CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	0.7485	0.7471	-0.0015	-0.2%	0.7639
High	0.7487	0.7488	0.0002	0.0%	0.7641
Low	0.7422	0.7413	-0.0009	-0.1%	0.7422
Close	0.7477	0.7428	-0.0049	-0.7%	0.7477
Range	0.0065	0.0075	0.0011	16.3%	0.0219
ATR	0.0097	0.0095	-0.0002	-1.6%	0.0000
Volume	107,669	150,132	42,463	39.4%	656,325

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7623	0.7469
R3	0.7593	0.7548	0.7448
R2	0.7518	0.7518	0.7441
R1	0.7473	0.7473	0.7434	0.7458
PP	0.7443	0.7443	0.7443	0.7435
S1	0.7398	0.7398	0.7421	0.7383
S2	0.7368	0.7368	0.7414
S3	0.7293	0.7323	0.7407
S4	0.7218	0.7248	0.7386

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8041	0.7597
R3	0.7950	0.7823	0.7537
R2	0.7732	0.7732	0.7517
R1	0.7604	0.7604	0.7497	0.7559
PP	0.7513	0.7513	0.7513	0.7490
S1	0.7386	0.7386	0.7456	0.7340
S2	0.7295	0.7295	0.7436
S3	0.7076	0.7167	0.7416
S4	0.6858	0.6949	0.7356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7632	0.7413	0.0219	2.9%	0.0079	1.1%	7%	False	True	138,035
10	0.7734	0.7413	0.0321	4.3%	0.0088	1.2%	5%	False	True	137,330
20	0.7847	0.7413	0.0434	5.8%	0.0087	1.2%	3%	False	True	135,071
40	0.7919	0.7413	0.0506	6.8%	0.0099	1.3%	3%	False	True	139,735
60	0.7919	0.7174	0.0746	10.0%	0.0105	1.4%	34%	False	False	111,561
80	0.7919	0.6841	0.1078	14.5%	0.0102	1.4%	54%	False	False	83,735
100	0.7919	0.6710	0.1209	16.3%	0.0093	1.3%	59%	False	False	67,039
120	0.7919	0.6710	0.1209	16.3%	0.0087	1.2%	59%	False	False	55,893

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7807
2.618	0.7684
1.618	0.7609
1.000	0.7563
0.618	0.7534
HIGH	0.7488
0.618	0.7459
0.500	0.7451
0.382	0.7442
LOW	0.7413
0.618	0.7367
1.000	0.7338
1.618	0.7292
2.618	0.7217
4.250	0.7094

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	0.7451	0.7460
PP	0.7443	0.7449
S1	0.7435	0.7438

Download as Excel Spreadsheet

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

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