CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 0.6852 0.6844 -0.0008 -0.1% 0.6909
High 0.6859 0.6887 0.0028 0.4% 0.6947
Low 0.6837 0.6807 -0.0031 -0.4% 0.6843
Close 0.6847 0.6879 0.0032 0.5% 0.6857
Range 0.0022 0.0080 0.0058 263.6% 0.0104
ATR 0.0059 0.0061 0.0001 2.5% 0.0000
Volume 100,665 208,361 107,696 107.0% 630,895
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7097 0.7068 0.6923
R3 0.7017 0.6988 0.6901
R2 0.6937 0.6937 0.6893
R1 0.6908 0.6908 0.6886 0.6923
PP 0.6857 0.6857 0.6857 0.6865
S1 0.6828 0.6828 0.6871 0.6843
S2 0.6777 0.6777 0.6864
S3 0.6697 0.6748 0.6857
S4 0.6617 0.6668 0.6835
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7193 0.7128 0.6914
R3 0.7089 0.7025 0.6885
R2 0.6986 0.6986 0.6876
R1 0.6921 0.6921 0.6866 0.6902
PP 0.6882 0.6882 0.6882 0.6872
S1 0.6818 0.6818 0.6848 0.6798
S2 0.6779 0.6779 0.6838
S3 0.6675 0.6714 0.6829
S4 0.6572 0.6611 0.6800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6947 0.6807 0.0140 2.0% 0.0055 0.8% 51% False True 147,801
10 0.6947 0.6807 0.0140 2.0% 0.0052 0.8% 51% False True 131,292
20 0.7113 0.6807 0.0307 4.5% 0.0054 0.8% 23% False True 131,874
40 0.7359 0.6807 0.0552 8.0% 0.0070 1.0% 13% False True 167,686
60 0.7359 0.6807 0.0552 8.0% 0.0066 1.0% 13% False True 155,505
80 0.7622 0.6807 0.0816 11.9% 0.0064 0.9% 9% False True 116,970
100 0.7781 0.6807 0.0974 14.2% 0.0063 0.9% 7% False True 93,616
120 0.7904 0.6807 0.1098 16.0% 0.0064 0.9% 7% False True 78,032
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 0.0011
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7227
2.618 0.7096
1.618 0.7016
1.000 0.6967
0.618 0.6936
HIGH 0.6887
0.618 0.6856
0.500 0.6847
0.382 0.6837
LOW 0.6807
0.618 0.6757
1.000 0.6727
1.618 0.6677
2.618 0.6597
4.250 0.6467
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 0.6868 0.6868
PP 0.6857 0.6857
S1 0.6847 0.6847

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

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