CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	0.7323	0.7368	0.0046	0.6%	0.7345
High	0.7375	0.7394	0.0020	0.3%	0.7405
Low	0.7320	0.7350	0.0030	0.4%	0.7302
Close	0.7370	0.7356	-0.0014	-0.2%	0.7370
Range	0.0055	0.0045	-0.0011	-19.1%	0.0103
ATR	0.0081	0.0078	-0.0003	-3.2%	0.0000
Volume	114,298	126,643	12,345	10.8%	583,669

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7473	0.7380
R3	0.7456	0.7428	0.7368
R2	0.7411	0.7411	0.7364
R1	0.7384	0.7384	0.7360	0.7375
PP	0.7367	0.7367	0.7367	0.7362
S1	0.7339	0.7339	0.7352	0.7331
S2	0.7322	0.7322	0.7348
S3	0.7278	0.7295	0.7344
S4	0.7233	0.7250	0.7332

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%	0.0058	0.8%	52%	False	False	123,522
10	0.7488	0.7302	0.0186	2.5%	0.0063	0.8%	29%	False	False	122,562
20	0.7734	0.7302	0.0432	5.9%	0.0075	1.0%	13%	False	False	130,104
40	0.7919	0.7302	0.0617	8.4%	0.0091	1.2%	9%	False	False	139,760
60	0.7919	0.7302	0.0617	8.4%	0.0097	1.3%	9%	False	False	128,820
80	0.7919	0.6923	0.0996	13.5%	0.0101	1.4%	43%	False	False	97,162
100	0.7919	0.6710	0.1209	16.4%	0.0095	1.3%	53%	False	False	77,790
120	0.7919	0.6710	0.1209	16.4%	0.0087	1.2%	53%	False	False	64,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7511
1.618	0.7466
1.000	0.7439
0.618	0.7422
HIGH	0.7394
0.618	0.7377
0.500	0.7372
0.382	0.7366
LOW	0.7350
0.618	0.7322
1.000	0.7305
1.618	0.7277
2.618	0.7233
4.250	0.7160

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	0.7372	0.7353
PP	0.7367	0.7351
S1	0.7361	0.7348

Download as Excel Spreadsheet

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

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