CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 0.7469 0.7786 0.0318 4.3% 0.7468
High 0.7846 0.7790 -0.0056 -0.7% 0.7620
Low 0.7464 0.7740 0.0277 3.7% 0.7435
Close 0.7800 0.7757 -0.0043 -0.5% 0.7511
Range 0.0382 0.0050 -0.0332 -86.9% 0.0185
ATR 0.0106 0.0103 -0.0003 -3.1% 0.0000
Volume 253 76 -177 -70.0% 1,049
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7912 0.7885 0.7785
R3 0.7862 0.7835 0.7771
R2 0.7812 0.7812 0.7766
R1 0.7785 0.7785 0.7762 0.7774
PP 0.7762 0.7762 0.7762 0.7757
S1 0.7735 0.7735 0.7752 0.7724
S2 0.7712 0.7712 0.7748
S3 0.7662 0.7685 0.7743
S4 0.7612 0.7635 0.7730
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.8075 0.7977 0.7612
R3 0.7891 0.7793 0.7561
R2 0.7706 0.7706 0.7544
R1 0.7608 0.7608 0.7527 0.7657
PP 0.7522 0.7522 0.7522 0.7546
S1 0.7424 0.7424 0.7494 0.7473
S2 0.7337 0.7337 0.7477
S3 0.7153 0.7239 0.7460
S4 0.6968 0.7055 0.7409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7846 0.7435 0.0411 5.3% 0.0136 1.8% 78% False False 147
10 0.7846 0.7435 0.0411 5.3% 0.0100 1.3% 78% False False 148
20 0.7846 0.7362 0.0484 6.2% 0.0084 1.1% 82% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8003
2.618 0.7921
1.618 0.7871
1.000 0.7840
0.618 0.7821
HIGH 0.7790
0.618 0.7771
0.500 0.7765
0.382 0.7759
LOW 0.7740
0.618 0.7709
1.000 0.7690
1.618 0.7659
2.618 0.7609
4.250 0.7528
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 0.7765 0.7723
PP 0.7762 0.7689
S1 0.7760 0.7655

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

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