CME Japanese Yen Future March 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	0.7286	0.7345	0.0059	0.8%	0.7368
High	0.7359	0.7458	0.0100	1.4%	0.7458
Low	0.7286	0.7295	0.0010	0.1%	0.7255
Close	0.7346	0.7421	0.0075	1.0%	0.7421
Range	0.0073	0.0163	0.0090	123.3%	0.0203
ATR	0.0078	0.0084	0.0006	7.7%	0.0000
Volume	135,264	46,855	-88,409	-65.4%	755,361

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7813	0.7510
R3	0.7717	0.7650	0.7465
R2	0.7554	0.7554	0.7450
R1	0.7487	0.7487	0.7435	0.7521
PP	0.7391	0.7391	0.7391	0.7408
S1	0.7324	0.7324	0.7406	0.7358
S2	0.7228	0.7228	0.7391
S3	0.7065	0.7161	0.7376
S4	0.6902	0.6998	0.7331

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7987	0.7907	0.7532
R3	0.7784	0.7704	0.7476
R2	0.7581	0.7581	0.7458
R1	0.7501	0.7501	0.7439	0.7541
PP	0.7378	0.7378	0.7378	0.7398
S1	0.7298	0.7298	0.7402	0.7338
S2	0.7175	0.7175	0.7383
S3	0.6972	0.7095	0.7365
S4	0.6769	0.6892	0.7309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7458	0.7255	0.0203	2.7%	0.0089	1.2%	82%	True	False	151,072
10	0.7458	0.7255	0.0203	2.7%	0.0073	1.0%	82%	True	False	133,903
20	0.7734	0.7255	0.0479	6.5%	0.0078	1.0%	35%	False	False	135,517
40	0.7919	0.7255	0.0664	8.9%	0.0092	1.2%	25%	False	False	143,876
60	0.7919	0.7255	0.0664	8.9%	0.0099	1.3%	25%	False	False	138,130
80	0.7919	0.7141	0.0778	10.5%	0.0098	1.3%	36%	False	False	105,007
100	0.7919	0.6710	0.1209	16.3%	0.0097	1.3%	59%	False	False	84,074
120	0.7919	0.6710	0.1209	16.3%	0.0089	1.2%	59%	False	False	70,083

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	0.0019
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8151
2.618	0.7885
1.618	0.7722
1.000	0.7621
0.618	0.7559
HIGH	0.7458
0.618	0.7396
0.500	0.7377
0.382	0.7357
LOW	0.7295
0.618	0.7194
1.000	0.7132
1.618	0.7031
2.618	0.6868
4.250	0.6602

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	0.7406	0.7399
PP	0.7391	0.7378
S1	0.7377	0.7357

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols