CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	0.7733	0.7769	0.0036	0.5%	0.7884
High	0.7785	0.7797	0.0012	0.2%	0.7919
Low	0.7706	0.7701	-0.0005	-0.1%	0.7655
Close	0.7769	0.7724	-0.0045	-0.6%	0.7771
Range	0.0079	0.0096	0.0017	21.5%	0.0264
ATR	0.0113	0.0112	-0.0001	-1.1%	0.0000
Volume	112,241	114,124	1,883	1.7%	805,102

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8029	0.7972	0.7777
R3	0.7933	0.7876	0.7750
R2	0.7837	0.7837	0.7742
R1	0.7780	0.7780	0.7733	0.7761
PP	0.7741	0.7741	0.7741	0.7731
S1	0.7684	0.7684	0.7715	0.7665
S2	0.7645	0.7645	0.7706
S3	0.7549	0.7588	0.7698
S4	0.7453	0.7492	0.7671

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	0.7845	0.7676	0.0169	2.2%	0.0101	1.3%	29%	False	False	122,408
10	0.7919	0.7610	0.0309	4.0%	0.0126	1.6%	37%	False	False	169,833
20	0.7919	0.7483	0.0436	5.6%	0.0115	1.5%	55%	False	False	149,415
40	0.7919	0.7251	0.0668	8.6%	0.0112	1.5%	71%	False	False	108,423
60	0.7919	0.6841	0.1078	14.0%	0.0107	1.4%	82%	False	False	72,431
80	0.7919	0.6710	0.1209	15.7%	0.0096	1.2%	84%	False	False	54,390
100	0.7919	0.6710	0.1209	15.7%	0.0089	1.1%	84%	False	False	43,547
120	0.7919	0.6710	0.1209	15.7%	0.0081	1.1%	84%	False	False	36,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8205
2.618	0.8048
1.618	0.7952
1.000	0.7893
0.618	0.7856
HIGH	0.7797
0.618	0.7760
0.500	0.7749
0.382	0.7738
LOW	0.7701
0.618	0.7642
1.000	0.7605
1.618	0.7546
2.618	0.7450
4.250	0.7293

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	0.7749	0.7736
PP	0.7741	0.7732
S1	0.7732	0.7728

Download as Excel Spreadsheet

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

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