CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	0.7426	0.7428	0.0003	0.0%	0.7639
High	0.7459	0.7452	-0.0007	-0.1%	0.7641
Low	0.7420	0.7403	-0.0017	-0.2%	0.7422
Close	0.7427	0.7443	0.0017	0.2%	0.7477
Range	0.0039	0.0049	0.0010	24.4%	0.0219
ATR	0.0091	0.0088	-0.0003	-3.3%	0.0000
Volume	90,688	91,337	649	0.7%	656,325

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7559	0.7470
R3	0.7530	0.7511	0.7456
R2	0.7481	0.7481	0.7452
R1	0.7462	0.7462	0.7447	0.7472
PP	0.7433	0.7433	0.7433	0.7437
S1	0.7414	0.7414	0.7439	0.7423
S2	0.7384	0.7384	0.7434
S3	0.7336	0.7365	0.7430
S4	0.7287	0.7317	0.7416

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	0.7507	0.7403	0.0104	1.4%	0.0055	0.7%	39%	False	True	113,495
10	0.7734	0.7403	0.0331	4.4%	0.0078	1.0%	12%	False	True	130,833
20	0.7847	0.7403	0.0444	6.0%	0.0083	1.1%	9%	False	True	132,433
40	0.7919	0.7403	0.0516	6.9%	0.0098	1.3%	8%	False	True	139,804
60	0.7919	0.7251	0.0668	9.0%	0.0103	1.4%	29%	False	False	114,547
80	0.7919	0.6841	0.1078	14.5%	0.0101	1.4%	56%	False	False	86,005
100	0.7919	0.6710	0.1209	16.2%	0.0093	1.3%	61%	False	False	68,859
120	0.7919	0.6710	0.1209	16.2%	0.0087	1.2%	61%	False	False	57,410

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7658
2.618	0.7578
1.618	0.7530
1.000	0.7500
0.618	0.7481
HIGH	0.7452
0.618	0.7433
0.500	0.7427
0.382	0.7422
LOW	0.7403
0.618	0.7373
1.000	0.7355
1.618	0.7325
2.618	0.7276
4.250	0.7197

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	0.7438	0.7446
PP	0.7433	0.7445
S1	0.7427	0.7444

Download as Excel Spreadsheet

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

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