CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	0.7841	0.7768	-0.0073	-0.9%	0.7884
High	0.7845	0.7801	-0.0044	-0.6%	0.7919
Low	0.7708	0.7690	-0.0018	-0.2%	0.7655
Close	0.7771	0.7702	-0.0069	-0.9%	0.7771
Range	0.0137	0.0111	-0.0026	-19.0%	0.0264
ATR	0.0119	0.0118	-0.0001	-0.5%	0.0000
Volume	144,294	118,842	-25,452	-17.6%	805,102

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8062	0.7993	0.7763
R3	0.7952	0.7882	0.7732
R2	0.7841	0.7841	0.7722
R1	0.7772	0.7772	0.7712	0.7751
PP	0.7731	0.7731	0.7731	0.7721
S1	0.7661	0.7661	0.7692	0.7641
S2	0.7620	0.7620	0.7682
S3	0.7510	0.7551	0.7672
S4	0.7399	0.7440	0.7641

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%	0.0135	1.8%	18%	False	False	184,788
10	0.7919	0.7588	0.0332	4.3%	0.0119	1.5%	35%	False	False	163,446
20	0.7919	0.7483	0.0436	5.7%	0.0111	1.4%	50%	False	False	144,400
40	0.7919	0.7174	0.0746	9.7%	0.0113	1.5%	71%	False	False	99,806
60	0.7919	0.6841	0.1078	14.0%	0.0107	1.4%	80%	False	False	66,623
80	0.7919	0.6710	0.1209	15.7%	0.0094	1.2%	82%	False	False	50,031
100	0.7919	0.6710	0.1209	15.7%	0.0087	1.1%	82%	False	False	40,058
120	0.7919	0.6710	0.1209	15.7%	0.0080	1.0%	82%	False	False	33,382

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8270
2.618	0.8090
1.618	0.7979
1.000	0.7911
0.618	0.7869
HIGH	0.7801
0.618	0.7758
0.500	0.7745
0.382	0.7732
LOW	0.7690
0.618	0.7622
1.000	0.7580
1.618	0.7511
2.618	0.7401
4.250	0.7220

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	0.7745	0.7785
PP	0.7731	0.7758
S1	0.7716	0.7730

Download as Excel Spreadsheet

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

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