CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	0.7428	0.7439	0.0011	0.1%	0.7471
High	0.7452	0.7475	0.0024	0.3%	0.7488
Low	0.7403	0.7340	-0.0064	-0.9%	0.7340
Close	0.7443	0.7345	-0.0099	-1.3%	0.7345
Range	0.0049	0.0136	0.0087	179.4%	0.0149
ATR	0.0088	0.0091	0.0003	3.9%	0.0000
Volume	91,337	183,151	91,814	100.5%	515,308

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7704	0.7419
R3	0.7657	0.7569	0.7382
R2	0.7522	0.7522	0.7369
R1	0.7433	0.7433	0.7357	0.7410
PP	0.7386	0.7386	0.7386	0.7375
S1	0.7298	0.7298	0.7332	0.7274
S2	0.7251	0.7251	0.7320
S3	0.7115	0.7162	0.7307
S4	0.6980	0.7027	0.7270

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7739	0.7426
R3	0.7688	0.7590	0.7385
R2	0.7539	0.7539	0.7372
R1	0.7442	0.7442	0.7358	0.7416
PP	0.7391	0.7391	0.7391	0.7378
S1	0.7293	0.7293	0.7331	0.7268
S2	0.7242	0.7242	0.7317
S3	0.7094	0.7145	0.7304
S4	0.6945	0.6996	0.7263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7488	0.7340	0.0149	2.0%	0.0073	1.0%	3%	False	True	124,595
10	0.7734	0.7340	0.0395	5.4%	0.0083	1.1%	1%	False	True	137,131
20	0.7847	0.7340	0.0508	6.9%	0.0085	1.2%	1%	False	True	135,884
40	0.7919	0.7340	0.0580	7.9%	0.0100	1.4%	1%	False	True	142,650
60	0.7919	0.7251	0.0668	9.1%	0.0103	1.4%	14%	False	False	117,577
80	0.7919	0.6841	0.1078	14.7%	0.0102	1.4%	47%	False	False	88,294
100	0.7919	0.6710	0.1209	16.5%	0.0094	1.3%	52%	False	False	70,689
120	0.7919	0.6710	0.1209	16.5%	0.0088	1.2%	52%	False	False	58,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7830
1.618	0.7694
1.000	0.7611
0.618	0.7559
HIGH	0.7475
0.618	0.7423
0.500	0.7407
0.382	0.7391
LOW	0.7340
0.618	0.7256
1.000	0.7204
1.618	0.7120
2.618	0.6985
4.250	0.6764

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	0.7407	0.7407
PP	0.7386	0.7386
S1	0.7365	0.7365

Download as Excel Spreadsheet

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

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