CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 0.7721 0.7828 0.0107 1.4% 0.7714
High 0.7825 0.7903 0.0078 1.0% 0.7825
Low 0.7691 0.7793 0.0102 1.3% 0.7621
Close 0.7817 0.7827 0.0010 0.1% 0.7817
Range 0.0134 0.0110 -0.0025 -18.3% 0.0205
ATR 0.0092 0.0093 0.0001 1.4% 0.0000
Volume 122 177 55 45.1% 194
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.8169 0.8107 0.7887
R3 0.8060 0.7998 0.7857
R2 0.7950 0.7950 0.7847
R1 0.7888 0.7888 0.7837 0.7865
PP 0.7841 0.7841 0.7841 0.7829
S1 0.7779 0.7779 0.7816 0.7755
S2 0.7731 0.7731 0.7806
S3 0.7622 0.7669 0.7796
S4 0.7512 0.7560 0.7766
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.8368 0.8297 0.7929
R3 0.8163 0.8092 0.7873
R2 0.7959 0.7959 0.7854
R1 0.7888 0.7888 0.7835 0.7923
PP 0.7754 0.7754 0.7754 0.7772
S1 0.7683 0.7683 0.7798 0.7719
S2 0.7550 0.7550 0.7779
S3 0.7345 0.7479 0.7760
S4 0.7141 0.7274 0.7704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7903 0.7621 0.0282 3.6% 0.0084 1.1% 73% True False 74
10 0.7903 0.7464 0.0439 5.6% 0.0102 1.3% 83% True False 90
20 0.7903 0.7435 0.0468 6.0% 0.0088 1.1% 84% True False 108
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8368
2.618 0.8189
1.618 0.8080
1.000 0.8012
0.618 0.7970
HIGH 0.7903
0.618 0.7861
0.500 0.7848
0.382 0.7835
LOW 0.7793
0.618 0.7725
1.000 0.7684
1.618 0.7616
2.618 0.7506
4.250 0.7328
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 0.7848 0.7805
PP 0.7841 0.7783
S1 0.7834 0.7762

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

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