CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 0.7679 0.7610 -0.0070 -0.9% 0.7651
High 0.7679 0.7610 -0.0070 -0.9% 0.7701
Low 0.7613 0.7578 -0.0035 -0.5% 0.7613
Close 0.7615 0.7592 -0.0024 -0.3% 0.7615
Range 0.0067 0.0032 -0.0035 -52.6% 0.0088
ATR 0.0048 0.0047 -0.0001 -1.7% 0.0000
Volume 5 13 8 160.0% 137
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 0.7688 0.7671 0.7609
R3 0.7656 0.7640 0.7600
R2 0.7625 0.7625 0.7597
R1 0.7608 0.7608 0.7594 0.7601
PP 0.7593 0.7593 0.7593 0.7589
S1 0.7577 0.7577 0.7589 0.7569
S2 0.7562 0.7562 0.7586
S3 0.7530 0.7545 0.7583
S4 0.7499 0.7514 0.7574
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7907 0.7849 0.7663
R3 0.7819 0.7761 0.7639
R2 0.7731 0.7731 0.7631
R1 0.7673 0.7673 0.7623 0.7658
PP 0.7643 0.7643 0.7643 0.7635
S1 0.7585 0.7585 0.7607 0.7570
S2 0.7555 0.7555 0.7599
S3 0.7467 0.7497 0.7591
S4 0.7379 0.7409 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7701 0.7578 0.0123 1.6% 0.0027 0.4% 11% False True 30
10 0.7716 0.7565 0.0151 2.0% 0.0020 0.3% 18% False False 15
20 0.7772 0.7527 0.0246 3.2% 0.0016 0.2% 26% False False 9
40 0.7990 0.7527 0.0463 6.1% 0.0023 0.3% 14% False False 8
60 0.7990 0.7527 0.0463 6.1% 0.0026 0.3% 14% False False 13
80 0.8141 0.7527 0.0614 8.1% 0.0027 0.4% 11% False False 10
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7692
1.618 0.7660
1.000 0.7641
0.618 0.7629
HIGH 0.7610
0.618 0.7597
0.500 0.7594
0.382 0.7590
LOW 0.7578
0.618 0.7559
1.000 0.7547
1.618 0.7527
2.618 0.7496
4.250 0.7444
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 0.7594 0.7632
PP 0.7593 0.7619
S1 0.7592 0.7605

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

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