CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 01-May-2023
Day Change Summary
Previous Current
28-Apr-2023 01-May-2023 Change Change % Previous Week
Open 0.7628 0.7487 -0.0142 -1.9% 0.7626
High 0.7644 0.7495 -0.0150 -2.0% 0.7678
Low 0.7482 0.7422 -0.0061 -0.8% 0.7482
Close 0.7498 0.7425 -0.0074 -1.0% 0.7498
Range 0.0162 0.0073 -0.0089 -54.9% 0.0196
ATR 0.0061 0.0062 0.0001 1.8% 0.0000
Volume 850 226 -624 -73.4% 1,570
Daily Pivots for day following 01-May-2023
Classic Woodie Camarilla DeMark
R4 0.7666 0.7618 0.7465
R3 0.7593 0.7545 0.7445
R2 0.7520 0.7520 0.7438
R1 0.7472 0.7472 0.7431 0.7460
PP 0.7447 0.7447 0.7447 0.7441
S1 0.7399 0.7399 0.7418 0.7387
S2 0.7374 0.7374 0.7411
S3 0.7301 0.7326 0.7404
S4 0.7228 0.7253 0.7384
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.8139 0.8014 0.7606
R3 0.7944 0.7819 0.7552
R2 0.7748 0.7748 0.7534
R1 0.7623 0.7623 0.7516 0.7588
PP 0.7553 0.7553 0.7553 0.7535
S1 0.7428 0.7428 0.7480 0.7392
S2 0.7357 0.7357 0.7462
S3 0.7162 0.7232 0.7444
S4 0.6966 0.7037 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7678 0.7422 0.0256 3.4% 0.0072 1.0% 1% False True 348
10 0.7678 0.7422 0.0256 3.4% 0.0054 0.7% 1% False True 222
20 0.7842 0.7422 0.0420 5.7% 0.0058 0.8% 1% False True 168
40 0.7904 0.7422 0.0483 6.5% 0.0058 0.8% 1% False True 141
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7805
2.618 0.7686
1.618 0.7613
1.000 0.7568
0.618 0.7540
HIGH 0.7495
0.618 0.7467
0.500 0.7458
0.382 0.7449
LOW 0.7422
0.618 0.7376
1.000 0.7349
1.618 0.7303
2.618 0.7230
4.250 0.7111
Fisher Pivots for day following 01-May-2023
Pivot 1 day 3 day
R1 0.7458 0.7539
PP 0.7447 0.7501
S1 0.7436 0.7463

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

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