CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 0.7700 0.7819 0.0119 1.5% 0.7683
High 0.7798 0.7835 0.0037 0.5% 0.7798
Low 0.7691 0.7816 0.0125 1.6% 0.7639
Close 0.7795 0.7816 0.0021 0.3% 0.7795
Range 0.0108 0.0020 -0.0088 -81.9% 0.0160
ATR 0.0063 0.0062 -0.0002 -2.6% 0.0000
Volume 12 7 -5 -41.7% 1,133
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7881 0.7868 0.7826
R3 0.7861 0.7848 0.7821
R2 0.7842 0.7842 0.7819
R1 0.7829 0.7829 0.7817 0.7825
PP 0.7822 0.7822 0.7822 0.7820
S1 0.7809 0.7809 0.7814 0.7806
S2 0.7803 0.7803 0.7812
S3 0.7783 0.7790 0.7810
S4 0.7764 0.7770 0.7805
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8222 0.8168 0.7883
R3 0.8063 0.8009 0.7839
R2 0.7903 0.7903 0.7824
R1 0.7849 0.7849 0.7810 0.7876
PP 0.7744 0.7744 0.7744 0.7757
S1 0.7690 0.7690 0.7780 0.7717
S2 0.7584 0.7584 0.7766
S3 0.7425 0.7530 0.7751
S4 0.7265 0.7371 0.7707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7835 0.7639 0.0197 2.5% 0.0062 0.8% 90% True False 144
10 0.7835 0.7495 0.0340 4.4% 0.0062 0.8% 94% True False 167
20 0.7835 0.7495 0.0340 4.4% 0.0045 0.6% 94% True False 156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7886
1.618 0.7867
1.000 0.7855
0.618 0.7847
HIGH 0.7835
0.618 0.7828
0.500 0.7825
0.382 0.7823
LOW 0.7816
0.618 0.7803
1.000 0.7796
1.618 0.7784
2.618 0.7764
4.250 0.7733
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 0.7825 0.7798
PP 0.7822 0.7780
S1 0.7819 0.7763

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

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