CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 06-Feb-2023

Day Change Summary
	Previous	Current
	03-Feb-2023	06-Feb-2023	Change	Change %	Previous Week
Open	0.7811	0.7626	-0.0186	-2.4%	0.7745
High	0.7831	0.7640	-0.0191	-2.4%	0.7847
Low	0.7657	0.7559	-0.0098	-1.3%	0.7657
Close	0.7667	0.7582	-0.0086	-1.1%	0.7667
Range	0.0174	0.0081	-0.0093	-53.3%	0.0190
ATR	0.0104	0.0105	0.0000	0.2%	0.0000
Volume	225,737	153,305	-72,432	-32.1%	733,741

Daily Pivots for day following 06-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7837	0.7790	0.7626
R3	0.7756	0.7709	0.7604
R2	0.7675	0.7675	0.7596
R1	0.7628	0.7628	0.7589	0.7611
PP	0.7594	0.7594	0.7594	0.7585
S1	0.7547	0.7547	0.7574	0.7530
S2	0.7513	0.7513	0.7567
S3	0.7432	0.7466	0.7559
S4	0.7351	0.7385	0.7537

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	0.7559	0.0288	3.8%	0.0096	1.3%	8%	False	True	154,905
10	0.7847	0.7559	0.0288	3.8%	0.0086	1.1%	8%	False	True	132,812
20	0.7919	0.7559	0.0360	4.7%	0.0103	1.4%	6%	False	True	148,129
40	0.7919	0.7321	0.0598	7.9%	0.0108	1.4%	44%	False	False	131,865
60	0.7919	0.6935	0.0984	13.0%	0.0109	1.4%	66%	False	False	88,733
80	0.7919	0.6710	0.1209	15.9%	0.0101	1.3%	72%	False	False	66,627
100	0.7919	0.6710	0.1209	15.9%	0.0090	1.2%	72%	False	False	53,335
120	0.7919	0.6710	0.1209	15.9%	0.0082	1.1%	72%	False	False	44,450

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	0.7984
2.618	0.7852
1.618	0.7771
1.000	0.7721
0.618	0.7690
HIGH	0.7640
0.618	0.7609
0.500	0.7600
0.382	0.7590
LOW	0.7559
0.618	0.7509
1.000	0.7478
1.618	0.7428
2.618	0.7347
4.250	0.7215

Fisher Pivots for day following 06-Feb-2023
Pivot	1 day	3 day
R1	0.7600	0.7703
PP	0.7594	0.7663
S1	0.7588	0.7622

Download as Excel Spreadsheet

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

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