CME Japanese Yen Future June 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 0.7800 0.7734 -0.0066 -0.8% 0.7714
High 0.7870 0.7763 -0.0108 -1.4% 0.7825
Low 0.7717 0.7636 -0.0081 -1.0% 0.7621
Close 0.7717 0.7681 -0.0036 -0.5% 0.7817
Range 0.0154 0.0127 -0.0027 -17.3% 0.0205
ATR 0.0097 0.0100 0.0002 2.2% 0.0000
Volume 138 147 9 6.5% 194
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.8074 0.8005 0.7751
R3 0.7947 0.7878 0.7716
R2 0.7820 0.7820 0.7704
R1 0.7751 0.7751 0.7693 0.7722
PP 0.7693 0.7693 0.7693 0.7679
S1 0.7624 0.7624 0.7669 0.7595
S2 0.7566 0.7566 0.7658
S3 0.7439 0.7497 0.7646
S4 0.7312 0.7370 0.7611
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.8368 0.8297 0.7929
R3 0.8163 0.8092 0.7873
R2 0.7959 0.7959 0.7854
R1 0.7888 0.7888 0.7835 0.7923
PP 0.7754 0.7754 0.7754 0.7772
S1 0.7683 0.7683 0.7798 0.7719
S2 0.7550 0.7550 0.7779
S3 0.7345 0.7479 0.7760
S4 0.7141 0.7274 0.7704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7903 0.7621 0.0282 3.7% 0.0121 1.6% 21% False False 124
10 0.7903 0.7621 0.0282 3.7% 0.0086 1.1% 21% False False 91
20 0.7903 0.7435 0.0468 6.1% 0.0093 1.2% 53% False False 121
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8302
2.618 0.8095
1.618 0.7968
1.000 0.7890
0.618 0.7841
HIGH 0.7763
0.618 0.7714
0.500 0.7699
0.382 0.7684
LOW 0.7636
0.618 0.7557
1.000 0.7509
1.618 0.7430
2.618 0.7303
4.250 0.7096
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 0.7699 0.7769
PP 0.7693 0.7740
S1 0.7687 0.7710

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

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