CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 0.6830 0.6809 -0.0021 -0.3% 0.6865
High 0.6837 0.6814 -0.0023 -0.3% 0.6882
Low 0.6803 0.6793 -0.0011 -0.2% 0.6828
Close 0.6809 0.6798 -0.0012 -0.2% 0.6831
Range 0.0034 0.0022 -0.0013 -36.8% 0.0054
ATR 0.0046 0.0044 -0.0002 -3.8% 0.0000
Volume 101,411 131,107 29,696 29.3% 816,095
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6866 0.6853 0.6809
R3 0.6844 0.6832 0.6803
R2 0.6823 0.6823 0.6801
R1 0.6810 0.6810 0.6799 0.6806
PP 0.6801 0.6801 0.6801 0.6799
S1 0.6789 0.6789 0.6796 0.6784
S2 0.6780 0.6780 0.6794
S3 0.6758 0.6767 0.6792
S4 0.6737 0.6746 0.6786
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7009 0.6974 0.6861
R3 0.6955 0.6920 0.6846
R2 0.6901 0.6901 0.6841
R1 0.6866 0.6866 0.6836 0.6857
PP 0.6847 0.6847 0.6847 0.6842
S1 0.6812 0.6812 0.6826 0.6803
S2 0.6793 0.6793 0.6821
S3 0.6739 0.6758 0.6816
S4 0.6685 0.6704 0.6801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6882 0.6793 0.0090 1.3% 0.0039 0.6% 6% False True 162,495
10 0.6907 0.6793 0.0115 1.7% 0.0032 0.5% 4% False True 145,916
20 0.7041 0.6793 0.0248 3.6% 0.0045 0.7% 2% False True 84,639
40 0.7215 0.6793 0.0423 6.2% 0.0047 0.7% 1% False True 42,700
60 0.7465 0.6793 0.0673 9.9% 0.0056 0.8% 1% False True 28,539
80 0.7465 0.6793 0.0673 9.9% 0.0053 0.8% 1% False True 21,419
100 0.7716 0.6793 0.0923 13.6% 0.0048 0.7% 1% False True 17,139
120 0.7890 0.6793 0.1098 16.1% 0.0044 0.6% 0% False True 14,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6905
2.618 0.6870
1.618 0.6849
1.000 0.6836
0.618 0.6827
HIGH 0.6814
0.618 0.6806
0.500 0.6803
0.382 0.6801
LOW 0.6793
0.618 0.6779
1.000 0.6771
1.618 0.6758
2.618 0.6736
4.250 0.6701
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 0.6803 0.6832
PP 0.6801 0.6821
S1 0.6799 0.6809

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

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