CME Japanese Yen Future June 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 0.7567 0.7453 -0.0115 -1.5% 0.7576
High 0.7582 0.7478 -0.0104 -1.4% 0.7595
Low 0.7447 0.7444 -0.0003 0.0% 0.7447
Close 0.7451 0.7460 0.0009 0.1% 0.7451
Range 0.0136 0.0034 -0.0102 -74.9% 0.0149
ATR 0.0087 0.0083 -0.0004 -4.4% 0.0000
Volume 2,059 521 -1,538 -74.7% 4,305
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7563 0.7545 0.7479
R3 0.7529 0.7511 0.7469
R2 0.7495 0.7495 0.7466
R1 0.7477 0.7477 0.7463 0.7486
PP 0.7461 0.7461 0.7461 0.7465
S1 0.7443 0.7443 0.7457 0.7452
S2 0.7427 0.7427 0.7454
S3 0.7393 0.7409 0.7451
S4 0.7359 0.7375 0.7441
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7943 0.7846 0.7533
R3 0.7795 0.7697 0.7492
R2 0.7646 0.7646 0.7478
R1 0.7549 0.7549 0.7465 0.7523
PP 0.7498 0.7498 0.7498 0.7485
S1 0.7400 0.7400 0.7437 0.7375
S2 0.7349 0.7349 0.7424
S3 0.7201 0.7252 0.7410
S4 0.7052 0.7103 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7595 0.7444 0.0151 2.0% 0.0063 0.8% 11% False True 965
10 0.7741 0.7444 0.0297 4.0% 0.0071 1.0% 5% False True 1,023
20 0.7951 0.7444 0.0507 6.8% 0.0082 1.1% 3% False True 751
40 0.8027 0.7444 0.0583 7.8% 0.0094 1.3% 3% False True 498
60 0.8027 0.7362 0.0665 8.9% 0.0092 1.2% 15% False False 364
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7567
1.618 0.7533
1.000 0.7512
0.618 0.7499
HIGH 0.7478
0.618 0.7465
0.500 0.7461
0.382 0.7457
LOW 0.7444
0.618 0.7423
1.000 0.7410
1.618 0.7389
2.618 0.7355
4.250 0.7300
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.7461 0.7513
PP 0.7461 0.7495
S1 0.7460 0.7478

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

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