0.7822
PP	0.7845	0.7805
S1	0.7842	0.7787

Download as Excel Spreadsheet

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

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