CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 0.6823 0.6806 -0.0017 -0.2% 0.7010
High 0.6824 0.6818 -0.0006 -0.1% 0.7010
Low 0.6803 0.6788 -0.0015 -0.2% 0.6856
Close 0.6804 0.6791 -0.0013 -0.2% 0.6861
Range 0.0021 0.0030 0.0009 42.9% 0.0154
ATR 0.0048 0.0046 -0.0001 -2.7% 0.0000
Volume 99 33 -66 -66.7% 338
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6889 0.6870 0.6808
R3 0.6859 0.6840 0.6799
R2 0.6829 0.6829 0.6797
R1 0.6810 0.6810 0.6794 0.6805
PP 0.6799 0.6799 0.6799 0.6796
S1 0.6780 0.6780 0.6788 0.6775
S2 0.6769 0.6769 0.6786
S3 0.6739 0.6750 0.6783
S4 0.6709 0.6720 0.6775
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7371 0.7270 0.6945
R3 0.7217 0.7116 0.6903
R2 0.7063 0.7063 0.6889
R1 0.6962 0.6962 0.6875 0.6935
PP 0.6909 0.6909 0.6909 0.6896
S1 0.6808 0.6808 0.6846 0.6781
S2 0.6755 0.6755 0.6832
S3 0.6601 0.6654 0.6818
S4 0.6447 0.6500 0.6776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6932 0.6788 0.0144 2.1% 0.0039 0.6% 2% False True 58
10 0.7055 0.6788 0.0267 3.9% 0.0035 0.5% 1% False True 72
20 0.7201 0.6788 0.0413 6.1% 0.0039 0.6% 1% False True 54
40 0.7494 0.6788 0.0706 10.4% 0.0047 0.7% 0% False True 107
60 0.7814 0.6788 0.1026 15.1% 0.0048 0.7% 0% False True 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6946
2.618 0.6897
1.618 0.6867
1.000 0.6848
0.618 0.6837
HIGH 0.6818
0.618 0.6807
0.500 0.6803
0.382 0.6799
LOW 0.6788
0.618 0.6769
1.000 0.6758
1.618 0.6739
2.618 0.6709
4.250 0.6661
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 0.6803 0.6830
PP 0.6799 0.6817
S1 0.6795 0.6804

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

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