CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	0.7798	0.7811	0.0014	0.2%	0.7745
High	0.7847	0.7831	-0.0017	-0.2%	0.7847
Low	0.7783	0.7657	-0.0126	-1.6%	0.7657
Close	0.7813	0.7667	-0.0146	-1.9%	0.7667
Range	0.0065	0.0174	0.0109	169.0%	0.0190
ATR	0.0099	0.0104	0.0005	5.4%	0.0000
Volume	139,748	225,737	85,989	61.5%	733,741

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8239	0.8126	0.7762
R3	0.8065	0.7953	0.7715
R2	0.7892	0.7892	0.7699
R1	0.7779	0.7779	0.7683	0.7749
PP	0.7718	0.7718	0.7718	0.7703
S1	0.7606	0.7606	0.7651	0.7575
S2	0.7545	0.7545	0.7635
S3	0.7371	0.7432	0.7619
S4	0.7198	0.7259	0.7572

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8294	0.8170	0.7772
R3	0.8104	0.7980	0.7719
R2	0.7914	0.7914	0.7702
R1	0.7790	0.7790	0.7684	0.7757
PP	0.7724	0.7724	0.7724	0.7707
S1	0.7600	0.7600	0.7650	0.7567
S2	0.7534	0.7534	0.7632
S3	0.7344	0.7410	0.7615
S4	0.7154	0.7220	0.7563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7847	0.7657	0.0190	2.5%	0.0096	1.2%	5%	False	True	146,748
10	0.7847	0.7657	0.0190	2.5%	0.0089	1.2%	5%	False	True	129,366
20	0.7919	0.7483	0.0436	5.7%	0.0107	1.4%	42%	False	False	149,415
40	0.7919	0.7321	0.0598	7.8%	0.0108	1.4%	58%	False	False	128,178
60	0.7919	0.6923	0.0996	13.0%	0.0109	1.4%	75%	False	False	86,181
80	0.7919	0.6710	0.1209	15.8%	0.0100	1.3%	79%	False	False	64,711
100	0.7919	0.6710	0.1209	15.8%	0.0090	1.2%	79%	False	False	51,803
120	0.7919	0.6710	0.1209	15.8%	0.0082	1.1%	79%	False	False	43,172

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8568
2.618	0.8285
1.618	0.8111
1.000	0.8004
0.618	0.7938
HIGH	0.7831
0.618	0.7764
0.500	0.7744
0.382	0.7723
LOW	0.7657
0.618	0.7550
1.000	0.7484
1.618	0.7376
2.618	0.7203
4.250	0.6920

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	0.7744	0.7752
PP	0.7718	0.7724
S1	0.7693	0.7695

Download as Excel Spreadsheet

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

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