CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 0.7103 0.7045 -0.0058 -0.8% 0.7207
High 0.7120 0.7064 -0.0056 -0.8% 0.7210
Low 0.7047 0.7037 -0.0010 -0.1% 0.7037
Close 0.7050 0.7038 -0.0012 -0.2% 0.7038
Range 0.0073 0.0028 -0.0046 -62.3% 0.0173
ATR 0.0069 0.0066 -0.0003 -4.3% 0.0000
Volume 850 786 -64 -7.5% 3,262
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7129 0.7111 0.7053
R3 0.7101 0.7083 0.7046
R2 0.7074 0.7074 0.7043
R1 0.7056 0.7056 0.7041 0.7051
PP 0.7046 0.7046 0.7046 0.7044
S1 0.7028 0.7028 0.7035 0.7024
S2 0.7019 0.7019 0.7033
S3 0.6991 0.7001 0.7030
S4 0.6964 0.6973 0.7023
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7614 0.7499 0.7133
R3 0.7441 0.7326 0.7086
R2 0.7268 0.7268 0.7070
R1 0.7153 0.7153 0.7054 0.7124
PP 0.7095 0.7095 0.7095 0.7080
S1 0.6980 0.6980 0.7022 0.6951
S2 0.6922 0.6922 0.7006
S3 0.6749 0.6807 0.6990
S4 0.6576 0.6634 0.6943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7210 0.7037 0.0173 2.5% 0.0046 0.7% 1% False True 652
10 0.7262 0.7037 0.0226 3.2% 0.0061 0.9% 1% False True 638
20 0.7427 0.7037 0.0390 5.5% 0.0071 1.0% 0% False True 464
40 0.7465 0.7037 0.0429 6.1% 0.0062 0.9% 0% False True 278
60 0.7511 0.7037 0.0475 6.7% 0.0053 0.8% 0% False True 197
80 0.7772 0.7037 0.0736 10.5% 0.0044 0.6% 0% False True 150
100 0.7990 0.7037 0.0953 13.5% 0.0041 0.6% 0% False True 121
120 0.7990 0.7037 0.0953 13.5% 0.0040 0.6% 0% False True 105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7181
2.618 0.7136
1.618 0.7108
1.000 0.7092
0.618 0.7081
HIGH 0.7064
0.618 0.7053
0.500 0.7050
0.382 0.7047
LOW 0.7037
0.618 0.7020
1.000 0.7009
1.618 0.6992
2.618 0.6965
4.250 0.6920
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 0.7050 0.7086
PP 0.7046 0.7070
S1 0.7042 0.7054

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

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