CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7466 |
0.0121 |
1.6% |
0.7368 |
| High |
0.7458 |
0.7553 |
0.0095 |
1.3% |
0.7458 |
| Low |
0.7295 |
0.7408 |
0.0113 |
1.5% |
0.7255 |
| Close |
0.7421 |
0.7532 |
0.0112 |
1.5% |
0.7421 |
| Range |
0.0163 |
0.0146 |
-0.0018 |
-10.7% |
0.0203 |
| ATR |
0.0084 |
0.0089 |
0.0004 |
5.2% |
0.0000 |
| Volume |
46,855 |
3,982 |
-42,873 |
-91.5% |
755,361 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7879 |
0.7612 |
|
| R3 |
0.7789 |
0.7733 |
0.7572 |
|
| R2 |
0.7643 |
0.7643 |
0.7559 |
|
| R1 |
0.7588 |
0.7588 |
0.7545 |
0.7615 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7511 |
| S1 |
0.7442 |
0.7442 |
0.7519 |
0.7470 |
| S2 |
0.7352 |
0.7352 |
0.7505 |
|
| S3 |
0.7207 |
0.7297 |
0.7492 |
|
| S4 |
0.7061 |
0.7151 |
0.7452 |
|
|
| 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 |
0.7553 |
0.7255 |
0.0298 |
4.0% |
0.0110 |
1.5% |
93% |
True |
False |
126,540 |
| 10 |
0.7553 |
0.7255 |
0.0298 |
4.0% |
0.0084 |
1.1% |
93% |
True |
False |
125,031 |
| 20 |
0.7641 |
0.7255 |
0.0386 |
5.1% |
0.0079 |
1.0% |
72% |
False |
False |
125,732 |
| 40 |
0.7919 |
0.7255 |
0.0664 |
8.8% |
0.0091 |
1.2% |
42% |
False |
False |
137,866 |
| 60 |
0.7919 |
0.7255 |
0.0664 |
8.8% |
0.0099 |
1.3% |
42% |
False |
False |
136,029 |
| 80 |
0.7919 |
0.7141 |
0.0778 |
10.3% |
0.0098 |
1.3% |
50% |
False |
False |
105,053 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
16.1% |
0.0099 |
1.3% |
68% |
False |
False |
84,113 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
16.1% |
0.0091 |
1.2% |
68% |
False |
False |
70,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.7934 |
|
1.618 |
0.7788 |
|
1.000 |
0.7699 |
|
0.618 |
0.7643 |
|
HIGH |
0.7553 |
|
0.618 |
0.7497 |
|
0.500 |
0.7480 |
|
0.382 |
0.7463 |
|
LOW |
0.7408 |
|
0.618 |
0.7318 |
|
1.000 |
0.7262 |
|
1.618 |
0.7172 |
|
2.618 |
0.7027 |
|
4.250 |
0.6789 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7515 |
0.7494 |
| PP |
0.7498 |
0.7457 |
| S1 |
0.7480 |
0.7419 |
|