CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 0.7899 0.7988 0.0089 1.1% 0.7736
High 0.8014 0.8027 0.0013 0.2% 0.8014
Low 0.7895 0.7910 0.0015 0.2% 0.7700
Close 0.7987 0.7959 -0.0029 -0.4% 0.7987
Range 0.0119 0.0118 -0.0002 -1.3% 0.0314
ATR 0.0101 0.0103 0.0001 1.1% 0.0000
Volume 408 197 -211 -51.7% 2,714
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.8318 0.8256 0.8023
R3 0.8200 0.8138 0.7991
R2 0.8083 0.8083 0.7980
R1 0.8021 0.8021 0.7969 0.7993
PP 0.7965 0.7965 0.7965 0.7951
S1 0.7903 0.7903 0.7948 0.7875
S2 0.7848 0.7848 0.7937
S3 0.7730 0.7786 0.7926
S4 0.7613 0.7668 0.7894
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.8842 0.8729 0.8160
R3 0.8528 0.8415 0.8073
R2 0.8214 0.8214 0.8045
R1 0.8101 0.8101 0.8016 0.8158
PP 0.7900 0.7900 0.7900 0.7929
S1 0.7787 0.7787 0.7958 0.7844
S2 0.7586 0.7586 0.7929
S3 0.7272 0.7473 0.7901
S4 0.6958 0.7159 0.7814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8027 0.7700 0.0327 4.1% 0.0099 1.2% 79% True False 569
10 0.8027 0.7593 0.0435 5.5% 0.0111 1.4% 84% True False 353
20 0.8027 0.7458 0.0569 7.1% 0.0104 1.3% 88% True False 213
40 0.8027 0.7243 0.0785 9.9% 0.0081 1.0% 91% True False 140
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8526
2.618 0.8335
1.618 0.8217
1.000 0.8145
0.618 0.8100
HIGH 0.8027
0.618 0.7982
0.500 0.7968
0.382 0.7954
LOW 0.7910
0.618 0.7837
1.000 0.7792
1.618 0.7719
2.618 0.7602
4.250 0.7410
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 0.7968 0.7933
PP 0.7965 0.7908
S1 0.7962 0.7883

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

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