CME Japanese Yen Future March 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.7439 0.7345 -0.0094 -1.3% 0.7471
High 0.7475 0.7373 -0.0102 -1.4% 0.7488
Low 0.7340 0.7335 -0.0005 -0.1% 0.7340
Close 0.7345 0.7354 0.0009 0.1% 0.7345
Range 0.0136 0.0038 -0.0098 -72.0% 0.0149
ATR 0.0091 0.0088 -0.0004 -4.2% 0.0000
Volume 183,151 92,699 -90,452 -49.4% 515,308
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7468 0.7449 0.7374
R3 0.7430 0.7411 0.7364
R2 0.7392 0.7392 0.7360
R1 0.7373 0.7373 0.7357 0.7382
PP 0.7354 0.7354 0.7354 0.7359
S1 0.7335 0.7335 0.7350 0.7344
S2 0.7316 0.7316 0.7347
S3 0.7278 0.7297 0.7343
S4 0.7240 0.7259 0.7333
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7836 0.7739 0.7426
R3 0.7688 0.7590 0.7385
R2 0.7539 0.7539 0.7372
R1 0.7442 0.7442 0.7358 0.7416
PP 0.7391 0.7391 0.7391 0.7378
S1 0.7293 0.7293 0.7331 0.7268
S2 0.7242 0.7242 0.7317
S3 0.7094 0.7145 0.7304
S4 0.6945 0.6996 0.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7335 0.0153 2.1% 0.0067 0.9% 12% False True 121,601
10 0.7641 0.7335 0.0306 4.2% 0.0074 1.0% 6% False True 126,433
20 0.7847 0.7335 0.0512 7.0% 0.0085 1.2% 4% False True 135,911
40 0.7919 0.7335 0.0584 7.9% 0.0100 1.4% 3% False True 142,596
60 0.7919 0.7251 0.0668 9.1% 0.0103 1.4% 15% False False 119,088
80 0.7919 0.6845 0.1074 14.6% 0.0102 1.4% 47% False False 89,451
100 0.7919 0.6710 0.1209 16.4% 0.0094 1.3% 53% False False 71,616
120 0.7919 0.6710 0.1209 16.4% 0.0088 1.2% 53% False False 59,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7472
1.618 0.7434
1.000 0.7411
0.618 0.7396
HIGH 0.7373
0.618 0.7358
0.500 0.7354
0.382 0.7350
LOW 0.7335
0.618 0.7312
1.000 0.7297
1.618 0.7274
2.618 0.7236
4.250 0.7174
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.7354 0.7405
PP 0.7354 0.7388
S1 0.7354 0.7371

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

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