CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	0.7626	0.7575	-0.0051	-0.7%	0.7745
High	0.7640	0.7700	0.0060	0.8%	0.7847
Low	0.7559	0.7570	0.0011	0.1%	0.7657
Close	0.7582	0.7664	0.0082	1.1%	0.7667
Range	0.0081	0.0130	0.0049	60.5%	0.0190
ATR	0.0105	0.0107	0.0002	1.7%	0.0000
Volume	153,305	159,078	5,773	3.8%	733,741

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8034	0.7979	0.7735
R3	0.7904	0.7849	0.7699
R2	0.7774	0.7774	0.7687
R1	0.7719	0.7719	0.7675	0.7747
PP	0.7644	0.7644	0.7644	0.7658
S1	0.7589	0.7589	0.7652	0.7617
S2	0.7514	0.7514	0.7640
S3	0.7384	0.7459	0.7628
S4	0.7254	0.7329	0.7592

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%	0.0112	1.5%	36%	False	False	165,901
10	0.7847	0.7559	0.0288	3.8%	0.0091	1.2%	36%	False	False	136,465
20	0.7919	0.7559	0.0360	4.7%	0.0105	1.4%	29%	False	False	151,158
40	0.7919	0.7321	0.0598	7.8%	0.0110	1.4%	57%	False	False	135,711
60	0.7919	0.6938	0.0981	12.8%	0.0110	1.4%	74%	False	False	91,381
80	0.7919	0.6710	0.1209	15.8%	0.0102	1.3%	79%	False	False	68,614
100	0.7919	0.6710	0.1209	15.8%	0.0091	1.2%	79%	False	False	54,924
120	0.7919	0.6710	0.1209	15.8%	0.0083	1.1%	79%	False	False	45,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8252
2.618	0.8040
1.618	0.7910
1.000	0.7830
0.618	0.7780
HIGH	0.7700
0.618	0.7650
0.500	0.7635
0.382	0.7619
LOW	0.7570
0.618	0.7489
1.000	0.7440
1.618	0.7359
2.618	0.7229
4.250	0.7017

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	0.7654	0.7695
PP	0.7644	0.7684
S1	0.7635	0.7674

Download as Excel Spreadsheet

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

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