CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 0.6953 0.6950 -0.0004 -0.1% 0.7013
High 0.6960 0.6988 0.0029 0.4% 0.7046
Low 0.6939 0.6908 -0.0031 -0.4% 0.6945
Close 0.6948 0.6980 0.0032 0.5% 0.6959
Range 0.0021 0.0081 0.0060 283.3% 0.0101
ATR 0.0055 0.0057 0.0002 3.3% 0.0000
Volume 758 2,751 1,993 262.9% 5,528
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7200 0.7171 0.7024
R3 0.7120 0.7090 0.7002
R2 0.7039 0.7039 0.6995
R1 0.7010 0.7010 0.6987 0.7024
PP 0.6959 0.6959 0.6959 0.6966
S1 0.6929 0.6929 0.6973 0.6944
S2 0.6878 0.6878 0.6965
S3 0.6798 0.6849 0.6958
S4 0.6717 0.6768 0.6936
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7285 0.7222 0.7014
R3 0.7184 0.7122 0.6986
R2 0.7084 0.7084 0.6977
R1 0.7021 0.7021 0.6968 0.7002
PP 0.6983 0.6983 0.6983 0.6974
S1 0.6921 0.6921 0.6949 0.6902
S2 0.6883 0.6883 0.6940
S3 0.6782 0.6820 0.6931
S4 0.6682 0.6720 0.6903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7046 0.6908 0.0138 2.0% 0.0052 0.8% 53% False True 1,466
10 0.7046 0.6908 0.0138 2.0% 0.0049 0.7% 53% False True 1,082
20 0.7215 0.6908 0.0308 4.4% 0.0051 0.7% 24% False True 873
40 0.7465 0.6908 0.0558 8.0% 0.0063 0.9% 13% False True 557
60 0.7465 0.6908 0.0558 8.0% 0.0056 0.8% 13% False True 391
80 0.7716 0.6908 0.0808 11.6% 0.0050 0.7% 9% False True 298
100 0.7869 0.6908 0.0961 13.8% 0.0044 0.6% 8% False True 239
120 0.7990 0.6908 0.1082 15.5% 0.0042 0.6% 7% False True 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7330
2.618 0.7199
1.618 0.7118
1.000 0.7069
0.618 0.7038
HIGH 0.6988
0.618 0.6957
0.500 0.6948
0.382 0.6938
LOW 0.6908
0.618 0.6858
1.000 0.6827
1.618 0.6777
2.618 0.6697
4.250 0.6565
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 0.6969 0.6969
PP 0.6959 0.6959
S1 0.6948 0.6948

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

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