CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 16-Feb-2023

Day Change Summary
	Previous	Current
	15-Feb-2023	16-Feb-2023	Change	Change %	Previous Week
Open	0.7539	0.7483	-0.0056	-0.7%	0.7626
High	0.7571	0.7507	-0.0064	-0.8%	0.7734
Low	0.7469	0.7458	-0.0011	-0.1%	0.7559
Close	0.7479	0.7494	0.0015	0.2%	0.7634
Range	0.0102	0.0049	-0.0054	-52.5%	0.0175
ATR	0.0102	0.0098	-0.0004	-3.8%	0.0000
Volume	131,016	127,650	-3,366	-2.6%	720,150

Daily Pivots for day following 16-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7611	0.7520
R3	0.7583	0.7563	0.7507
R2	0.7535	0.7535	0.7502
R1	0.7514	0.7514	0.7498	0.7524
PP	0.7486	0.7486	0.7486	0.7491
S1	0.7466	0.7466	0.7489	0.7476
S2	0.7438	0.7438	0.7485
S3	0.7389	0.7417	0.7480
S4	0.7341	0.7369	0.7467

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	0.7458	0.0276	3.7%	0.0093	1.2%	13%	False	True	149,666
10	0.7831	0.7458	0.0373	5.0%	0.0099	1.3%	10%	False	True	149,454
20	0.7847	0.7458	0.0389	5.2%	0.0092	1.2%	9%	False	True	135,338
40	0.7919	0.7357	0.0563	7.5%	0.0107	1.4%	24%	False	False	144,356
60	0.7919	0.7141	0.0778	10.4%	0.0105	1.4%	45%	False	False	107,288
80	0.7919	0.6810	0.1109	14.8%	0.0103	1.4%	62%	False	False	80,517
100	0.7919	0.6710	0.1209	16.1%	0.0092	1.2%	65%	False	False	64,462
120	0.7919	0.6710	0.1209	16.1%	0.0087	1.2%	65%	False	False	53,745

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7713
2.618	0.7633
1.618	0.7585
1.000	0.7555
0.618	0.7536
HIGH	0.7507
0.618	0.7488
0.500	0.7482
0.382	0.7477
LOW	0.7458
0.618	0.7428
1.000	0.7410
1.618	0.7380
2.618	0.7331
4.250	0.7252

Fisher Pivots for day following 16-Feb-2023
Pivot	1 day	3 day
R1	0.7490	0.7545
PP	0.7486	0.7528
S1	0.7482	0.7511

Download as Excel Spreadsheet

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

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