CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 0.7172 0.7279 0.0107 1.5% 0.6929
High 0.7340 0.7316 -0.0025 -0.3% 0.7340
Low 0.7136 0.7222 0.0087 1.2% 0.6905
Close 0.7339 0.7266 -0.0074 -1.0% 0.7339
Range 0.0205 0.0094 -0.0111 -54.3% 0.0436
ATR 0.0098 0.0099 0.0001 1.4% 0.0000
Volume 413 235 -178 -43.1% 1,285
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7548 0.7500 0.7317
R3 0.7455 0.7407 0.7291
R2 0.7361 0.7361 0.7283
R1 0.7313 0.7313 0.7274 0.7291
PP 0.7268 0.7268 0.7268 0.7256
S1 0.7220 0.7220 0.7257 0.7197
S2 0.7174 0.7174 0.7248
S3 0.7081 0.7126 0.7240
S4 0.6987 0.7033 0.7214
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 0.6923 0.0417 5.7% 0.0148 2.0% 82% False False 275
10 0.7340 0.6845 0.0495 6.8% 0.0110 1.5% 85% False False 213
20 0.7340 0.6710 0.0630 8.7% 0.0100 1.4% 88% False False 351
40 0.7340 0.6710 0.0630 8.7% 0.0075 1.0% 88% False False 241
60 0.7494 0.6710 0.0784 10.8% 0.0064 0.9% 71% False False 186
80 0.7814 0.6710 0.1104 15.2% 0.0060 0.8% 50% False False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7560
1.618 0.7467
1.000 0.7409
0.618 0.7373
HIGH 0.7316
0.618 0.7280
0.500 0.7269
0.382 0.7258
LOW 0.7222
0.618 0.7164
1.000 0.7129
1.618 0.7071
2.618 0.6977
4.250 0.6825
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 0.7269 0.7223
PP 0.7268 0.7181
S1 0.7267 0.7139

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

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