CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 25-Oct-2022
Day Change Summary
Previous Current
24-Oct-2022 25-Oct-2022 Change Change % Previous Week
Open 0.6863 0.6848 -0.0015 -0.2% 0.6860
High 0.7000 0.6902 -0.0098 -1.4% 0.6973
Low 0.6810 0.6846 0.0036 0.5% 0.6710
Close 0.6849 0.6887 0.0038 0.6% 0.6917
Range 0.0190 0.0057 -0.0134 -70.3% 0.0263
ATR 0.0071 0.0070 -0.0001 -1.5% 0.0000
Volume 180 160 -20 -11.1% 4,027
Daily Pivots for day following 25-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7048 0.7024 0.6918
R3 0.6991 0.6967 0.6902
R2 0.6935 0.6935 0.6897
R1 0.6911 0.6911 0.6892 0.6923
PP 0.6878 0.6878 0.6878 0.6884
S1 0.6854 0.6854 0.6881 0.6866
S2 0.6822 0.6822 0.6876
S3 0.6765 0.6798 0.6871
S4 0.6709 0.6741 0.6855
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 0.7000 0.6710 0.0290 4.2% 0.0112 1.6% 61% False False 852
10 0.7000 0.6710 0.0290 4.2% 0.0077 1.1% 61% False False 461
20 0.7107 0.6710 0.0397 5.8% 0.0056 0.8% 44% False False 256
40 0.7388 0.6710 0.0678 9.8% 0.0056 0.8% 26% False False 210
60 0.7814 0.6710 0.1104 16.0% 0.0053 0.8% 16% False False 142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7142
2.618 0.7050
1.618 0.6993
1.000 0.6959
0.618 0.6937
HIGH 0.6902
0.618 0.6880
0.500 0.6874
0.382 0.6867
LOW 0.6846
0.618 0.6811
1.000 0.6789
1.618 0.6754
2.618 0.6698
4.250 0.6605
Fisher Pivots for day following 25-Oct-2022
Pivot 1 day 3 day
R1 0.6882 0.6876
PP 0.6878 0.6866
S1 0.6874 0.6855

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

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