CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.7455 0.7572 0.0117 1.6% 0.7473
High 0.7570 0.7668 0.0098 1.3% 0.7570
Low 0.7409 0.7514 0.0105 1.4% 0.7364
Close 0.7532 0.7609 0.0077 1.0% 0.7532
Range 0.0161 0.0154 -0.0007 -4.3% 0.0206
ATR 0.0082 0.0087 0.0005 6.3% 0.0000
Volume 272,621 284,867 12,246 4.5% 638,143
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8059 0.7988 0.7693
R3 0.7905 0.7834 0.7651
R2 0.7751 0.7751 0.7637
R1 0.7680 0.7680 0.7623 0.7715
PP 0.7597 0.7597 0.7597 0.7614
S1 0.7526 0.7526 0.7594 0.7561
S2 0.7443 0.7443 0.7580
S3 0.7289 0.7372 0.7566
S4 0.7135 0.7218 0.7524
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8105 0.8024 0.7645
R3 0.7899 0.7818 0.7588
R2 0.7694 0.7694 0.7569
R1 0.7613 0.7613 0.7550 0.7653
PP 0.7488 0.7488 0.7488 0.7509
S1 0.7407 0.7407 0.7513 0.7448
S2 0.7283 0.7283 0.7494
S3 0.7077 0.7202 0.7475
S4 0.6872 0.6996 0.7418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7364 0.0304 4.0% 0.0111 1.5% 81% True False 177,115
10 0.7668 0.7364 0.0304 4.0% 0.0084 1.1% 81% True False 95,379
20 0.7741 0.7364 0.0377 4.9% 0.0078 1.0% 65% False False 48,201
40 0.8027 0.7364 0.0663 8.7% 0.0088 1.2% 37% False False 24,266
60 0.8027 0.7364 0.0663 8.7% 0.0092 1.2% 37% False False 16,245
80 0.8027 0.7243 0.0785 10.3% 0.0082 1.1% 47% False False 12,196
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8322
2.618 0.8071
1.618 0.7917
1.000 0.7822
0.618 0.7763
HIGH 0.7668
0.618 0.7609
0.500 0.7591
0.382 0.7572
LOW 0.7514
0.618 0.7418
1.000 0.7360
1.618 0.7264
2.618 0.7110
4.250 0.6859
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.7603 0.7582
PP 0.7597 0.7556
S1 0.7591 0.7530

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

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