CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 0.6882 0.6847 -0.0035 -0.5% 0.6863
High 0.6891 0.6922 0.0031 0.4% 0.7018
Low 0.6841 0.6845 0.0004 0.1% 0.6810
Close 0.6852 0.6872 0.0020 0.3% 0.6903
Range 0.0050 0.0077 0.0027 53.0% 0.0208
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 131 204 73 55.7% 805
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7109 0.7067 0.6914
R3 0.7032 0.6990 0.6893
R2 0.6956 0.6956 0.6886
R1 0.6914 0.6914 0.6879 0.6935
PP 0.6879 0.6879 0.6879 0.6890
S1 0.6837 0.6837 0.6864 0.6858
S2 0.6803 0.6803 0.6857
S3 0.6726 0.6761 0.6850
S4 0.6650 0.6684 0.6829
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7533 0.7425 0.7017
R3 0.7325 0.7218 0.6960
R2 0.7118 0.7118 0.6941
R1 0.7010 0.7010 0.6922 0.7064
PP 0.6910 0.6910 0.6910 0.6937
S1 0.6803 0.6803 0.6883 0.6856
S2 0.6703 0.6703 0.6864
S3 0.6495 0.6595 0.6845
S4 0.6288 0.6388 0.6788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7018 0.6841 0.0177 2.6% 0.0076 1.1% 17% False False 160
10 0.7018 0.6710 0.0308 4.5% 0.0094 1.4% 53% False False 506
20 0.7107 0.6710 0.0397 5.8% 0.0066 1.0% 41% False False 284
40 0.7272 0.6710 0.0562 8.2% 0.0060 0.9% 29% False False 227
60 0.7750 0.6710 0.1040 15.1% 0.0054 0.8% 16% False False 155
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7247
2.618 0.7122
1.618 0.7045
1.000 0.6998
0.618 0.6969
HIGH 0.6922
0.618 0.6892
0.500 0.6883
0.382 0.6874
LOW 0.6845
0.618 0.6798
1.000 0.6769
1.618 0.6721
2.618 0.6645
4.250 0.6520
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 0.6883 0.6905
PP 0.6879 0.6894
S1 0.6875 0.6883

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

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