CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.6877 0.6864 -0.0013 -0.2% 0.6882
High 0.6911 0.6944 0.0033 0.5% 0.6969
Low 0.6858 0.6855 -0.0003 0.0% 0.6841
Close 0.6866 0.6933 0.0067 1.0% 0.6933
Range 0.0053 0.0089 0.0036 67.0% 0.0128
ATR 0.0074 0.0075 0.0001 1.4% 0.0000
Volume 44 170 126 286.4% 741
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7176 0.7143 0.6981
R3 0.7087 0.7054 0.6957
R2 0.6999 0.6999 0.6949
R1 0.6966 0.6966 0.6941 0.6982
PP 0.6910 0.6910 0.6910 0.6919
S1 0.6877 0.6877 0.6924 0.6894
S2 0.6822 0.6822 0.6916
S3 0.6733 0.6789 0.6908
S4 0.6645 0.6700 0.6884
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7298 0.7243 0.7003
R3 0.7170 0.7115 0.6968
R2 0.7042 0.7042 0.6956
R1 0.6987 0.6987 0.6944 0.7015
PP 0.6914 0.6914 0.6914 0.6928
S1 0.6859 0.6859 0.6921 0.6887
S2 0.6786 0.6786 0.6909
S3 0.6658 0.6731 0.6897
S4 0.6530 0.6603 0.6862
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 1.8% 0.0071 1.0% 71% False False 148
10 0.7018 0.6810 0.0208 3.0% 0.0085 1.2% 59% False False 154
20 0.7018 0.6710 0.0308 4.4% 0.0070 1.0% 72% False False 295
40 0.7272 0.6710 0.0562 8.1% 0.0060 0.9% 40% False False 235
60 0.7702 0.6710 0.0992 14.3% 0.0055 0.8% 22% False False 161
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 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7320
2.618 0.7175
1.618 0.7087
1.000 0.7032
0.618 0.6998
HIGH 0.6944
0.618 0.6910
0.500 0.6899
0.382 0.6889
LOW 0.6855
0.618 0.6800
1.000 0.6767
1.618 0.6712
2.618 0.6623
4.250 0.6479
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 0.6921 0.6926
PP 0.6910 0.6919
S1 0.6899 0.6912

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

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