CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 02-Mar-2023

Day Change Summary
	Previous	Current
	01-Mar-2023	02-Mar-2023	Change	Change %	Previous Week
Open	0.7355	0.7355	0.0000	0.0%	0.7471
High	0.7405	0.7361	-0.0044	-0.6%	0.7488
Low	0.7339	0.7302	-0.0037	-0.5%	0.7340
Close	0.7355	0.7321	-0.0034	-0.5%	0.7345
Range	0.0066	0.0059	-0.0007	-10.6%	0.0149
ATR	0.0084	0.0083	-0.0002	-2.2%	0.0000
Volume	126,658	127,044	386	0.3%	515,308

Daily Pivots for day following 02-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7472	0.7353
R3	0.7446	0.7413	0.7337
R2	0.7387	0.7387	0.7332
R1	0.7354	0.7354	0.7326	0.7341
PP	0.7328	0.7328	0.7328	0.7322
S1	0.7295	0.7295	0.7316	0.7282
S2	0.7269	0.7269	0.7310
S3	0.7210	0.7236	0.7305
S4	0.7151	0.7177	0.7289

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	0.7302	0.0173	2.4%	0.0073	1.0%	11%	False	True	130,504
10	0.7507	0.7302	0.0205	2.8%	0.0064	0.9%	9%	False	True	121,999
20	0.7847	0.7302	0.0545	7.4%	0.0082	1.1%	3%	False	True	136,331
40	0.7919	0.7302	0.0617	8.4%	0.0096	1.3%	3%	False	True	141,584
60	0.7919	0.7302	0.0617	8.4%	0.0099	1.4%	3%	False	True	125,086
80	0.7919	0.6855	0.1064	14.5%	0.0101	1.4%	44%	False	False	94,154
100	0.7919	0.6710	0.1209	16.5%	0.0095	1.3%	51%	False	False	75,382
120	0.7919	0.6710	0.1209	16.5%	0.0088	1.2%	51%	False	False	62,846

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7612
2.618	0.7515
1.618	0.7456
1.000	0.7420
0.618	0.7397
HIGH	0.7361
0.618	0.7338
0.500	0.7332
0.382	0.7325
LOW	0.7302
0.618	0.7266
1.000	0.7243
1.618	0.7207
2.618	0.7148
4.250	0.7051

Fisher Pivots for day following 02-Mar-2023
Pivot	1 day	3 day
R1	0.7332	0.7354
PP	0.7328	0.7343
S1	0.7325	0.7332

Download as Excel Spreadsheet

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

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