CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 0.7011 0.6991 -0.0020 -0.3% 0.7052
High 0.7023 0.7018 -0.0006 -0.1% 0.7088
Low 0.6986 0.6976 -0.0010 -0.1% 0.6976
Close 0.6986 0.7013 0.0027 0.4% 0.7013
Range 0.0038 0.0042 0.0005 12.0% 0.0113
ATR 0.0059 0.0058 -0.0001 -2.1% 0.0000
Volume 184,365 164,157 -20,208 -11.0% 808,630
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7128 0.7112 0.7036
R3 0.7086 0.7070 0.7024
R2 0.7044 0.7044 0.7020
R1 0.7028 0.7028 0.7016 0.7036
PP 0.7002 0.7002 0.7002 0.7006
S1 0.6986 0.6986 0.7009 0.6994
S2 0.6960 0.6960 0.7005
S3 0.6918 0.6944 0.7001
S4 0.6876 0.6902 0.6989
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7363 0.7300 0.7074
R3 0.7250 0.7188 0.7043
R2 0.7138 0.7138 0.7033
R1 0.7075 0.7075 0.7023 0.7050
PP 0.7025 0.7025 0.7025 0.7013
S1 0.6963 0.6963 0.7002 0.6938
S2 0.6913 0.6913 0.6992
S3 0.6800 0.6850 0.6982
S4 0.6688 0.6738 0.6951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7088 0.6976 0.0113 1.6% 0.0041 0.6% 33% False True 161,726
10 0.7253 0.6976 0.0278 4.0% 0.0056 0.8% 13% False True 173,461
20 0.7335 0.6976 0.0359 5.1% 0.0059 0.8% 10% False True 122,482
40 0.7638 0.6976 0.0663 9.4% 0.0059 0.8% 6% False True 61,868
60 0.7823 0.6976 0.0847 12.1% 0.0059 0.8% 4% False True 41,308
80 0.7904 0.6976 0.0929 13.2% 0.0060 0.9% 4% False True 31,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7196
2.618 0.7127
1.618 0.7085
1.000 0.7060
0.618 0.7043
HIGH 0.7018
0.618 0.7001
0.500 0.6997
0.382 0.6992
LOW 0.6976
0.618 0.6950
1.000 0.6934
1.618 0.6908
2.618 0.6866
4.250 0.6797
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 0.7007 0.7012
PP 0.7002 0.7011
S1 0.6997 0.7011

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

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