CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	0.7355	0.7323	-0.0032	-0.4%	0.7345
High	0.7361	0.7375	0.0014	0.2%	0.7405
Low	0.7302	0.7320	0.0018	0.2%	0.7302
Close	0.7321	0.7370	0.0049	0.7%	0.7370
Range	0.0059	0.0055	-0.0004	-6.8%	0.0103
ATR	0.0083	0.0081	-0.0002	-2.4%	0.0000
Volume	127,044	114,298	-12,746	-10.0%	583,669

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7500	0.7400
R3	0.7465	0.7445	0.7385
R2	0.7410	0.7410	0.7380
R1	0.7390	0.7390	0.7375	0.7400
PP	0.7355	0.7355	0.7355	0.7360
S1	0.7335	0.7335	0.7364	0.7345
S2	0.7300	0.7300	0.7359
S3	0.7245	0.7280	0.7354
S4	0.7190	0.7225	0.7339

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7622	0.7426
R3	0.7565	0.7519	0.7398
R2	0.7462	0.7462	0.7388
R1	0.7416	0.7416	0.7379	0.7439
PP	0.7359	0.7359	0.7359	0.7370
S1	0.7313	0.7313	0.7360	0.7336
S2	0.7256	0.7256	0.7351
S3	0.7153	0.7210	0.7341
S4	0.7050	0.7107	0.7313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7405	0.7302	0.0103	1.4%	0.0057	0.8%	66%	False	False	116,733
10	0.7488	0.7302	0.0186	2.5%	0.0065	0.9%	36%	False	False	120,664
20	0.7831	0.7302	0.0529	7.2%	0.0082	1.1%	13%	False	False	135,059
40	0.7919	0.7302	0.0617	8.4%	0.0093	1.3%	11%	False	False	140,275
60	0.7919	0.7302	0.0617	8.4%	0.0098	1.3%	11%	False	False	126,881
80	0.7919	0.6905	0.1015	13.8%	0.0101	1.4%	46%	False	False	95,581
100	0.7919	0.6710	0.1209	16.4%	0.0095	1.3%	55%	False	False	76,523
120	0.7919	0.6710	0.1209	16.4%	0.0087	1.2%	55%	False	False	63,799

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7608
2.618	0.7518
1.618	0.7463
1.000	0.7430
0.618	0.7408
HIGH	0.7375
0.618	0.7353
0.500	0.7347
0.382	0.7341
LOW	0.7320
0.618	0.7286
1.000	0.7265
1.618	0.7231
2.618	0.7176
4.250	0.7086

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	0.7362	0.7364
PP	0.7355	0.7359
S1	0.7347	0.7354

Download as Excel Spreadsheet

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

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