CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 0.6885 0.6957 0.0072 1.0% 0.6860
High 0.6967 0.7018 0.0051 0.7% 0.6973
Low 0.6875 0.6936 0.0061 0.9% 0.6710
Close 0.6967 0.6962 -0.0005 -0.1% 0.6917
Range 0.0092 0.0082 -0.0010 -10.9% 0.0263
ATR 0.0072 0.0072 0.0001 1.0% 0.0000
Volume 269 145 -124 -46.1% 4,027
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7216 0.7171 0.7007
R3 0.7135 0.7089 0.6984
R2 0.7053 0.7053 0.6977
R1 0.7008 0.7008 0.6969 0.7031
PP 0.6972 0.6972 0.6972 0.6983
S1 0.6926 0.6926 0.6955 0.6949
S2 0.6890 0.6890 0.6947
S3 0.6809 0.6845 0.6940
S4 0.6727 0.6763 0.6917
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 0.7018 0.6710 0.0308 4.4% 0.0137 2.0% 82% True False 909
10 0.7018 0.6710 0.0308 4.4% 0.0088 1.3% 82% True False 483
20 0.7107 0.6710 0.0397 5.7% 0.0062 0.9% 63% False False 272
40 0.7330 0.6710 0.0620 8.9% 0.0060 0.9% 41% False False 220
60 0.7750 0.6710 0.1040 14.9% 0.0054 0.8% 24% False False 148
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7364
2.618 0.7231
1.618 0.7149
1.000 0.7099
0.618 0.7068
HIGH 0.7018
0.618 0.6986
0.500 0.6977
0.382 0.6967
LOW 0.6936
0.618 0.6886
1.000 0.6855
1.618 0.6804
2.618 0.6723
4.250 0.6590
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 0.6977 0.6952
PP 0.6972 0.6942
S1 0.6967 0.6932

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

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