CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 0.6978 0.6953 -0.0025 -0.4% 0.7013
High 0.6987 0.6960 -0.0027 -0.4% 0.7046
Low 0.6945 0.6939 -0.0007 -0.1% 0.6945
Close 0.6959 0.6948 -0.0011 -0.2% 0.6959
Range 0.0042 0.0021 -0.0021 -49.4% 0.0101
ATR 0.0057 0.0055 -0.0003 -4.5% 0.0000
Volume 1,643 758 -885 -53.9% 5,528
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7012 0.7001 0.6960
R3 0.6991 0.6980 0.6954
R2 0.6970 0.6970 0.6952
R1 0.6959 0.6959 0.6950 0.6954
PP 0.6949 0.6949 0.6949 0.6946
S1 0.6938 0.6938 0.6946 0.6933
S2 0.6928 0.6928 0.6944
S3 0.6907 0.6917 0.6942
S4 0.6886 0.6896 0.6936
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7285 0.7222 0.7014
R3 0.7184 0.7122 0.6986
R2 0.7084 0.7084 0.6977
R1 0.7021 0.7021 0.6968 0.7002
PP 0.6983 0.6983 0.6983 0.6974
S1 0.6921 0.6921 0.6949 0.6902
S2 0.6883 0.6883 0.6940
S3 0.6782 0.6820 0.6931
S4 0.6682 0.6720 0.6903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7046 0.6939 0.0107 1.5% 0.0044 0.6% 9% False True 1,115
10 0.7046 0.6939 0.0107 1.5% 0.0045 0.6% 9% False True 843
20 0.7215 0.6939 0.0277 4.0% 0.0050 0.7% 3% False True 760
40 0.7465 0.6939 0.0527 7.6% 0.0062 0.9% 2% False True 490
60 0.7465 0.6939 0.0527 7.6% 0.0056 0.8% 2% False True 346
80 0.7716 0.6939 0.0777 11.2% 0.0049 0.7% 1% False True 264
100 0.7890 0.6939 0.0952 13.7% 0.0043 0.6% 1% False True 211
120 0.7990 0.6939 0.1051 15.1% 0.0041 0.6% 1% False True 179
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.7049
2.618 0.7014
1.618 0.6993
1.000 0.6981
0.618 0.6972
HIGH 0.6960
0.618 0.6951
0.500 0.6949
0.382 0.6947
LOW 0.6939
0.618 0.6926
1.000 0.6918
1.618 0.6905
2.618 0.6884
4.250 0.6849
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 0.6949 0.6990
PP 0.6949 0.6976
S1 0.6948 0.6962

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

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