CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	0.7704	0.7733	0.0029	0.4%	0.7884
High	0.7758	0.7785	0.0027	0.3%	0.7919
Low	0.7676	0.7706	0.0031	0.4%	0.7655
Close	0.7739	0.7769	0.0030	0.4%	0.7771
Range	0.0083	0.0079	-0.0004	-4.2%	0.0264
ATR	0.0116	0.0113	-0.0003	-2.3%	0.0000
Volume	122,542	112,241	-10,301	-8.4%	805,102

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7959	0.7812
R3	0.7911	0.7880	0.7791
R2	0.7832	0.7832	0.7783
R1	0.7801	0.7801	0.7776	0.7817
PP	0.7753	0.7753	0.7753	0.7761
S1	0.7722	0.7722	0.7762	0.7738
S2	0.7674	0.7674	0.7755
S3	0.7595	0.7643	0.7747
S4	0.7516	0.7564	0.7726

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	0.7881	0.7676	0.0205	2.6%	0.0095	1.2%	46%	False	False	123,978
10	0.7919	0.7588	0.0332	4.3%	0.0121	1.6%	55%	False	False	166,660
20	0.7919	0.7483	0.0436	5.6%	0.0113	1.5%	66%	False	False	147,175
40	0.7919	0.7251	0.0668	8.6%	0.0112	1.4%	78%	False	False	105,605
60	0.7919	0.6841	0.1078	13.9%	0.0107	1.4%	86%	False	False	70,529
80	0.7919	0.6710	0.1209	15.6%	0.0096	1.2%	88%	False	False	52,965
100	0.7919	0.6710	0.1209	15.6%	0.0088	1.1%	88%	False	False	42,406
120	0.7919	0.6710	0.1209	15.6%	0.0080	1.0%	88%	False	False	35,339

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.7992
1.618	0.7913
1.000	0.7864
0.618	0.7834
HIGH	0.7785
0.618	0.7755
0.500	0.7746
0.382	0.7736
LOW	0.7706
0.618	0.7657
1.000	0.7627
1.618	0.7578
2.618	0.7499
4.250	0.7370

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	0.7761	0.7759
PP	0.7753	0.7748
S1	0.7746	0.7738

Download as Excel Spreadsheet

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

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