CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	0.7768	0.7704	-0.0064	-0.8%	0.7884
High	0.7801	0.7758	-0.0043	-0.5%	0.7919
Low	0.7690	0.7676	-0.0015	-0.2%	0.7655
Close	0.7702	0.7739	0.0037	0.5%	0.7771
Range	0.0111	0.0083	-0.0028	-25.3%	0.0264
ATR	0.0118	0.0116	-0.0003	-2.2%	0.0000
Volume	118,842	122,542	3,700	3.1%	805,102

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7972	0.7938	0.7784
R3	0.7889	0.7855	0.7762
R2	0.7807	0.7807	0.7754
R1	0.7773	0.7773	0.7747	0.7790
PP	0.7724	0.7724	0.7724	0.7733
S1	0.7690	0.7690	0.7731	0.7707
S2	0.7642	0.7642	0.7724
S3	0.7559	0.7608	0.7716
S4	0.7477	0.7525	0.7694

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	0.7896	0.7655	0.0241	3.1%	0.0127	1.6%	35%	False	False	163,290
10	0.7919	0.7588	0.0332	4.3%	0.0120	1.5%	46%	False	False	165,850
20	0.7919	0.7483	0.0436	5.6%	0.0112	1.4%	59%	False	False	145,412
40	0.7919	0.7251	0.0668	8.6%	0.0112	1.5%	73%	False	False	102,834
60	0.7919	0.6841	0.1078	13.9%	0.0107	1.4%	83%	False	False	68,661
80	0.7919	0.6710	0.1209	15.6%	0.0095	1.2%	85%	False	False	51,562
100	0.7919	0.6710	0.1209	15.6%	0.0087	1.1%	85%	False	False	41,283
120	0.7919	0.6710	0.1209	15.6%	0.0080	1.0%	85%	False	False	34,404

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8109
2.618	0.7974
1.618	0.7891
1.000	0.7841
0.618	0.7809
HIGH	0.7758
0.618	0.7726
0.500	0.7717
0.382	0.7707
LOW	0.7676
0.618	0.7625
1.000	0.7593
1.618	0.7542
2.618	0.7460
4.250	0.7325

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	0.7732	0.7760
PP	0.7724	0.7753
S1	0.7717	0.7746

Download as Excel Spreadsheet

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

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