CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 0.7542 0.7591 0.0049 0.6% 0.7487
High 0.7601 0.7619 0.0019 0.2% 0.7638
Low 0.7535 0.7566 0.0031 0.4% 0.7409
Close 0.7598 0.7580 -0.0019 -0.2% 0.7571
Range 0.0066 0.0053 -0.0013 -19.1% 0.0230
ATR 0.0063 0.0063 -0.0001 -1.2% 0.0000
Volume 332 202 -130 -39.2% 1,197
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 0.7747 0.7716 0.7609
R3 0.7694 0.7663 0.7594
R2 0.7641 0.7641 0.7589
R1 0.7610 0.7610 0.7584 0.7599
PP 0.7588 0.7588 0.7588 0.7583
S1 0.7557 0.7557 0.7575 0.7546
S2 0.7535 0.7535 0.7570
S3 0.7482 0.7504 0.7565
S4 0.7429 0.7451 0.7550
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.8228 0.8129 0.7697
R3 0.7998 0.7899 0.7634
R2 0.7769 0.7769 0.7613
R1 0.7670 0.7670 0.7592 0.7719
PP 0.7539 0.7539 0.7539 0.7564
S1 0.7440 0.7440 0.7550 0.7490
S2 0.7310 0.7310 0.7529
S3 0.7080 0.7211 0.7508
S4 0.6851 0.6981 0.7445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7535 0.0087 1.1% 0.0049 0.7% 51% False False 217
10 0.7644 0.7409 0.0236 3.1% 0.0072 0.9% 73% False False 303
20 0.7739 0.7409 0.0330 4.4% 0.0057 0.8% 52% False False 213
40 0.7904 0.7409 0.0496 6.5% 0.0058 0.8% 35% False False 149
60 0.7904 0.7409 0.0496 6.5% 0.0053 0.7% 35% False False 152
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 0.7844
2.618 0.7758
1.618 0.7705
1.000 0.7672
0.618 0.7652
HIGH 0.7619
0.618 0.7599
0.500 0.7593
0.382 0.7586
LOW 0.7566
0.618 0.7533
1.000 0.7513
1.618 0.7480
2.618 0.7427
4.250 0.7341
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 0.7593 0.7579
PP 0.7588 0.7578
S1 0.7584 0.7577

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

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