CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 14-Feb-2023

Day Change Summary
	Previous	Current
	13-Feb-2023	14-Feb-2023	Change	Change %	Previous Week
Open	0.7639	0.7579	-0.0060	-0.8%	0.7626
High	0.7641	0.7632	-0.0009	-0.1%	0.7734
Low	0.7552	0.7528	-0.0024	-0.3%	0.7559
Close	0.7578	0.7543	-0.0035	-0.5%	0.7634
Range	0.0089	0.0104	0.0016	17.5%	0.0175
ATR	0.0102	0.0102	0.0000	0.1%	0.0000
Volume	116,281	173,709	57,428	49.4%	720,150

Daily Pivots for day following 14-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7815	0.7600
R3	0.7776	0.7711	0.7572
R2	0.7672	0.7672	0.7562
R1	0.7607	0.7607	0.7553	0.7588
PP	0.7568	0.7568	0.7568	0.7558
S1	0.7503	0.7503	0.7533	0.7484
S2	0.7464	0.7464	0.7524
S3	0.7360	0.7399	0.7514
S4	0.7256	0.7295	0.7486

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	0.7528	0.0206	2.7%	0.0092	1.2%	7%	False	True	139,551
10	0.7847	0.7528	0.0319	4.2%	0.0102	1.4%	5%	False	True	152,726
20	0.7896	0.7528	0.0368	4.9%	0.0100	1.3%	4%	False	True	143,943
40	0.7919	0.7340	0.0579	7.7%	0.0107	1.4%	35%	False	False	142,844
60	0.7919	0.7141	0.0778	10.3%	0.0105	1.4%	52%	False	False	102,987
80	0.7919	0.6710	0.1209	16.0%	0.0105	1.4%	69%	False	False	77,331
100	0.7919	0.6710	0.1209	16.0%	0.0094	1.2%	69%	False	False	61,892
120	0.7919	0.6710	0.1209	16.0%	0.0086	1.1%	69%	False	False	51,590

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8074
2.618	0.7904
1.618	0.7800
1.000	0.7736
0.618	0.7696
HIGH	0.7632
0.618	0.7592
0.500	0.7580
0.382	0.7568
LOW	0.7528
0.618	0.7464
1.000	0.7424
1.618	0.7360
2.618	0.7256
4.250	0.7086

Fisher Pivots for day following 14-Feb-2023
Pivot	1 day	3 day
R1	0.7580	0.7631
PP	0.7568	0.7602
S1	0.7555	0.7572

Download as Excel Spreadsheet

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

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