CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 09-Feb-2023

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	0.7665	0.7643	-0.0023	-0.3%	0.7745
High	0.7691	0.7705	0.0014	0.2%	0.7847
Low	0.7636	0.7617	-0.0020	-0.3%	0.7657
Close	0.7647	0.7631	-0.0016	-0.2%	0.7667
Range	0.0055	0.0088	0.0033	60.0%	0.0190
ATR	0.0103	0.0102	-0.0001	-1.0%	0.0000
Volume	87,912	120,177	32,265	36.7%	733,741

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7861	0.7679
R3	0.7827	0.7773	0.7655
R2	0.7739	0.7739	0.7647
R1	0.7685	0.7685	0.7639	0.7668
PP	0.7651	0.7651	0.7651	0.7642
S1	0.7597	0.7597	0.7623	0.7580
S2	0.7563	0.7563	0.7615
S3	0.7475	0.7509	0.7607
S4	0.7387	0.7421	0.7583

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	0.7831	0.7559	0.0272	3.6%	0.0106	1.4%	27%	False	False	149,241
10	0.7847	0.7559	0.0288	3.8%	0.0088	1.2%	25%	False	False	134,638
20	0.7919	0.7559	0.0360	4.7%	0.0107	1.4%	20%	False	False	152,236
40	0.7919	0.7321	0.0598	7.8%	0.0110	1.4%	52%	False	False	139,437
60	0.7919	0.7141	0.0778	10.2%	0.0104	1.4%	63%	False	False	94,837
80	0.7919	0.6710	0.1209	15.8%	0.0102	1.3%	76%	False	False	71,213
100	0.7919	0.6710	0.1209	15.8%	0.0092	1.2%	76%	False	False	56,996
120	0.7919	0.6710	0.1209	15.8%	0.0084	1.1%	76%	False	False	47,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.8079
2.618	0.7935
1.618	0.7847
1.000	0.7793
0.618	0.7759
HIGH	0.7705
0.618	0.7671
0.500	0.7661
0.382	0.7650
LOW	0.7617
0.618	0.7562
1.000	0.7529
1.618	0.7474
2.618	0.7386
4.250	0.7243

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	0.7661	0.7637
PP	0.7651	0.7635
S1	0.7641	0.7633

Download as Excel Spreadsheet

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

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