CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	0.7729	0.7798	0.0069	0.9%	0.7768
High	0.7822	0.7847	0.0025	0.3%	0.7801
Low	0.7710	0.7783	0.0073	0.9%	0.7676
Close	0.7807	0.7813	0.0006	0.1%	0.7743
Range	0.0113	0.0065	-0.0048	-42.7%	0.0125
ATR	0.0102	0.0099	-0.0003	-2.6%	0.0000
Volume	151,641	139,748	-11,893	-7.8%	559,919

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7975	0.7848
R3	0.7943	0.7910	0.7831
R2	0.7879	0.7879	0.7825
R1	0.7846	0.7846	0.7819	0.7862
PP	0.7814	0.7814	0.7814	0.7822
S1	0.7781	0.7781	0.7807	0.7798
S2	0.7750	0.7750	0.7801
S3	0.7685	0.7717	0.7795
S4	0.7621	0.7652	0.7778

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	0.7847	0.7703	0.0145	1.8%	0.0070	0.9%	76%	True	False	120,034
10	0.7847	0.7676	0.0172	2.2%	0.0086	1.1%	80%	True	False	121,221
20	0.7919	0.7483	0.0436	5.6%	0.0105	1.3%	76%	False	False	145,491
40	0.7919	0.7321	0.0598	7.7%	0.0106	1.4%	82%	False	False	122,793
60	0.7919	0.6905	0.1015	13.0%	0.0107	1.4%	90%	False	False	82,421
80	0.7919	0.6710	0.1209	15.5%	0.0098	1.3%	91%	False	False	61,890
100	0.7919	0.6710	0.1209	15.5%	0.0088	1.1%	91%	False	False	49,547
120	0.7919	0.6710	0.1209	15.5%	0.0081	1.0%	91%	False	False	41,291

Crabel Price Patterns
NR	True
NR4	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.8016
1.618	0.7951
1.000	0.7912
0.618	0.7887
HIGH	0.7847
0.618	0.7822
0.500	0.7815
0.382	0.7807
LOW	0.7783
0.618	0.7743
1.000	0.7718
1.618	0.7678
2.618	0.7614
4.250	0.7508

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	0.7815	0.7800
PP	0.7814	0.7788
S1	0.7814	0.7775

Download as Excel Spreadsheet

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

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