CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 0.6896 0.6877 -0.0019 -0.3% 0.6863
High 0.6969 0.6911 -0.0058 -0.8% 0.7018
Low 0.6885 0.6858 -0.0027 -0.4% 0.6810
Close 0.6927 0.6866 -0.0061 -0.9% 0.6903
Range 0.0085 0.0053 -0.0032 -37.3% 0.0208
ATR 0.0074 0.0074 0.0000 -0.6% 0.0000
Volume 192 44 -148 -77.1% 805
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7037 0.7004 0.6895
R3 0.6984 0.6951 0.6880
R2 0.6931 0.6931 0.6875
R1 0.6898 0.6898 0.6870 0.6888
PP 0.6878 0.6878 0.6878 0.6873
S1 0.6845 0.6845 0.6861 0.6835
S2 0.6825 0.6825 0.6856
S3 0.6772 0.6792 0.6851
S4 0.6719 0.6739 0.6836
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 0.6969 0.6841 0.0128 1.9% 0.0069 1.0% 19% False False 124
10 0.7018 0.6710 0.0308 4.5% 0.0103 1.5% 51% False False 516
20 0.7055 0.6710 0.0345 5.0% 0.0069 1.0% 45% False False 294
40 0.7272 0.6710 0.0562 8.2% 0.0060 0.9% 28% False False 231
60 0.7750 0.6710 0.1040 15.1% 0.0054 0.8% 15% False False 159
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7136
2.618 0.7050
1.618 0.6997
1.000 0.6964
0.618 0.6944
HIGH 0.6911
0.618 0.6891
0.500 0.6885
0.382 0.6878
LOW 0.6858
0.618 0.6825
1.000 0.6805
1.618 0.6772
2.618 0.6719
4.250 0.6633
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 0.6885 0.6907
PP 0.6878 0.6893
S1 0.6872 0.6879

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

View Archives - Comment on this page... - Back to Index of Symbols