CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	0.7298	0.7286	-0.0012	-0.2%	0.7345
High	0.7332	0.7359	0.0027	0.4%	0.7405
Low	0.7255	0.7286	0.0031	0.4%	0.7302
Close	0.7292	0.7346	0.0054	0.7%	0.7370
Range	0.0077	0.0073	-0.0004	-5.2%	0.0103
ATR	0.0079	0.0078	0.0000	-0.5%	0.0000
Volume	253,223	135,264	-117,959	-46.6%	583,669

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7521	0.7386
R3	0.7476	0.7448	0.7366
R2	0.7403	0.7403	0.7359
R1	0.7375	0.7375	0.7353	0.7389
PP	0.7330	0.7330	0.7330	0.7337
S1	0.7302	0.7302	0.7339	0.7316
S2	0.7257	0.7257	0.7333
S3	0.7184	0.7229	0.7326
S4	0.7111	0.7156	0.7306

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%	0.0068	0.9%	65%	False	False	164,560
10	0.7475	0.7255	0.0220	3.0%	0.0070	1.0%	41%	False	False	147,532
20	0.7734	0.7255	0.0479	6.5%	0.0074	1.0%	19%	False	False	139,183
40	0.7919	0.7255	0.0664	9.0%	0.0090	1.2%	14%	False	False	144,765
60	0.7919	0.7255	0.0664	9.0%	0.0098	1.3%	14%	False	False	138,008
80	0.7919	0.7136	0.0784	10.7%	0.0098	1.3%	27%	False	False	104,426
100	0.7919	0.6710	0.1209	16.5%	0.0097	1.3%	53%	False	False	83,606
120	0.7919	0.6710	0.1209	16.5%	0.0088	1.2%	53%	False	False	69,692

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	0.7669
2.618	0.7550
1.618	0.7477
1.000	0.7432
0.618	0.7404
HIGH	0.7359
0.618	0.7331
0.500	0.7322
0.382	0.7313
LOW	0.7286
0.618	0.7240
1.000	0.7213
1.618	0.7167
2.618	0.7094
4.250	0.6975

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	0.7338	0.7337
PP	0.7330	0.7328
S1	0.7322	0.7320

Download as Excel Spreadsheet

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

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