CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 0.7585 0.7503 -0.0082 -1.1% 0.7561
High 0.7585 0.7508 -0.0077 -1.0% 0.7619
Low 0.7510 0.7480 -0.0030 -0.4% 0.7510
Close 0.7514 0.7490 -0.0024 -0.3% 0.7514
Range 0.0075 0.0028 -0.0047 -63.1% 0.0109
ATR 0.0064 0.0061 -0.0002 -3.4% 0.0000
Volume 258 308 50 19.4% 1,247
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 0.7575 0.7560 0.7505
R3 0.7548 0.7533 0.7498
R2 0.7520 0.7520 0.7495
R1 0.7505 0.7505 0.7493 0.7499
PP 0.7493 0.7493 0.7493 0.7489
S1 0.7478 0.7478 0.7487 0.7471
S2 0.7465 0.7465 0.7485
S3 0.7438 0.7450 0.7482
S4 0.7410 0.7423 0.7475
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7875 0.7803 0.7573
R3 0.7766 0.7694 0.7543
R2 0.7657 0.7657 0.7533
R1 0.7585 0.7585 0.7523 0.7566
PP 0.7548 0.7548 0.7548 0.7538
S1 0.7476 0.7476 0.7504 0.7457
S2 0.7439 0.7439 0.7494
S3 0.7330 0.7367 0.7484
S4 0.7221 0.7258 0.7454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7619 0.7480 0.0139 1.9% 0.0050 0.7% 7% False True 255
10 0.7638 0.7409 0.0230 3.1% 0.0058 0.8% 36% False False 252
20 0.7678 0.7409 0.0269 3.6% 0.0056 0.7% 30% False False 237
40 0.7904 0.7409 0.0496 6.6% 0.0057 0.8% 16% False False 162
60 0.7904 0.7409 0.0496 6.6% 0.0053 0.7% 16% False False 160
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 0.0011
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7579
1.618 0.7552
1.000 0.7535
0.618 0.7524
HIGH 0.7508
0.618 0.7497
0.500 0.7494
0.382 0.7491
LOW 0.7480
0.618 0.7463
1.000 0.7453
1.618 0.7436
2.618 0.7408
4.250 0.7363
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 0.7494 0.7550
PP 0.7493 0.7530
S1 0.7491 0.7510

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

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