CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 08-Feb-2023

Day Change Summary
	Previous	Current
	07-Feb-2023	08-Feb-2023	Change	Change %	Previous Week
Open	0.7575	0.7665	0.0090	1.2%	0.7745
High	0.7700	0.7691	-0.0009	-0.1%	0.7847
Low	0.7570	0.7636	0.0067	0.9%	0.7657
Close	0.7664	0.7647	-0.0017	-0.2%	0.7667
Range	0.0130	0.0055	-0.0075	-57.7%	0.0190
ATR	0.0107	0.0103	-0.0004	-3.5%	0.0000
Volume	159,078	87,912	-71,166	-44.7%	733,741

Daily Pivots for day following 08-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7790	0.7677
R3	0.7768	0.7735	0.7662
R2	0.7713	0.7713	0.7657
R1	0.7680	0.7680	0.7652	0.7669
PP	0.7658	0.7658	0.7658	0.7652
S1	0.7625	0.7625	0.7641	0.7614
S2	0.7603	0.7603	0.7636
S3	0.7548	0.7570	0.7631
S4	0.7493	0.7515	0.7616

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%	0.0101	1.3%	30%	False	False	153,156
10	0.7847	0.7559	0.0288	3.8%	0.0089	1.2%	30%	False	False	134,033
20	0.7919	0.7559	0.0360	4.7%	0.0105	1.4%	24%	False	False	150,346
40	0.7919	0.7321	0.0598	7.8%	0.0109	1.4%	54%	False	False	137,421
60	0.7919	0.7136	0.0784	10.2%	0.0106	1.4%	65%	False	False	92,840
80	0.7919	0.6710	0.1209	15.8%	0.0102	1.3%	77%	False	False	69,712
100	0.7919	0.6710	0.1209	15.8%	0.0091	1.2%	77%	False	False	55,794
120	0.7919	0.6710	0.1209	15.8%	0.0083	1.1%	77%	False	False	46,508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7925
2.618	0.7835
1.618	0.7780
1.000	0.7746
0.618	0.7725
HIGH	0.7691
0.618	0.7670
0.500	0.7664
0.382	0.7657
LOW	0.7636
0.618	0.7602
1.000	0.7581
1.618	0.7547
2.618	0.7492
4.250	0.7402

Fisher Pivots for day following 08-Feb-2023
Pivot	1 day	3 day
R1	0.7664	0.7641
PP	0.7658	0.7635
S1	0.7652	0.7629

Download as Excel Spreadsheet

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

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