CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	0.7745	0.7711	-0.0034	-0.4%	0.7768
High	0.7784	0.7750	-0.0034	-0.4%	0.7801
Low	0.7703	0.7704	0.0001	0.0%	0.7676
Close	0.7704	0.7724	0.0020	0.3%	0.7743
Range	0.0082	0.0047	-0.0035	-42.9%	0.0125
ATR	0.0105	0.0101	-0.0004	-4.0%	0.0000
Volume	112,521	104,094	-8,427	-7.5%	559,919

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7841	0.7749
R3	0.7819	0.7794	0.7736
R2	0.7772	0.7772	0.7732
R1	0.7748	0.7748	0.7728	0.7760
PP	0.7726	0.7726	0.7726	0.7732
S1	0.7701	0.7701	0.7719	0.7714
S2	0.7679	0.7679	0.7715
S3	0.7633	0.7655	0.7711
S4	0.7586	0.7608	0.7698

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	0.7797	0.7701	0.0096	1.2%	0.0070	0.9%	23%	False	False	107,030
10	0.7896	0.7655	0.0241	3.1%	0.0099	1.3%	28%	False	False	135,160
20	0.7919	0.7483	0.0436	5.6%	0.0110	1.4%	55%	False	False	147,583
40	0.7919	0.7321	0.0598	7.7%	0.0108	1.4%	67%	False	False	115,857
60	0.7919	0.6855	0.1064	13.8%	0.0107	1.4%	82%	False	False	77,568
80	0.7919	0.6710	0.1209	15.7%	0.0097	1.3%	84%	False	False	58,250
100	0.7919	0.6710	0.1209	15.7%	0.0088	1.1%	84%	False	False	46,633
120	0.7919	0.6710	0.1209	15.7%	0.0081	1.0%	84%	False	False	38,863

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

Fibonacci Retracements and Extensions
4.250	0.7948
2.618	0.7872
1.618	0.7825
1.000	0.7797
0.618	0.7779
HIGH	0.7750
0.618	0.7732
0.500	0.7727
0.382	0.7721
LOW	0.7704
0.618	0.7675
1.000	0.7657
1.618	0.7628
2.618	0.7582
4.250	0.7506

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	0.7727	0.7743
PP	0.7726	0.7737
S1	0.7725	0.7730

Download as Excel Spreadsheet

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

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