CME Japanese Yen Future December 2023


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.6754 0.6742 -0.0012 -0.2% 0.6784
High 0.6797 0.6755 -0.0043 -0.6% 0.6825
Low 0.6736 0.6734 -0.0002 0.0% 0.6743
Close 0.6742 0.6736 -0.0006 -0.1% 0.6758
Range 0.0062 0.0021 -0.0041 -66.7% 0.0082
ATR 0.0043 0.0041 -0.0002 -3.7% 0.0000
Volume 140,288 126,279 -14,009 -10.0% 718,275
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6803 0.6790 0.6747
R3 0.6783 0.6770 0.6742
R2 0.6762 0.6762 0.6740
R1 0.6749 0.6749 0.6738 0.6745
PP 0.6742 0.6742 0.6742 0.6740
S1 0.6729 0.6729 0.6734 0.6725
S2 0.6721 0.6721 0.6732
S3 0.6701 0.6708 0.6730
S4 0.6680 0.6688 0.6725
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7021 0.6971 0.6803
R3 0.6939 0.6889 0.6780
R2 0.6857 0.6857 0.6773
R1 0.6807 0.6807 0.6765 0.6791
PP 0.6775 0.6775 0.6775 0.6767
S1 0.6725 0.6725 0.6750 0.6709
S2 0.6693 0.6693 0.6742
S3 0.6611 0.6643 0.6735
S4 0.6529 0.6561 0.6712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6797 0.6734 0.0063 0.9% 0.0032 0.5% 3% False True 136,699
10 0.6825 0.6734 0.0091 1.3% 0.0037 0.6% 2% False True 147,186
20 0.6882 0.6734 0.0148 2.2% 0.0041 0.6% 1% False True 155,824
40 0.7046 0.6734 0.0312 4.6% 0.0044 0.6% 1% False True 104,853
60 0.7410 0.6734 0.0676 10.0% 0.0051 0.8% 0% False True 70,102
80 0.7465 0.6734 0.0731 10.9% 0.0052 0.8% 0% False True 52,617
100 0.7465 0.6734 0.0731 10.9% 0.0051 0.8% 0% False True 42,103
120 0.7716 0.6734 0.0982 14.6% 0.0046 0.7% 0% False True 35,088
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6842
2.618 0.6808
1.618 0.6788
1.000 0.6775
0.618 0.6767
HIGH 0.6755
0.618 0.6747
0.500 0.6744
0.382 0.6742
LOW 0.6734
0.618 0.6721
1.000 0.6714
1.618 0.6701
2.618 0.6680
4.250 0.6647
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.6744 0.6766
PP 0.6742 0.6756
S1 0.6739 0.6746

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

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