CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 0.6956 0.7172 0.0217 3.1% 0.6929
High 0.7241 0.7340 0.0100 1.4% 0.7340
Low 0.6938 0.7136 0.0198 2.8% 0.6905
Close 0.7169 0.7339 0.0170 2.4% 0.7339
Range 0.0303 0.0205 -0.0098 -32.4% 0.0436
ATR 0.0089 0.0098 0.0008 9.2% 0.0000
Volume 336 413 77 22.9% 1,285
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7885 0.7817 0.7451
R3 0.7681 0.7612 0.7395
R2 0.7476 0.7476 0.7376
R1 0.7408 0.7408 0.7358 0.7442
PP 0.7272 0.7272 0.7272 0.7289
S1 0.7203 0.7203 0.7320 0.7237
S2 0.7067 0.7067 0.7302
S3 0.6863 0.6999 0.7283
S4 0.6658 0.6794 0.7227
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.8501 0.8356 0.7579
R3 0.8066 0.7920 0.7459
R2 0.7630 0.7630 0.7419
R1 0.7485 0.7485 0.7379 0.7557
PP 0.7195 0.7195 0.7195 0.7231
S1 0.7049 0.7049 0.7299 0.7122
S2 0.6759 0.6759 0.7259
S3 0.6324 0.6614 0.7219
S4 0.5888 0.6178 0.7099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7340 0.6905 0.0436 5.9% 0.0140 1.9% 100% True False 257
10 0.7340 0.6841 0.0499 6.8% 0.0105 1.4% 100% True False 202
20 0.7340 0.6710 0.0630 8.6% 0.0097 1.3% 100% True False 342
40 0.7340 0.6710 0.0630 8.6% 0.0073 1.0% 100% True False 235
60 0.7525 0.6710 0.0815 11.1% 0.0063 0.9% 77% False False 182
80 0.7814 0.6710 0.1104 15.0% 0.0061 0.8% 57% False False 138
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8209
2.618 0.7875
1.618 0.7671
1.000 0.7545
0.618 0.7466
HIGH 0.7340
0.618 0.7262
0.500 0.7238
0.382 0.7214
LOW 0.7136
0.618 0.7009
1.000 0.6931
1.618 0.6805
2.618 0.6600
4.250 0.6266
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 0.7305 0.7272
PP 0.7272 0.7205
S1 0.7238 0.7138

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

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