CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 0.6899 0.6915 0.0016 0.2% 0.6956
High 0.6931 0.6963 0.0032 0.5% 0.6964
Low 0.6871 0.6897 0.0027 0.4% 0.6871
Close 0.6874 0.6932 0.0059 0.9% 0.6874
Range 0.0060 0.0066 0.0006 9.2% 0.0093
ATR 0.0057 0.0059 0.0002 4.1% 0.0000
Volume 27,379 69,910 42,531 155.3% 67,904
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7127 0.7095 0.6968
R3 0.7062 0.7030 0.6950
R2 0.6996 0.6996 0.6944
R1 0.6964 0.6964 0.6938 0.6980
PP 0.6931 0.6931 0.6931 0.6939
S1 0.6899 0.6899 0.6926 0.6915
S2 0.6865 0.6865 0.6920
S3 0.6800 0.6833 0.6914
S4 0.6734 0.6768 0.6896
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7182 0.7121 0.6925
R3 0.7089 0.7028 0.6899
R2 0.6996 0.6996 0.6891
R1 0.6935 0.6935 0.6882 0.6919
PP 0.6903 0.6903 0.6903 0.6895
S1 0.6842 0.6842 0.6865 0.6826
S2 0.6810 0.6810 0.6856
S3 0.6717 0.6749 0.6848
S4 0.6624 0.6656 0.6822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6964 0.6871 0.0093 1.3% 0.0057 0.8% 66% False False 27,562
10 0.7041 0.6871 0.0170 2.5% 0.0056 0.8% 36% False False 15,203
20 0.7048 0.6871 0.0177 2.6% 0.0052 0.7% 35% False False 8,020
40 0.7427 0.6871 0.0556 8.0% 0.0061 0.9% 11% False False 4,242
60 0.7465 0.6871 0.0595 8.6% 0.0059 0.8% 10% False False 2,859
80 0.7511 0.6871 0.0641 9.2% 0.0053 0.8% 10% False False 2,153
100 0.7772 0.6871 0.0902 13.0% 0.0046 0.7% 7% False False 1,724
120 0.7990 0.6871 0.1119 16.1% 0.0043 0.6% 5% False False 1,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7241
2.618 0.7134
1.618 0.7068
1.000 0.7028
0.618 0.7003
HIGH 0.6963
0.618 0.6937
0.500 0.6930
0.382 0.6922
LOW 0.6897
0.618 0.6857
1.000 0.6832
1.618 0.6791
2.618 0.6726
4.250 0.6619
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 0.6931 0.6927
PP 0.6931 0.6922
S1 0.6930 0.6917

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

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