CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.7037 0.7013 -0.0024 -0.3% 0.7207
High 0.7048 0.7028 -0.0020 -0.3% 0.7210
Low 0.7007 0.6993 -0.0014 -0.2% 0.7037
Close 0.7011 0.7003 -0.0009 -0.1% 0.7038
Range 0.0041 0.0035 -0.0006 -14.8% 0.0173
ATR 0.0064 0.0062 -0.0002 -3.3% 0.0000
Volume 701 364 -337 -48.1% 3,262
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7111 0.7091 0.7021
R3 0.7077 0.7057 0.7012
R2 0.7042 0.7042 0.7009
R1 0.7022 0.7022 0.7006 0.7015
PP 0.7008 0.7008 0.7008 0.7004
S1 0.6988 0.6988 0.6999 0.6981
S2 0.6973 0.6973 0.6996
S3 0.6939 0.6953 0.6993
S4 0.6904 0.6919 0.6984
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 0.7135 0.6993 0.0142 2.0% 0.0042 0.6% 7% False True 732
10 0.7215 0.6993 0.0222 3.2% 0.0052 0.7% 4% False True 665
20 0.7410 0.6993 0.0417 5.9% 0.0069 1.0% 2% False True 500
40 0.7465 0.6993 0.0472 6.7% 0.0061 0.9% 2% False True 299
60 0.7505 0.6993 0.0512 7.3% 0.0054 0.8% 2% False True 214
80 0.7772 0.6993 0.0779 11.1% 0.0045 0.6% 1% False True 163
100 0.7990 0.6993 0.0997 14.2% 0.0042 0.6% 1% False True 132
120 0.7990 0.6993 0.0997 14.2% 0.0040 0.6% 1% False True 113
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7174
2.618 0.7118
1.618 0.7083
1.000 0.7062
0.618 0.7049
HIGH 0.7028
0.618 0.7014
0.500 0.7010
0.382 0.7006
LOW 0.6993
0.618 0.6972
1.000 0.6959
1.618 0.6937
2.618 0.6903
4.250 0.6846
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.7010 0.7029
PP 0.7008 0.7020
S1 0.7005 0.7011

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

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