CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 0.7659 0.7741 0.0082 1.1% 0.7586
High 0.7698 0.7785 0.0087 1.1% 0.7675
Low 0.7659 0.7691 0.0032 0.4% 0.7495
Close 0.7698 0.7693 -0.0006 -0.1% 0.7640
Range 0.0039 0.0094 0.0055 141.0% 0.0180
ATR 0.0057 0.0060 0.0003 4.5% 0.0000
Volume 312 184 -128 -41.0% 540
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8005 0.7943 0.7744
R3 0.7911 0.7849 0.7718
R2 0.7817 0.7817 0.7710
R1 0.7755 0.7755 0.7701 0.7739
PP 0.7723 0.7723 0.7723 0.7715
S1 0.7661 0.7661 0.7684 0.7645
S2 0.7629 0.7629 0.7675
S3 0.7535 0.7567 0.7667
S4 0.7441 0.7473 0.7641
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 0.7785 0.7519 0.0267 3.5% 0.0089 1.2% 65% True False 271
10 0.7785 0.7495 0.0290 3.8% 0.0056 0.7% 68% True False 190
20 0.7785 0.7495 0.0290 3.8% 0.0043 0.6% 68% True False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8031
1.618 0.7937
1.000 0.7879
0.618 0.7843
HIGH 0.7785
0.618 0.7749
0.500 0.7738
0.382 0.7727
LOW 0.7691
0.618 0.7633
1.000 0.7597
1.618 0.7539
2.618 0.7445
4.250 0.7292
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 0.7738 0.7712
PP 0.7723 0.7705
S1 0.7708 0.7699

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

View Archives - Comment on this page... - Back to Index of Symbols