CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.6806 0.6788 -0.0018 -0.3% 0.6860
High 0.6818 0.6973 0.0155 2.3% 0.6973
Low 0.6788 0.6710 -0.0078 -1.1% 0.6710
Close 0.6791 0.6917 0.0126 1.8% 0.6917
Range 0.0030 0.0263 0.0233 776.7% 0.0263
ATR 0.0046 0.0062 0.0015 33.3% 0.0000
Volume 33 3,791 3,758 11,387.9% 4,027
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7656 0.7549 0.7061
R3 0.7393 0.7286 0.6989
R2 0.7130 0.7130 0.6965
R1 0.7023 0.7023 0.6941 0.7076
PP 0.6867 0.6867 0.6867 0.6893
S1 0.6760 0.6760 0.6892 0.6813
S2 0.6604 0.6604 0.6868
S3 0.6341 0.6497 0.6844
S4 0.6078 0.6234 0.6772
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7656 0.7549 0.7061
R3 0.7393 0.7286 0.6989
R2 0.7130 0.7130 0.6965
R1 0.7023 0.7023 0.6941 0.7076
PP 0.6867 0.6867 0.6867 0.6893
S1 0.6760 0.6760 0.6892 0.6813
S2 0.6604 0.6604 0.6868
S3 0.6341 0.6497 0.6844
S4 0.6078 0.6234 0.6772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6973 0.6710 0.0263 3.8% 0.0076 1.1% 79% True True 805
10 0.7010 0.6710 0.0300 4.3% 0.0055 0.8% 69% False True 436
20 0.7109 0.6710 0.0399 5.8% 0.0048 0.7% 52% False True 242
40 0.7494 0.6710 0.0784 11.3% 0.0053 0.8% 26% False True 202
60 0.7814 0.6710 0.1104 16.0% 0.0051 0.7% 19% False True 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8091
2.618 0.7662
1.618 0.7399
1.000 0.7236
0.618 0.7136
HIGH 0.6973
0.618 0.6873
0.500 0.6842
0.382 0.6810
LOW 0.6710
0.618 0.6547
1.000 0.6447
1.618 0.6284
2.618 0.6021
4.250 0.5592
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 0.6892 0.6892
PP 0.6867 0.6867
S1 0.6842 0.6842

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

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