CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	0.7368	0.7363	-0.0006	-0.1%	0.7345
High	0.7394	0.7384	-0.0010	-0.1%	0.7405
Low	0.7350	0.7295	-0.0055	-0.7%	0.7302
Close	0.7356	0.7299	-0.0057	-0.8%	0.7370
Range	0.0045	0.0090	0.0045	101.1%	0.0103
ATR	0.0078	0.0079	0.0001	1.0%	0.0000
Volume	126,643	193,376	66,733	52.7%	583,669

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7594	0.7536	0.7348
R3	0.7505	0.7447	0.7324
R2	0.7415	0.7415	0.7315
R1	0.7357	0.7357	0.7307	0.7342
PP	0.7326	0.7326	0.7326	0.7318
S1	0.7268	0.7268	0.7291	0.7252
S2	0.7236	0.7236	0.7283
S3	0.7147	0.7178	0.7274
S4	0.7057	0.7089	0.7250

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	0.7295	0.0111	1.5%	0.0063	0.9%	4%	False	True	137,603
10	0.7475	0.7295	0.0181	2.5%	0.0064	0.9%	2%	False	True	126,886
20	0.7734	0.7295	0.0440	6.0%	0.0076	1.0%	1%	False	True	132,108
40	0.7919	0.7295	0.0625	8.6%	0.0089	1.2%	1%	False	True	140,118
60	0.7919	0.7295	0.0625	8.6%	0.0097	1.3%	1%	False	True	131,946
80	0.7919	0.6935	0.0984	13.5%	0.0101	1.4%	37%	False	False	99,577
100	0.7919	0.6710	0.1209	16.6%	0.0096	1.3%	49%	False	False	79,723
120	0.7919	0.6710	0.1209	16.6%	0.0088	1.2%	49%	False	False	66,464

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7764
2.618	0.7618
1.618	0.7529
1.000	0.7474
0.618	0.7439
HIGH	0.7384
0.618	0.7350
0.500	0.7339
0.382	0.7329
LOW	0.7295
0.618	0.7239
1.000	0.7205
1.618	0.7150
2.618	0.7060
4.250	0.6914

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	0.7339	0.7344
PP	0.7326	0.7329
S1	0.7312	0.7314

Download as Excel Spreadsheet

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

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