CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	0.7363	0.7298	-0.0065	-0.9%	0.7345
High	0.7384	0.7332	-0.0052	-0.7%	0.7405
Low	0.7295	0.7255	-0.0040	-0.5%	0.7302
Close	0.7299	0.7292	-0.0007	-0.1%	0.7370
Range	0.0090	0.0077	-0.0013	-14.0%	0.0103
ATR	0.0079	0.0079	0.0000	-0.2%	0.0000
Volume	193,376	253,223	59,847	30.9%	583,669

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7524	0.7485	0.7334
R3	0.7447	0.7408	0.7313
R2	0.7370	0.7370	0.7306
R1	0.7331	0.7331	0.7299	0.7312
PP	0.7293	0.7293	0.7293	0.7284
S1	0.7254	0.7254	0.7285	0.7235
S2	0.7216	0.7216	0.7278
S3	0.7139	0.7177	0.7271
S4	0.7062	0.7100	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	0.7394	0.7255	0.0139	1.9%	0.0065	0.9%	27%	False	True	162,916
10	0.7475	0.7255	0.0220	3.0%	0.0068	0.9%	17%	False	True	143,139
20	0.7734	0.7255	0.0479	6.6%	0.0073	1.0%	8%	False	True	136,815
40	0.7919	0.7255	0.0664	9.1%	0.0089	1.2%	6%	False	True	143,986
60	0.7919	0.7255	0.0664	9.1%	0.0098	1.3%	6%	False	True	136,079
80	0.7919	0.6938	0.0981	13.5%	0.0101	1.4%	36%	False	False	102,739
100	0.7919	0.6710	0.1209	16.6%	0.0096	1.3%	48%	False	False	82,254
120	0.7919	0.6710	0.1209	16.6%	0.0088	1.2%	48%	False	False	68,573

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7659
2.618	0.7534
1.618	0.7457
1.000	0.7409
0.618	0.7380
HIGH	0.7332
0.618	0.7303
0.500	0.7294
0.382	0.7284
LOW	0.7255
0.618	0.7207
1.000	0.7178
1.618	0.7130
2.618	0.7053
4.250	0.6928

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	0.7294	0.7325
PP	0.7293	0.7314
S1	0.7293	0.7303

Download as Excel Spreadsheet

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

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