CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	0.7579	0.7539	-0.0040	-0.5%	0.7626
High	0.7632	0.7571	-0.0062	-0.8%	0.7734
Low	0.7528	0.7469	-0.0060	-0.8%	0.7559
Close	0.7543	0.7479	-0.0064	-0.8%	0.7634
Range	0.0104	0.0102	-0.0002	-1.9%	0.0175
ATR	0.0102	0.0102	0.0000	0.0%	0.0000
Volume	173,709	131,016	-42,693	-24.6%	720,150

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7812	0.7748	0.7535
R3	0.7710	0.7646	0.7507
R2	0.7608	0.7608	0.7498
R1	0.7544	0.7544	0.7488	0.7525
PP	0.7506	0.7506	0.7506	0.7497
S1	0.7442	0.7442	0.7470	0.7423
S2	0.7404	0.7404	0.7460
S3	0.7302	0.7340	0.7451
S4	0.7200	0.7238	0.7423

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	0.7469	0.0266	3.5%	0.0101	1.4%	4%	False	True	148,172
10	0.7847	0.7469	0.0379	5.1%	0.0101	1.3%	3%	False	True	150,664
20	0.7881	0.7469	0.0412	5.5%	0.0093	1.2%	3%	False	True	135,054
40	0.7919	0.7357	0.0563	7.5%	0.0108	1.4%	22%	False	False	143,391
60	0.7919	0.7141	0.0778	10.4%	0.0105	1.4%	43%	False	False	105,167
80	0.7919	0.6710	0.1209	16.2%	0.0106	1.4%	64%	False	False	78,969
100	0.7919	0.6710	0.1209	16.2%	0.0093	1.2%	64%	False	False	63,186
120	0.7919	0.6710	0.1209	16.2%	0.0086	1.2%	64%	False	False	52,681

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8004
2.618	0.7838
1.618	0.7736
1.000	0.7673
0.618	0.7634
HIGH	0.7571
0.618	0.7532
0.500	0.7520
0.382	0.7507
LOW	0.7469
0.618	0.7405
1.000	0.7367
1.618	0.7303
2.618	0.7201
4.250	0.7035

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	0.7520	0.7555
PP	0.7506	0.7529
S1	0.7493	0.7504

Download as Excel Spreadsheet

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

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