CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 0.7750 0.7714 -0.0037 -0.5% 0.7545
High 0.7752 0.7718 -0.0034 -0.4% 0.7846
Low 0.7699 0.7677 -0.0023 -0.3% 0.7464
Close 0.7714 0.7677 -0.0037 -0.5% 0.7714
Range 0.0053 0.0042 -0.0012 -21.7% 0.0382
ATR 0.0096 0.0092 -0.0004 -4.0% 0.0000
Volume 41 26 -15 -36.6% 529
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7815 0.7787 0.7699
R3 0.7773 0.7746 0.7688
R2 0.7732 0.7732 0.7684
R1 0.7704 0.7704 0.7680 0.7697
PP 0.7690 0.7690 0.7690 0.7687
S1 0.7663 0.7663 0.7673 0.7656
S2 0.7649 0.7649 0.7669
S3 0.7607 0.7621 0.7665
S4 0.7566 0.7580 0.7654
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.8820 0.8649 0.7924
R3 0.8438 0.8267 0.7819
R2 0.8056 0.8056 0.7784
R1 0.7885 0.7885 0.7749 0.7971
PP 0.7674 0.7674 0.7674 0.7717
S1 0.7503 0.7503 0.7678 0.7589
S2 0.7292 0.7292 0.7643
S3 0.6910 0.7121 0.7608
S4 0.6528 0.6739 0.7503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7846 0.7464 0.0382 5.0% 0.0116 1.5% 56% False False 107
10 0.7846 0.7435 0.0411 5.3% 0.0104 1.4% 59% False False 154
20 0.7846 0.7362 0.0484 6.3% 0.0086 1.1% 65% False False 95
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 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7894
2.618 0.7827
1.618 0.7785
1.000 0.7760
0.618 0.7744
HIGH 0.7718
0.618 0.7702
0.500 0.7697
0.382 0.7692
LOW 0.7677
0.618 0.7651
1.000 0.7635
1.618 0.7609
2.618 0.7568
4.250 0.7500
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 0.7697 0.7728
PP 0.7690 0.7711
S1 0.7683 0.7694

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

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