CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7355 |
0.0002 |
0.0% |
0.7471 |
| High |
0.7381 |
0.7405 |
0.0025 |
0.3% |
0.7488 |
| Low |
0.7316 |
0.7339 |
0.0023 |
0.3% |
0.7340 |
| Close |
0.7360 |
0.7355 |
-0.0005 |
-0.1% |
0.7345 |
| Range |
0.0065 |
0.0066 |
0.0002 |
2.3% |
0.0149 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
122,970 |
126,658 |
3,688 |
3.0% |
515,308 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7526 |
0.7391 |
|
| R3 |
0.7498 |
0.7460 |
0.7373 |
|
| R2 |
0.7432 |
0.7432 |
0.7367 |
|
| R1 |
0.7394 |
0.7394 |
0.7361 |
0.7413 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7376 |
| S1 |
0.7328 |
0.7328 |
0.7349 |
0.7347 |
| S2 |
0.7300 |
0.7300 |
0.7343 |
|
| S3 |
0.7234 |
0.7262 |
0.7337 |
|
| S4 |
0.7168 |
0.7196 |
0.7319 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7739 |
0.7426 |
|
| R3 |
0.7688 |
0.7590 |
0.7385 |
|
| R2 |
0.7539 |
0.7539 |
0.7372 |
|
| R1 |
0.7442 |
0.7442 |
0.7358 |
0.7416 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7378 |
| S1 |
0.7293 |
0.7293 |
0.7331 |
0.7268 |
| S2 |
0.7242 |
0.7242 |
0.7317 |
|
| S3 |
0.7094 |
0.7145 |
0.7304 |
|
| S4 |
0.6945 |
0.6996 |
0.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7475 |
0.7316 |
0.0159 |
2.2% |
0.0071 |
1.0% |
25% |
False |
False |
123,363 |
| 10 |
0.7571 |
0.7316 |
0.0255 |
3.5% |
0.0068 |
0.9% |
15% |
False |
False |
122,397 |
| 20 |
0.7847 |
0.7316 |
0.0531 |
7.2% |
0.0085 |
1.2% |
7% |
False |
False |
137,561 |
| 40 |
0.7919 |
0.7316 |
0.0603 |
8.2% |
0.0097 |
1.3% |
6% |
False |
False |
142,572 |
| 60 |
0.7919 |
0.7316 |
0.0603 |
8.2% |
0.0100 |
1.4% |
6% |
False |
False |
123,092 |
| 80 |
0.7919 |
0.6855 |
0.1064 |
14.5% |
0.0101 |
1.4% |
47% |
False |
False |
92,566 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
16.4% |
0.0094 |
1.3% |
53% |
False |
False |
74,112 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
16.4% |
0.0087 |
1.2% |
53% |
False |
False |
61,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7578 |
|
1.618 |
0.7512 |
|
1.000 |
0.7471 |
|
0.618 |
0.7446 |
|
HIGH |
0.7405 |
|
0.618 |
0.7380 |
|
0.500 |
0.7372 |
|
0.382 |
0.7364 |
|
LOW |
0.7339 |
|
0.618 |
0.7298 |
|
1.000 |
0.7273 |
|
1.618 |
0.7232 |
|
2.618 |
0.7166 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7361 |
| PP |
0.7366 |
0.7359 |
| S1 |
0.7361 |
0.7357 |
|