CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 0.7131 0.7096 -0.0035 -0.5% 0.7273
High 0.7154 0.7102 -0.0053 -0.7% 0.7273
Low 0.7117 0.7070 -0.0047 -0.7% 0.7053
Close 0.7154 0.7079 -0.0076 -1.1% 0.7156
Range 0.0038 0.0032 -0.0006 -16.0% 0.0220
ATR 0.0063 0.0064 0.0002 2.4% 0.0000
Volume 40 176 136 340.0% 179
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7178 0.7160 0.7096
R3 0.7146 0.7128 0.7087
R2 0.7115 0.7115 0.7084
R1 0.7097 0.7097 0.7081 0.7090
PP 0.7083 0.7083 0.7083 0.7080
S1 0.7065 0.7065 0.7076 0.7059
S2 0.7052 0.7052 0.7073
S3 0.7020 0.7034 0.7070
S4 0.6989 0.7002 0.7061
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7821 0.7708 0.7277
R3 0.7601 0.7488 0.7216
R2 0.7381 0.7381 0.7196
R1 0.7268 0.7268 0.7176 0.7214
PP 0.7161 0.7161 0.7161 0.7134
S1 0.7048 0.7048 0.7135 0.6994
S2 0.6941 0.6941 0.7115
S3 0.6721 0.6828 0.7095
S4 0.6501 0.6608 0.7035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7213 0.7053 0.0160 2.3% 0.0057 0.8% 16% False False 65
10 0.7388 0.7053 0.0335 4.7% 0.0053 0.7% 8% False False 42
20 0.7663 0.7053 0.0610 8.6% 0.0044 0.6% 4% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7235
2.618 0.7184
1.618 0.7152
1.000 0.7133
0.618 0.7121
HIGH 0.7102
0.618 0.7089
0.500 0.7086
0.382 0.7082
LOW 0.7070
0.618 0.7051
1.000 0.7039
1.618 0.7019
2.618 0.6988
4.250 0.6936
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 0.7086 0.7142
PP 0.7083 0.7121
S1 0.7081 0.7100

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

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