CME Japanese Yen Future September 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 0.6784 0.6800 0.0016 0.2% 0.6856
High 0.6811 0.6831 0.0020 0.3% 0.6863
Low 0.6772 0.6771 -0.0002 0.0% 0.6771
Close 0.6805 0.6774 -0.0031 -0.5% 0.6774
Range 0.0039 0.0060 0.0022 55.8% 0.0093
ATR 0.0059 0.0059 0.0000 0.1% 0.0000
Volume 125,168 139,157 13,989 11.2% 622,552
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6972 0.6933 0.6807
R3 0.6912 0.6873 0.6790
R2 0.6852 0.6852 0.6785
R1 0.6813 0.6813 0.6779 0.6802
PP 0.6792 0.6792 0.6792 0.6786
S1 0.6753 0.6753 0.6768 0.6742
S2 0.6732 0.6732 0.6763
S3 0.6672 0.6693 0.6757
S4 0.6612 0.6633 0.6741
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7080 0.7019 0.6824
R3 0.6987 0.6927 0.6799
R2 0.6895 0.6895 0.6790
R1 0.6834 0.6834 0.6782 0.6818
PP 0.6802 0.6802 0.6802 0.6794
S1 0.6742 0.6742 0.6765 0.6726
S2 0.6710 0.6710 0.6757
S3 0.6617 0.6649 0.6748
S4 0.6525 0.6557 0.6723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6940 0.6771 0.0170 2.5% 0.0062 0.9% 2% False True 164,774
10 0.6940 0.6771 0.0170 2.5% 0.0054 0.8% 2% False True 157,649
20 0.6963 0.6771 0.0193 2.8% 0.0051 0.8% 2% False True 138,890
40 0.7359 0.6771 0.0588 8.7% 0.0067 1.0% 1% False True 155,599
60 0.7359 0.6771 0.0588 8.7% 0.0066 1.0% 1% False True 169,470
80 0.7512 0.6771 0.0741 10.9% 0.0065 1.0% 0% False True 131,024
100 0.7678 0.6771 0.0907 13.4% 0.0063 0.9% 0% False True 104,866
120 0.7904 0.6771 0.1134 16.7% 0.0062 0.9% 0% False True 87,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7086
2.618 0.6988
1.618 0.6928
1.000 0.6891
0.618 0.6868
HIGH 0.6831
0.618 0.6808
0.500 0.6801
0.382 0.6793
LOW 0.6771
0.618 0.6733
1.000 0.6711
1.618 0.6673
2.618 0.6613
4.250 0.6516
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 0.6801 0.6801
PP 0.6792 0.6792
S1 0.6783 0.6783

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

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