CME Japanese Yen Future September 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 0.7563 0.7683 0.0120 1.6% 0.7586
High 0.7675 0.7754 0.0079 1.0% 0.7675
Low 0.7519 0.7649 0.0130 1.7% 0.7495
Close 0.7640 0.7707 0.0067 0.9% 0.7640
Range 0.0157 0.0106 -0.0051 -32.6% 0.0180
ATR 0.0054 0.0058 0.0004 8.1% 0.0000
Volume 235 417 182 77.4% 540
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8020 0.7969 0.7765
R3 0.7914 0.7863 0.7736
R2 0.7809 0.7809 0.7726
R1 0.7758 0.7758 0.7716 0.7783
PP 0.7703 0.7703 0.7703 0.7716
S1 0.7652 0.7652 0.7697 0.7678
S2 0.7598 0.7598 0.7687
S3 0.7492 0.7547 0.7677
S4 0.7387 0.7441 0.7648
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8143 0.8071 0.7739
R3 0.7963 0.7891 0.7689
R2 0.7783 0.7783 0.7673
R1 0.7711 0.7711 0.7656 0.7747
PP 0.7603 0.7603 0.7603 0.7621
S1 0.7531 0.7531 0.7623 0.7567
S2 0.7423 0.7423 0.7607
S3 0.7243 0.7351 0.7590
S4 0.7063 0.7171 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7754 0.7495 0.0259 3.4% 0.0061 0.8% 82% True False 190
10 0.7754 0.7495 0.0259 3.4% 0.0044 0.6% 82% True False 130
20 0.7824 0.7495 0.0329 4.3% 0.0038 0.5% 64% False False 123
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8202
2.618 0.8030
1.618 0.7925
1.000 0.7860
0.618 0.7819
HIGH 0.7754
0.618 0.7714
0.500 0.7701
0.382 0.7689
LOW 0.7649
0.618 0.7583
1.000 0.7543
1.618 0.7478
2.618 0.7372
4.250 0.7200
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.7705 0.7683
PP 0.7703 0.7660
S1 0.7701 0.7636

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

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