CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 0.6929 0.6945 0.0016 0.2% 0.6882
High 0.6960 0.7000 0.0040 0.6% 0.6969
Low 0.6905 0.6923 0.0019 0.3% 0.6841
Close 0.6941 0.6989 0.0048 0.7% 0.6933
Range 0.0056 0.0077 0.0022 38.7% 0.0128
ATR 0.0073 0.0074 0.0000 0.3% 0.0000
Volume 145 197 52 35.9% 741
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7202 0.7172 0.7031
R3 0.7125 0.7095 0.7010
R2 0.7048 0.7048 0.7003
R1 0.7018 0.7018 0.6996 0.7033
PP 0.6971 0.6971 0.6971 0.6978
S1 0.6941 0.6941 0.6982 0.6956
S2 0.6894 0.6894 0.6975
S3 0.6817 0.6864 0.6968
S4 0.6740 0.6787 0.6947
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 0.7000 0.6855 0.0145 2.1% 0.0072 1.0% 92% True False 149
10 0.7018 0.6841 0.0177 2.5% 0.0074 1.1% 84% False False 154
20 0.7018 0.6710 0.0308 4.4% 0.0076 1.1% 91% False False 308
40 0.7272 0.6710 0.0562 8.0% 0.0061 0.9% 50% False False 238
60 0.7663 0.6710 0.0953 13.6% 0.0056 0.8% 29% False False 166
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7327
2.618 0.7202
1.618 0.7125
1.000 0.7077
0.618 0.7048
HIGH 0.7000
0.618 0.6971
0.500 0.6962
0.382 0.6952
LOW 0.6923
0.618 0.6875
1.000 0.6846
1.618 0.6798
2.618 0.6721
4.250 0.6596
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 0.6980 0.6969
PP 0.6971 0.6948
S1 0.6962 0.6928

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

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