CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 01-Mar-2023

Day Change Summary
	Previous	Current
	28-Feb-2023	01-Mar-2023	Change	Change %	Previous Week
Open	0.7353	0.7355	0.0002	0.0%	0.7471
High	0.7381	0.7405	0.0025	0.3%	0.7488
Low	0.7316	0.7339	0.0023	0.3%	0.7340
Close	0.7360	0.7355	-0.0005	-0.1%	0.7345
Range	0.0065	0.0066	0.0002	2.3%	0.0149
ATR	0.0086	0.0084	-0.0001	-1.7%	0.0000
Volume	122,970	126,658	3,688	3.0%	515,308

Daily Pivots for day following 01-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7564	0.7526	0.7391
R3	0.7498	0.7460	0.7373
R2	0.7432	0.7432	0.7367
R1	0.7394	0.7394	0.7361	0.7413
PP	0.7366	0.7366	0.7366	0.7376
S1	0.7328	0.7328	0.7349	0.7347
S2	0.7300	0.7300	0.7343
S3	0.7234	0.7262	0.7337
S4	0.7168	0.7196	0.7319

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	0.7475	0.7316	0.0159	2.2%	0.0071	1.0%	25%	False	False	123,363
10	0.7571	0.7316	0.0255	3.5%	0.0068	0.9%	15%	False	False	122,397
20	0.7847	0.7316	0.0531	7.2%	0.0085	1.2%	7%	False	False	137,561
40	0.7919	0.7316	0.0603	8.2%	0.0097	1.3%	6%	False	False	142,572
60	0.7919	0.7316	0.0603	8.2%	0.0100	1.4%	6%	False	False	123,092
80	0.7919	0.6855	0.1064	14.5%	0.0101	1.4%	47%	False	False	92,566
100	0.7919	0.6710	0.1209	16.4%	0.0094	1.3%	53%	False	False	74,112
120	0.7919	0.6710	0.1209	16.4%	0.0087	1.2%	53%	False	False	61,788

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7686
2.618	0.7578
1.618	0.7512
1.000	0.7471
0.618	0.7446
HIGH	0.7405
0.618	0.7380
0.500	0.7372
0.382	0.7364
LOW	0.7339
0.618	0.7298
1.000	0.7273
1.618	0.7232
2.618	0.7166
4.250	0.7059

Fisher Pivots for day following 01-Mar-2023
Pivot	1 day	3 day
R1	0.7372	0.7361
PP	0.7366	0.7359
S1	0.7361	0.7357

Download as Excel Spreadsheet

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

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