CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 0.7247 0.7231 -0.0016 -0.2% 0.7289
High 0.7248 0.7253 0.0005 0.1% 0.7305
Low 0.7168 0.7147 -0.0021 -0.3% 0.7147
Close 0.7229 0.7153 -0.0076 -1.0% 0.7153
Range 0.0081 0.0107 0.0026 32.3% 0.0159
ATR 0.0063 0.0066 0.0003 4.9% 0.0000
Volume 252,526 219,994 -32,532 -12.9% 824,325
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7504 0.7435 0.7212
R3 0.7397 0.7328 0.7182
R2 0.7291 0.7291 0.7173
R1 0.7222 0.7222 0.7163 0.7203
PP 0.7184 0.7184 0.7184 0.7175
S1 0.7115 0.7115 0.7143 0.7097
S2 0.7078 0.7078 0.7133
S3 0.6971 0.7009 0.7124
S4 0.6865 0.6902 0.7094
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7677 0.7574 0.7240
R3 0.7519 0.7415 0.7197
R2 0.7360 0.7360 0.7182
R1 0.7257 0.7257 0.7168 0.7229
PP 0.7202 0.7202 0.7202 0.7188
S1 0.7098 0.7098 0.7138 0.7071
S2 0.7043 0.7043 0.7124
S3 0.6885 0.6940 0.7109
S4 0.6726 0.6781 0.7066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7305 0.7147 0.0159 2.2% 0.0069 1.0% 4% False True 164,865
10 0.7319 0.7147 0.0172 2.4% 0.0064 0.9% 4% False True 93,253
20 0.7412 0.7147 0.0265 3.7% 0.0064 0.9% 2% False True 47,792
40 0.7678 0.7147 0.0531 7.4% 0.0063 0.9% 1% False True 24,069
60 0.7904 0.7147 0.0758 10.6% 0.0060 0.8% 1% False True 16,077
80 0.7904 0.7147 0.0758 10.6% 0.0058 0.8% 1% False True 12,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7706
2.618 0.7532
1.618 0.7425
1.000 0.7360
0.618 0.7319
HIGH 0.7253
0.618 0.7212
0.500 0.7200
0.382 0.7187
LOW 0.7147
0.618 0.7081
1.000 0.7040
1.618 0.6974
2.618 0.6868
4.250 0.6694
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 0.7200 0.7217
PP 0.7184 0.7196
S1 0.7169 0.7174

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

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