CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 0.7180 0.7107 -0.0073 -1.0% 0.7137
High 0.7201 0.7109 -0.0093 -1.3% 0.7272
Low 0.7121 0.7062 -0.0059 -0.8% 0.7008
Close 0.7124 0.7062 -0.0062 -0.9% 0.7124
Range 0.0080 0.0047 -0.0034 -41.9% 0.0265
ATR 0.0069 0.0069 -0.0001 -0.8% 0.0000
Volume 47 45 -2 -4.3% 1,763
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7217 0.7186 0.7088
R3 0.7171 0.7140 0.7075
R2 0.7124 0.7124 0.7071
R1 0.7093 0.7093 0.7066 0.7085
PP 0.7078 0.7078 0.7078 0.7074
S1 0.7047 0.7047 0.7058 0.7039
S2 0.7031 0.7031 0.7053
S3 0.6985 0.7000 0.7049
S4 0.6938 0.6954 0.7036
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7928 0.7790 0.7269
R3 0.7663 0.7526 0.7196
R2 0.7399 0.7399 0.7172
R1 0.7261 0.7261 0.7148 0.7198
PP 0.7134 0.7134 0.7134 0.7103
S1 0.6997 0.6997 0.7099 0.6933
S2 0.6870 0.6870 0.7075
S3 0.6605 0.6732 0.7051
S4 0.6341 0.6468 0.6978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7272 0.7008 0.0265 3.7% 0.0089 1.3% 21% False False 359
10 0.7272 0.7008 0.0265 3.7% 0.0060 0.8% 21% False False 302
20 0.7403 0.7008 0.0396 5.6% 0.0057 0.8% 14% False False 163
40 0.7814 0.7008 0.0806 11.4% 0.0052 0.7% 7% False False 84
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7230
1.618 0.7184
1.000 0.7155
0.618 0.7137
HIGH 0.7109
0.618 0.7091
0.500 0.7085
0.382 0.7080
LOW 0.7062
0.618 0.7033
1.000 0.7016
1.618 0.6987
2.618 0.6940
4.250 0.6864
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 0.7085 0.7140
PP 0.7078 0.7114
S1 0.7070 0.7088

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

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