CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 0.7279 0.7257 -0.0022 -0.3% 0.6929
High 0.7316 0.7375 0.0060 0.8% 0.7340
Low 0.7222 0.7230 0.0008 0.1% 0.6905
Close 0.7266 0.7307 0.0042 0.6% 0.7339
Range 0.0094 0.0145 0.0052 55.1% 0.0436
ATR 0.0099 0.0102 0.0003 3.3% 0.0000
Volume 235 331 96 40.9% 1,285
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7739 0.7668 0.7387
R3 0.7594 0.7523 0.7347
R2 0.7449 0.7449 0.7334
R1 0.7378 0.7378 0.7320 0.7414
PP 0.7304 0.7304 0.7304 0.7322
S1 0.7233 0.7233 0.7294 0.7269
S2 0.7159 0.7159 0.7280
S3 0.7014 0.7088 0.7267
S4 0.6869 0.6943 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 0.7375 0.6935 0.0440 6.0% 0.0161 2.2% 85% True False 301
10 0.7375 0.6855 0.0520 7.1% 0.0117 1.6% 87% True False 225
20 0.7375 0.6710 0.0665 9.1% 0.0105 1.4% 90% True False 366
40 0.7375 0.6710 0.0665 9.1% 0.0078 1.1% 90% True False 249
60 0.7494 0.6710 0.0784 10.7% 0.0066 0.9% 76% False False 191
80 0.7814 0.6710 0.1104 15.1% 0.0062 0.8% 54% False False 145
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7755
1.618 0.7610
1.000 0.7520
0.618 0.7465
HIGH 0.7375
0.618 0.7320
0.500 0.7303
0.382 0.7285
LOW 0.7230
0.618 0.7140
1.000 0.7085
1.618 0.6995
2.618 0.6850
4.250 0.6614
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 0.7306 0.7290
PP 0.7304 0.7273
S1 0.7303 0.7255

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

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