CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 13-Oct-2022
Day Change Summary
Previous Current
12-Oct-2022 13-Oct-2022 Change Change % Previous Week
Open 0.6980 0.6944 -0.0037 -0.5% 0.7049
High 0.6980 0.6949 -0.0032 -0.5% 0.7107
Low 0.6946 0.6911 -0.0035 -0.5% 0.6991
Close 0.6946 0.6933 -0.0013 -0.2% 0.7018
Range 0.0034 0.0038 0.0004 10.3% 0.0116
ATR 0.0050 0.0049 -0.0001 -1.8% 0.0000
Volume 72 121 49 68.1% 216
Daily Pivots for day following 13-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7043 0.7026 0.6954
R3 0.7006 0.6988 0.6943
R2 0.6968 0.6968 0.6940
R1 0.6951 0.6951 0.6936 0.6941
PP 0.6931 0.6931 0.6931 0.6926
S1 0.6913 0.6913 0.6930 0.6903
S2 0.6893 0.6893 0.6926
S3 0.6856 0.6876 0.6923
S4 0.6818 0.6838 0.6912
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7387 0.7318 0.7081
R3 0.7271 0.7202 0.7049
R2 0.7155 0.7155 0.7039
R1 0.7086 0.7086 0.7028 0.7062
PP 0.7039 0.7039 0.7039 0.7027
S1 0.6970 0.6970 0.7007 0.6946
S2 0.6923 0.6923 0.6996
S3 0.6807 0.6854 0.6986
S4 0.6691 0.6738 0.6954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7055 0.6911 0.0144 2.1% 0.0031 0.5% 15% False True 85
10 0.7107 0.6911 0.0196 2.8% 0.0036 0.5% 11% False True 61
20 0.7272 0.6911 0.0361 5.2% 0.0047 0.7% 6% False True 126
40 0.7527 0.6911 0.0616 8.9% 0.0045 0.6% 4% False True 100
60 0.7814 0.6911 0.0903 13.0% 0.0048 0.7% 2% False True 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7108
2.618 0.7047
1.618 0.7009
1.000 0.6986
0.618 0.6972
HIGH 0.6949
0.618 0.6934
0.500 0.6930
0.382 0.6925
LOW 0.6911
0.618 0.6888
1.000 0.6874
1.618 0.6850
2.618 0.6813
4.250 0.6752
Fisher Pivots for day following 13-Oct-2022
Pivot 1 day 3 day
R1 0.6932 0.6956
PP 0.6931 0.6948
S1 0.6930 0.6941

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

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