CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	0.7711	0.7729	0.0018	0.2%	0.7768
High	0.7750	0.7822	0.0072	0.9%	0.7801
Low	0.7704	0.7710	0.0006	0.1%	0.7676
Close	0.7724	0.7807	0.0084	1.1%	0.7743
Range	0.0047	0.0113	0.0066	141.9%	0.0125
ATR	0.0101	0.0102	0.0001	0.8%	0.0000
Volume	104,094	151,641	47,547	45.7%	559,919

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8075	0.7869
R3	0.8005	0.7962	0.7838
R2	0.7892	0.7892	0.7828
R1	0.7850	0.7850	0.7817	0.7871
PP	0.7780	0.7780	0.7780	0.7790
S1	0.7737	0.7737	0.7797	0.7758
S2	0.7667	0.7667	0.7786
S3	0.7555	0.7625	0.7776
S4	0.7442	0.7512	0.7745

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	0.7822	0.7701	0.0121	1.5%	0.0076	1.0%	88%	True	False	114,910
10	0.7881	0.7676	0.0205	2.6%	0.0086	1.1%	64%	False	False	119,444
20	0.7919	0.7483	0.0436	5.6%	0.0110	1.4%	74%	False	False	146,836
40	0.7919	0.7321	0.0598	7.7%	0.0108	1.4%	81%	False	False	119,464
60	0.7919	0.6855	0.1064	13.6%	0.0108	1.4%	89%	False	False	80,095
80	0.7919	0.6710	0.1209	15.5%	0.0098	1.3%	91%	False	False	60,145
100	0.7919	0.6710	0.1209	15.5%	0.0089	1.1%	91%	False	False	48,149
120	0.7919	0.6710	0.1209	15.5%	0.0081	1.0%	91%	False	False	40,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8300
2.618	0.8117
1.618	0.8004
1.000	0.7935
0.618	0.7892
HIGH	0.7822
0.618	0.7779
0.500	0.7766
0.382	0.7752
LOW	0.7710
0.618	0.7640
1.000	0.7597
1.618	0.7527
2.618	0.7415
4.250	0.7231

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	0.7793	0.7792
PP	0.7780	0.7777
S1	0.7766	0.7762

Download as Excel Spreadsheet

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

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