CME Japanese Yen Future March 2024


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 0.0069 0.0069 0.0000 -0.1% 0.0068
High 0.0069 0.0072 0.0003 3.7% 0.0069
Low 0.0069 0.0069 0.0000 0.1% 0.0068
Close 0.0069 0.0071 0.0002 2.7% 0.0069
Range 0.0000 0.0003 0.0002 848.3% 0.0001
ATR 0.0001 0.0001 0.0000 30.5% 0.0000
Volume 8,828 45,926 37,098 420.2% 20,994
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.0079 0.0078 0.0072
R3 0.0076 0.0075 0.0072
R2 0.0073 0.0073 0.0071
R1 0.0072 0.0072 0.0071 0.0073
PP 0.0071 0.0071 0.0071 0.0071
S1 0.0069 0.0069 0.0071 0.0070
S2 0.0068 0.0068 0.0070
S3 0.0065 0.0067 0.0070
S4 0.0062 0.0064 0.0069
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.0073 0.0072 0.0070
R3 0.0072 0.0071 0.0070
R2 0.0070 0.0070 0.0070
R1 0.0070 0.0070 0.0069 0.0070
PP 0.0069 0.0069 0.0069 0.0069
S1 0.0068 0.0068 0.0069 0.0069
S2 0.0068 0.0068 0.0069
S3 0.0066 0.0067 0.0069
S4 0.0065 0.0066 0.0069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.0072 0.0069 0.0003 4.5% 0.0001 1.4% 72% True False 15,795
10 0.0072 0.0068 0.0004 5.2% 0.0001 1.1% 76% True False 9,648
20 0.0072 0.0067 0.0005 6.4% 0.0001 0.9% 80% True False 5,391
40 0.0072 0.0067 0.0005 6.4% 0.0001 0.7% 80% True False 2,848
60 0.0072 0.0067 0.0005 6.4% 0.0000 0.6% 80% True False 1,943
80 0.0072 0.0067 0.0005 6.4% 0.0000 0.6% 80% True False 1,465
100 0.0075 0.0067 0.0007 10.6% 0.0000 0.6% 49% False False 1,173
120 0.0075 0.0067 0.0008 11.5% 0.0000 0.5% 44% False False 977
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 163 trading days
Fibonacci Retracements and Extensions
4.250 0.0083
2.618 0.0079
1.618 0.0076
1.000 0.0074
0.618 0.0073
HIGH 0.0072
0.618 0.0071
0.500 0.0070
0.382 0.0070
LOW 0.0069
0.618 0.0067
1.000 0.0066
1.618 0.0065
2.618 0.0062
4.250 0.0057
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 0.0071 0.0071
PP 0.0071 0.0071
S1 0.0070 0.0070

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

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