CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.7856 0.7819 -0.0037 -0.5% 0.7819
High 0.7904 0.7848 -0.0056 -0.7% 0.7904
Low 0.7835 0.7790 -0.0045 -0.6% 0.7727
Close 0.7844 0.7795 -0.0049 -0.6% 0.7844
Range 0.0069 0.0058 -0.0011 -15.9% 0.0177
ATR 0.0064 0.0063 0.0000 -0.6% 0.0000
Volume 55 22 -33 -60.0% 121
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7985 0.7948 0.7827
R3 0.7927 0.7890 0.7811
R2 0.7869 0.7869 0.7806
R1 0.7832 0.7832 0.7800 0.7822
PP 0.7811 0.7811 0.7811 0.7806
S1 0.7774 0.7774 0.7790 0.7764
S2 0.7753 0.7753 0.7784
S3 0.7695 0.7716 0.7779
S4 0.7637 0.7658 0.7763
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.8356 0.8277 0.7941
R3 0.8179 0.8100 0.7892
R2 0.8002 0.8002 0.7876
R1 0.7923 0.7923 0.7860 0.7962
PP 0.7825 0.7825 0.7825 0.7845
S1 0.7746 0.7746 0.7827 0.7785
S2 0.7648 0.7648 0.7811
S3 0.7471 0.7569 0.7795
S4 0.7294 0.7392 0.7746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7727 0.0177 2.3% 0.0060 0.8% 38% False False 27
10 0.7904 0.7639 0.0266 3.4% 0.0061 0.8% 59% False False 85
20 0.7904 0.7495 0.0409 5.2% 0.0052 0.7% 73% False False 108
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8095
2.618 0.8000
1.618 0.7942
1.000 0.7906
0.618 0.7884
HIGH 0.7848
0.618 0.7826
0.500 0.7819
0.382 0.7812
LOW 0.7790
0.618 0.7754
1.000 0.7732
1.618 0.7696
2.618 0.7638
4.250 0.7544
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.7819 0.7847
PP 0.7811 0.7830
S1 0.7803 0.7812

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

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