CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 10-Feb-2023

Day Change Summary
	Previous	Current
	09-Feb-2023	10-Feb-2023	Change	Change %	Previous Week
Open	0.7643	0.7634	-0.0009	-0.1%	0.7626
High	0.7705	0.7734	0.0030	0.4%	0.7734
Low	0.7617	0.7612	-0.0005	-0.1%	0.7559
Close	0.7631	0.7634	0.0003	0.0%	0.7634
Range	0.0088	0.0123	0.0035	39.2%	0.0175
ATR	0.0102	0.0103	0.0001	1.5%	0.0000
Volume	120,177	199,678	79,501	66.2%	720,150

Daily Pivots for day following 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.7953	0.7701
R3	0.7905	0.7831	0.7668
R2	0.7782	0.7782	0.7656
R1	0.7708	0.7708	0.7645	0.7695
PP	0.7660	0.7660	0.7660	0.7653
S1	0.7586	0.7586	0.7623	0.7573
S2	0.7537	0.7537	0.7612
S3	0.7415	0.7463	0.7600
S4	0.7292	0.7341	0.7567

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8167	0.8076	0.7730
R3	0.7992	0.7901	0.7682
R2	0.7817	0.7817	0.7666
R1	0.7726	0.7726	0.7650	0.7772
PP	0.7642	0.7642	0.7642	0.7665
S1	0.7551	0.7551	0.7618	0.7597
S2	0.7467	0.7467	0.7602
S3	0.7292	0.7376	0.7586
S4	0.7117	0.7201	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7734	0.7559	0.0175	2.3%	0.0095	1.2%	43%	True	False	144,030
10	0.7847	0.7559	0.0288	3.8%	0.0096	1.3%	26%	False	False	145,389
20	0.7919	0.7559	0.0360	4.7%	0.0103	1.3%	21%	False	False	150,001
40	0.7919	0.7321	0.0598	7.8%	0.0108	1.4%	52%	False	False	141,178
60	0.7919	0.7141	0.0778	10.2%	0.0105	1.4%	63%	False	False	98,161
80	0.7919	0.6710	0.1209	15.8%	0.0104	1.4%	76%	False	False	73,708
100	0.7919	0.6710	0.1209	15.8%	0.0093	1.2%	76%	False	False	58,993
120	0.7919	0.6710	0.1209	15.8%	0.0084	1.1%	76%	False	False	49,173

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8055
1.618	0.7932
1.000	0.7857
0.618	0.7810
HIGH	0.7734
0.618	0.7687
0.500	0.7673
0.382	0.7658
LOW	0.7612
0.618	0.7536
1.000	0.7489
1.618	0.7413
2.618	0.7291
4.250	0.7091

Fisher Pivots for day following 10-Feb-2023
Pivot	1 day	3 day
R1	0.7673	0.7673
PP	0.7660	0.7660
S1	0.7647	0.7647

Download as Excel Spreadsheet

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

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