CME Japanese Yen Future March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 0.0068 0.0069 0.0000 0.4% 0.0068
High 0.0069 0.0069 0.0000 -0.2% 0.0069
Low 0.0068 0.0067 -0.0001 -1.2% 0.0068
Close 0.0069 0.0068 -0.0001 -1.7% 0.0068
Range 0.0000 0.0001 0.0001 141.7% 0.0001
ATR 0.0000 0.0000 0.0000 20.3% 0.0000
Volume 549 711 162 29.5% 1,123
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.0071 0.0071 0.0068
R3 0.0070 0.0069 0.0068
R2 0.0069 0.0069 0.0068
R1 0.0068 0.0068 0.0068 0.0068
PP 0.0068 0.0068 0.0068 0.0068
S1 0.0067 0.0067 0.0067 0.0067
S2 0.0067 0.0067 0.0067
S3 0.0066 0.0066 0.0067
S4 0.0064 0.0065 0.0067
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.0070 0.0070 0.0069
R3 0.0070 0.0069 0.0069
R2 0.0069 0.0069 0.0069
R1 0.0069 0.0069 0.0069 0.0069
PP 0.0068 0.0068 0.0068 0.0068
S1 0.0068 0.0068 0.0068 0.0068
S2 0.0068 0.0068 0.0068
S3 0.0067 0.0067 0.0068
S4 0.0066 0.0067 0.0068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.0069 0.0067 0.0001 2.0% 0.0001 0.8% 4% False True 413
10 0.0069 0.0067 0.0001 2.0% 0.0000 0.5% 4% False True 293
20 0.0069 0.0067 0.0002 2.7% 0.0000 0.5% 3% False True 264
40 0.0070 0.0067 0.0003 4.4% 0.0000 0.5% 2% False True 179
60 0.0073 0.0067 0.0005 7.6% 0.0000 0.4% 1% False True 123
80 0.0075 0.0067 0.0008 11.7% 0.0000 0.5% 1% False True 93
100 0.0075 0.0067 0.0008 11.7% 0.0000 0.5% 1% False True 74
120 0.0078 0.0067 0.0011 15.8% 0.0000 0.5% 0% False True 63
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 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.0074
2.618 0.0072
1.618 0.0070
1.000 0.0070
0.618 0.0069
HIGH 0.0069
0.618 0.0068
0.500 0.0068
0.382 0.0068
LOW 0.0067
0.618 0.0067
1.000 0.0066
1.618 0.0066
2.618 0.0064
4.250 0.0063
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 0.0068 0.0068
PP 0.0068 0.0068
S1 0.0068 0.0068

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

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