CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 20-Jan-2023

Day Change Summary
	Previous	Current
	19-Jan-2023	20-Jan-2023	Change	Change %	Previous Week
Open	0.7818	0.7841	0.0023	0.3%	0.7884
High	0.7881	0.7845	-0.0036	-0.5%	0.7919
Low	0.7814	0.7708	-0.0106	-1.4%	0.7655
Close	0.7840	0.7771	-0.0069	-0.9%	0.7771
Range	0.0067	0.0137	0.0070	105.3%	0.0264
ATR	0.0117	0.0119	0.0001	1.2%	0.0000
Volume	121,973	144,294	22,321	18.3%	805,102

Daily Pivots for day following 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8184	0.8114	0.7846
R3	0.8047	0.7977	0.7808
R2	0.7911	0.7911	0.7796
R1	0.7841	0.7841	0.7783	0.7808
PP	0.7774	0.7774	0.7774	0.7758
S1	0.7704	0.7704	0.7758	0.7671
S2	0.7638	0.7638	0.7745
S3	0.7501	0.7568	0.7733
S4	0.7365	0.7431	0.7695

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8574	0.8436	0.7916
R3	0.8310	0.8172	0.7843
R2	0.8046	0.8046	0.7819
R1	0.7908	0.7908	0.7795	0.7845
PP	0.7782	0.7782	0.7782	0.7750
S1	0.7644	0.7644	0.7746	0.7581
S2	0.7518	0.7518	0.7722
S3	0.7254	0.7380	0.7698
S4	0.6990	0.7116	0.7625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7919	0.7655	0.0264	3.4%	0.0137	1.8%	44%	False	False	197,243
10	0.7919	0.7483	0.0436	5.6%	0.0124	1.6%	66%	False	False	169,464
20	0.7919	0.7483	0.0436	5.6%	0.0109	1.4%	66%	False	False	145,644
40	0.7919	0.7141	0.0778	10.0%	0.0112	1.4%	81%	False	False	96,846
60	0.7919	0.6841	0.1078	13.9%	0.0106	1.4%	86%	False	False	64,645
80	0.7919	0.6710	0.1209	15.6%	0.0093	1.2%	88%	False	False	48,546
100	0.7919	0.6710	0.1209	15.6%	0.0086	1.1%	88%	False	False	38,869
120	0.7919	0.6710	0.1209	15.6%	0.0079	1.0%	88%	False	False	32,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8425
2.618	0.8202
1.618	0.8065
1.000	0.7981
0.618	0.7929
HIGH	0.7845
0.618	0.7792
0.500	0.7776
0.382	0.7760
LOW	0.7708
0.618	0.7624
1.000	0.7572
1.618	0.7487
2.618	0.7351
4.250	0.7128

Fisher Pivots for day following 20-Jan-2023
Pivot	1 day	3 day
R1	0.7776	0.7776
PP	0.7774	0.7774
S1	0.7772	0.7772

Download as Excel Spreadsheet

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

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