CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 22-Feb-2023

Day Change Summary
	Previous	Current
	21-Feb-2023	22-Feb-2023	Change	Change %	Previous Week
Open	0.7471	0.7426	-0.0045	-0.6%	0.7639
High	0.7488	0.7459	-0.0030	-0.4%	0.7641
Low	0.7413	0.7420	0.0007	0.1%	0.7422
Close	0.7428	0.7427	-0.0001	0.0%	0.7477
Range	0.0075	0.0039	-0.0036	-48.0%	0.0219
ATR	0.0095	0.0091	-0.0004	-4.2%	0.0000
Volume	150,132	90,688	-59,444	-39.6%	656,325

Daily Pivots for day following 22-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7528	0.7448
R3	0.7513	0.7489	0.7437
R2	0.7474	0.7474	0.7434
R1	0.7450	0.7450	0.7430	0.7462
PP	0.7435	0.7435	0.7435	0.7441
S1	0.7411	0.7411	0.7423	0.7423
S2	0.7396	0.7396	0.7419
S3	0.7357	0.7372	0.7416
S4	0.7318	0.7333	0.7405

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	0.7571	0.7413	0.0158	2.1%	0.0066	0.9%	9%	False	False	121,431
10	0.7734	0.7413	0.0321	4.3%	0.0079	1.1%	4%	False	False	130,491
20	0.7847	0.7413	0.0434	5.8%	0.0085	1.1%	3%	False	False	133,478
40	0.7919	0.7413	0.0506	6.8%	0.0098	1.3%	3%	False	False	139,445
60	0.7919	0.7251	0.0668	9.0%	0.0103	1.4%	26%	False	False	113,049
80	0.7919	0.6841	0.1078	14.5%	0.0101	1.4%	54%	False	False	84,865
100	0.7919	0.6710	0.1209	16.3%	0.0093	1.3%	59%	False	False	67,946
120	0.7919	0.6710	0.1209	16.3%	0.0087	1.2%	59%	False	False	56,649

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7561
1.618	0.7522
1.000	0.7498
0.618	0.7483
HIGH	0.7459
0.618	0.7444
0.500	0.7439
0.382	0.7434
LOW	0.7420
0.618	0.7395
1.000	0.7381
1.618	0.7356
2.618	0.7317
4.250	0.7254

Fisher Pivots for day following 22-Feb-2023
Pivot	1 day	3 day
R1	0.7439	0.7451
PP	0.7435	0.7443
S1	0.7431	0.7435

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols