CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 13-Feb-2023

Day Change Summary
	Previous	Current
	10-Feb-2023	13-Feb-2023	Change	Change %	Previous Week
Open	0.7634	0.7639	0.0005	0.1%	0.7626
High	0.7734	0.7641	-0.0094	-1.2%	0.7734
Low	0.7612	0.7552	-0.0060	-0.8%	0.7559
Close	0.7634	0.7578	-0.0057	-0.7%	0.7634
Range	0.0123	0.0089	-0.0034	-27.8%	0.0175
ATR	0.0103	0.0102	-0.0001	-1.0%	0.0000
Volume	199,678	116,281	-83,397	-41.8%	720,150

Daily Pivots for day following 13-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7856	0.7805	0.7626
R3	0.7767	0.7717	0.7602
R2	0.7679	0.7679	0.7594
R1	0.7628	0.7628	0.7586	0.7609
PP	0.7590	0.7590	0.7590	0.7581
S1	0.7540	0.7540	0.7569	0.7521
S2	0.7502	0.7502	0.7561
S3	0.7413	0.7451	0.7553
S4	0.7325	0.7363	0.7529

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	0.7552	0.0182	2.4%	0.0097	1.3%	14%	False	True	136,625
10	0.7847	0.7552	0.0295	3.9%	0.0096	1.3%	9%	False	True	145,765
20	0.7919	0.7552	0.0367	4.8%	0.0101	1.3%	7%	False	True	146,759
40	0.7919	0.7321	0.0598	7.9%	0.0108	1.4%	43%	False	False	141,612
60	0.7919	0.7141	0.0778	10.3%	0.0104	1.4%	56%	False	False	100,093
80	0.7919	0.6710	0.1209	16.0%	0.0104	1.4%	72%	False	False	75,161
100	0.7919	0.6710	0.1209	16.0%	0.0094	1.2%	72%	False	False	60,155
120	0.7919	0.6710	0.1209	16.0%	0.0085	1.1%	72%	False	False	50,142

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8017
2.618	0.7872
1.618	0.7784
1.000	0.7729
0.618	0.7695
HIGH	0.7641
0.618	0.7607
0.500	0.7596
0.382	0.7586
LOW	0.7552
0.618	0.7497
1.000	0.7464
1.618	0.7409
2.618	0.7320
4.250	0.7176

Fisher Pivots for day following 13-Feb-2023
Pivot	1 day	3 day
R1	0.7596	0.7643
PP	0.7590	0.7621
S1	0.7584	0.7599

Download as Excel Spreadsheet

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

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