CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	0.7945	0.7937	-0.0008	-0.1%	0.7912
High	0.7945	0.7990	0.0045	0.6%	0.7990
Low	0.7945	0.7936	-0.0009	-0.1%	0.7847
Close	0.7945	0.7937	-0.0008	-0.1%	0.7937
Range	0.0000	0.0054	0.0054		0.0143
ATR	0.0051	0.0051	0.0000	0.3%	0.0000
Volume

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8079	0.7966
R3	0.8061	0.8026	0.7952
R2	0.8008	0.8008	0.7947
R1	0.7972	0.7972	0.7942	0.7964
PP	0.7954	0.7954	0.7954	0.7950
S1	0.7919	0.7919	0.7932	0.7910
S2	0.7901	0.7901	0.7927
S3	0.7847	0.7865	0.7922
S4	0.7794	0.7812	0.7908

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8352	0.8287	0.8015
R3	0.8210	0.8145	0.7976
R2	0.8067	0.8067	0.7963
R1	0.8002	0.8002	0.7950	0.8035
PP	0.7925	0.7925	0.7925	0.7941
S1	0.7860	0.7860	0.7924	0.7892
S2	0.7782	0.7782	0.7911
S3	0.7640	0.7717	0.7898
S4	0.7497	0.7575	0.7859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7990	0.7847	0.0143	1.8%	0.0012	0.1%	63%	True	False
10	0.7990	0.7745	0.0245	3.1%	0.0024	0.3%	79%	True	False	11
20	0.7990	0.7619	0.0371	4.7%	0.0027	0.3%	86%	True	False	20
40	0.8141	0.7619	0.0522	6.6%	0.0031	0.4%	61%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8217
2.618	0.8130
1.618	0.8076
1.000	0.8043
0.618	0.8023
HIGH	0.7990
0.618	0.7969
0.500	0.7963
0.382	0.7956
LOW	0.7936
0.618	0.7903
1.000	0.7883
1.618	0.7849
2.618	0.7796
4.250	0.7709

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	0.7963	0.7950
PP	0.7954	0.7946
S1	0.7946	0.7941

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