CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	0.7769	0.7724	-0.0046	-0.6%	0.7768
High	0.7797	0.7767	-0.0031	-0.4%	0.7801
Low	0.7701	0.7721	0.0020	0.3%	0.7676
Close	0.7724	0.7743	0.0019	0.2%	0.7743
Range	0.0096	0.0046	-0.0051	-52.6%	0.0125
ATR	0.0112	0.0107	-0.0005	-4.2%	0.0000
Volume	114,124	92,170	-21,954	-19.2%	559,919

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7857	0.7768
R3	0.7834	0.7811	0.7755
R2	0.7789	0.7789	0.7751
R1	0.7766	0.7766	0.7747	0.7777
PP	0.7743	0.7743	0.7743	0.7749
S1	0.7720	0.7720	0.7738	0.7732
S2	0.7698	0.7698	0.7734
S3	0.7652	0.7675	0.7730
S4	0.7607	0.7629	0.7717

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8054	0.7811
R3	0.7990	0.7929	0.7777
R2	0.7865	0.7865	0.7765
R1	0.7804	0.7804	0.7754	0.7772
PP	0.7740	0.7740	0.7740	0.7724
S1	0.7679	0.7679	0.7731	0.7647
S2	0.7615	0.7615	0.7720
S3	0.7490	0.7554	0.7708
S4	0.7365	0.7429	0.7674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7801	0.7676	0.0125	1.6%	0.0083	1.1%	54%	False	False	111,983
10	0.7919	0.7655	0.0264	3.4%	0.0110	1.4%	33%	False	False	154,613
20	0.7919	0.7483	0.0436	5.6%	0.0114	1.5%	60%	False	False	149,282
40	0.7919	0.7251	0.0668	8.6%	0.0112	1.4%	74%	False	False	110,677
60	0.7919	0.6845	0.1074	13.9%	0.0107	1.4%	84%	False	False	73,965
80	0.7919	0.6710	0.1209	15.6%	0.0096	1.2%	85%	False	False	55,542
100	0.7919	0.6710	0.1209	15.6%	0.0089	1.1%	85%	False	False	44,468
120	0.7919	0.6710	0.1209	15.6%	0.0080	1.0%	85%	False	False	37,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.7960
2.618	0.7886
1.618	0.7840
1.000	0.7812
0.618	0.7795
HIGH	0.7767
0.618	0.7749
0.500	0.7744
0.382	0.7738
LOW	0.7721
0.618	0.7693
1.000	0.7676
1.618	0.7647
2.618	0.7602
4.250	0.7528

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	0.7744	0.7749
PP	0.7743	0.7747
S1	0.7743	0.7745

Download as Excel Spreadsheet

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

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