CME Japanese Yen Future March 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.0068 0.0068 0.0000 0.6% 0.0067
High 0.0068 0.0069 0.0001 0.7% 0.0068
Low 0.0068 0.0068 0.0000 0.5% 0.0067
Close 0.0068 0.0069 0.0001 0.9% 0.0068
Range 0.0001 0.0001 0.0000 21.4% 0.0001
ATR 0.0000 0.0000 0.0000 6.8% 0.0000
Volume 1,326 1,908 582 43.9% 3,007
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.0071 0.0071 0.0069
R3 0.0070 0.0070 0.0069
R2 0.0069 0.0069 0.0069
R1 0.0069 0.0069 0.0069 0.0069
PP 0.0069 0.0069 0.0069 0.0069
S1 0.0068 0.0068 0.0069 0.0068
S2 0.0068 0.0068 0.0069
S3 0.0067 0.0067 0.0069
S4 0.0066 0.0067 0.0068
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.0071 0.0071 0.0069
R3 0.0070 0.0070 0.0068
R2 0.0069 0.0069 0.0068
R1 0.0069 0.0069 0.0068 0.0069
PP 0.0068 0.0068 0.0068 0.0068
S1 0.0067 0.0067 0.0068 0.0068
S2 0.0067 0.0067 0.0068
S3 0.0066 0.0066 0.0068
S4 0.0065 0.0065 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 0.0002 2.4% 0.0001 1.0% 95% True False 919
10 0.0069 0.0067 0.0002 2.4% 0.0000 0.7% 95% True False 653
20 0.0069 0.0067 0.0002 2.4% 0.0000 0.7% 95% True False 495
40 0.0070 0.0067 0.0002 3.6% 0.0000 0.6% 62% False False 335
60 0.0071 0.0067 0.0004 6.1% 0.0000 0.5% 37% False False 249
80 0.0074 0.0067 0.0006 9.2% 0.0000 0.5% 24% False False 188
100 0.0075 0.0067 0.0008 11.9% 0.0000 0.5% 19% False False 151
120 0.0076 0.0067 0.0008 12.1% 0.0000 0.5% 19% False False 126
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.0072
2.618 0.0071
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 0.0068
0.618 0.0067
1.000 0.0067
1.618 0.0067
2.618 0.0066
4.250 0.0064
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.0069 0.0069
PP 0.0069 0.0068
S1 0.0068 0.0068

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

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