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MRCI's Futures Highlight - Japanese Yen(CME)

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MRCI's Futures Highlight - Japanese Yen(CME)

MRCI hopes this profile of the CME Japanese Yen futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by barchart

The table below offers a statistical analysis of historical daily trading in the CME Japanese Yen futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Japanese Yen(CME)
from 1/1976 - 2/2025
Calendar
Year		 Monday
Avg Rng		 Tuesday
Avg Rng		 Wednesday
Avg Rng		 Thursday
Avg Rng		 Friday
Avg Rng		 Yearly
Avg Rng
1976 0.07($92) 0.05($58) 0.06($78) 0.05($63) 0.22($269) 0.08($97)
1977 0.16($201) 0.15($184) 0.17($209) 0.16($204) 0.14($174) 0.16($194)
1978 0.44($553) 0.37($468) 0.43($543) 0.41($509) 0.42($528) 0.42($520)
1979 0.40($494) 0.34($429) 0.36($445) 0.39($484) 0.42($519) 0.38($474)
1980 0.39($493) 0.45($560) 0.42($526) 0.36($445) 0.42($521) 0.41($510)
1981 0.51($643) 0.43($534) 0.38($475) 0.42($529) 0.39($482) 0.43($532)
1982 0.43($534) 0.38($481) 0.37($456) 0.41($512) 0.40($502) 0.40($496)
1983 0.35($438) 0.32($395) 0.29($357) 0.26($331) 0.30($374) 0.30($378)
1984 0.23($284) 0.25($309) 0.25($314) 0.23($284) 0.29($360) 0.25($310)
1985 0.32($396) 0.29($364) 0.27($341) 0.32($398) 0.30($372) 0.30($374)
1986 0.56($702) 0.49($617) 0.49($615) 0.50($628) 0.58($729) 0.53($657)
1987 0.57($709) 0.63($783) 0.54($669) 0.61($765) 0.59($739) 0.59($733)
1988 0.51($634) 0.57($712) 0.64($800) 0.54($673) 0.63($787) 0.58($723)
1989 0.63($793) 0.60($748) 0.60($749) 0.63($783) 0.69($856) 0.63($785)
1990 0.61($757) 0.61($762) 0.59($736) 0.65($815) 0.63($786) 0.62($771)
1991 0.58($729) 0.60($753) 0.56($704) 0.63($791) 0.59($737) 0.59($743)
1992 0.54($677) 0.53($663) 0.55($684) 0.55($684) 0.60($756) 0.55($692)
1993 0.68($850) 0.78($971) 0.81($1010) 0.83($1038) 0.83($1042) 0.79($984)
1994 0.81($1008) 0.76($951) 0.78($978) 0.79($992) 0.87($1090) 0.80($1004)
1995 1.02($1276) 0.95($1194) 1.16($1453) 1.31($1638) 1.18($1481) 1.13($1412)
1996 0.52($652) 0.56($700) 0.56($703) 0.57($715) 0.60($748) 0.56($704)
1997 0.61($759) 0.75($943) 0.74($922) 0.77($966) 0.89($1117) 0.75($943)
1998 0.79($992) 0.95($1188) 1.10($1373) 1.08($1348) 0.98($1225) 0.98($1229)
1999 0.99($1239) 0.93($1161) 0.88($1106) 0.87($1087) 0.83($1042) 0.90($1125)
2000 0.75($939) 0.67($841) 0.74($931) 0.69($862) 0.86($1074) 0.74($929)
2001 0.58($726) 0.59($740) 0.67($837) 0.74($922) 0.68($852) 0.65($817)
2002 0.78($975) 0.78($978) 0.74($924) 0.79($988) 0.85($1063) 0.79($986)
2003 0.83($1036) 0.82($1022) 0.76($953) 0.72($897) 0.71($882) 0.77($957)
2004 0.81($1010) 0.89($1112) 0.98($1220) 0.87($1088) 1.00($1249) 0.91($1138)
2005 0.78($971) 0.81($1009) 0.81($1007) 0.77($964) 0.77($968) 0.79($984)
2006 0.72($904) 0.75($941) 0.77($963) 0.68($850) 0.86($1073) 0.76($947)
2007 0.68($854) 0.73($916) 0.79($989) 0.82($1024) 0.83($1033) 0.77($966)
2008 1.57($1966) 1.48($1851) 1.44($1802) 1.49($1859) 1.61($2010) 1.52($1896)
2009 1.33($1660) 1.35($1693) 1.53($1909) 1.48($1854) 1.65($2063) 1.47($1836)
2010 0.99($1238) 1.23($1536) 1.18($1478) 1.36($1698) 1.22($1529) 1.20($1500)
2011 1.14($1426) 1.04($1300) 1.01($1264) 1.20($1499) 1.19($1482) 1.11($1393)
2012 0.86($1076) 0.86($1078) 0.90($1131) 0.93($1163) 1.02($1273) 0.92($1146)
2013 1.03($1287) 1.13($1408) 1.10($1373) 1.40($1747) 1.24($1551) 1.18($1474)
2014 0.62($769) 0.66($830) 0.71($893) 0.66($830) 0.72($904) 0.68($846)
2015 0.61($764) 0.63($787) 0.68($853) 0.65($815) 0.73($917) 0.66($827)
2016 0.91($1132) 1.03($1282) 1.08($1349) 1.08($1352) 1.22($1525) 1.07($1332)
2017 0.65($817) 0.76($945) 0.80($1001) 0.77($959) 0.75($932) 0.75($933)
2018 0.54($677) 0.61($766) 0.64($798) 0.64($805) 0.57($711) 0.60($752)
2019 0.46($573) 0.46($579) 0.49($614) 0.61($760) 0.52($644) 0.51($634)
2020 0.75($939) 0.64($802) 0.61($760) 0.63($785) 0.70($872) 0.66($829)
2021 0.48($597) 0.49($608) 0.51($631) 0.47($583) 0.53($665) 0.49($617)
2022 0.73($913) 0.83($1043) 0.77($958) 0.87($1089) 0.84($1056) 0.81($1014)
2023 0.62($780) 0.68($848) 0.70($878) 0.73($916) 0.80($999) 0.71($887)
2024 0.59($738) 0.56($704) 0.74($925) 0.65($816) 0.69($867) 0.65($809)
2025 0.66($831) 0.56($706) 0.65($809) 0.63($786) 0.64($794) 0.63($783)

What other characteristics do CME Japanese Yen futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Japanese Yen(CME)
from 1/1976 - 2/2025
Summary
Item		 Monday
Summary		 Tuesday
Summary		 Wednesday
Summary		 Thursday
Summary		 Friday
Summary		 Yearly
Summary
Range 0.67($842) 0.69($863) 0.71($887) 0.73($910) 0.75($940) 0.71($889)
Closed Up 1112(49%) 1214(49%) 1168(47%) 1174(48%) 1137(47%) 5805(48%)
Closed Dn 1131(50%) 1231(49%) 1281(51%) 1240(51%) 1266(52%) 6149(51%)
Closed Uchg 39(2%) 45(2%) 44(2%) 33(1%) 33(1%) 194(2%)
Gapped up 376(16%) 394(16%) 342(14%) 326(13%) 255(10%) 1693(14%)
Un-filled Gaps Up 203(54%) 198(50%) 190(56%) 157(48%) 130(51%) 878(52%)
Gapped Down 403(18%) 381(15%) 373(15%) 337(14%) 392(16%) 1886(16%)
Un-filled Gaps Down 237(59%) 195(51%) 182(49%) 160(47%) 184(47%) 958(51%)

Daily Percent Change Summary for Japanese Yen(CME)

UNCH		 >0%-
<1%		 +1%-
<2%		 +2%-
<3%		 +3%-
<4%		 +4%-
<5%		 +5%-
<6%		 +6%-
<7%		 +7%-
<8%		 +8%-
<9%		 +9%-
<10%		 +10%-
<20%
>+20%
194 5084 618 80 15 4 3 0 0 1 0 0 0
<0%-
>-1%		 -1%-
>-2%		 -2%-
>-3%		 -3%-
>-4%		 -4%-
>-5%		 -5%-
>-6%		 -6%-
>-7%		 -7%-
>-8%		 -8%-
>-9%		 -9%-
>-10%		 -10%-
>-20%
<-20%
5483 607 49 8 2 0 0 0 0 0 0 0

The table below represents yearly low, high, last yield in the cash market for the CME Japanese Yen futures contracts. Quotes are from daily cash market price activity.

Japanese Yen: NY 3:30PM - Mar 31, 2025
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2024 07/03/2024 61.75 09/16/2024 71.58 12/31/2024 63.53 66.07
2023 11/13/2023 65.85 01/16/2023 78.57 12/29/2023 70.94 71.30
2022 10/21/2022 65.81 01/14/2022
01/24/2022		 88.12 12/30/2022 76.26 76.53
2021 11/24/2021 86.57 01/05/2021
01/06/2021		 97.47 12/31/2021 86.88 91.08
2020 02/20/2020 89.11 03/09/2020 98.76 12/31/2020 96.91 93.72
2019 04/24/2019 88.98 08/26/2019 95.73 12/31/2019 92.08 91.75
2018 10/04/2018 87.31 03/26/2018 95.61 12/31/2018 91.25 90.57
2017 01/03/2017 84.35 09/08/2017 93.17 12/29/2017 88.74 89.19
2016 01/29/2016 82.17 06/24/2016 100.88 12/30/2016 85.48 92.20
2015 06/05/2015 79.43 01/16/2015 86.35 12/31/2015 83.20 82.64
2014 12/08/2014 82.04 02/04/2014 99.24 12/31/2014 83.49 94.68
2013 12/30/2013 94.87 01/02/2013 115.53 12/31/2013 94.94 102.55
2012 12/31/2012 115.23 02/01/2012 131.53 12/31/2012 115.23 125.33
2011 04/06/2011 116.93 10/31/2011 132.78 12/30/2011 129.95 125.60
2010 05/04/2010
05/05/2010		 105.27 11/01/2010 124.67 12/31/2010 123.15 114.28
2009 04/06/2009 98.57 11/27/2009 117.88 12/31/2009 107.51 106.97
2008 01/02/2008 89.26 12/17/2008 114.76 12/31/2008 110.31 97.05
2007 06/22/2007 80.55 11/26/2007 93.27 12/31/2007 89.53 85.02
2006 10/13/2006 83.42 05/17/2006 91.76 12/29/2006 84.01 85.99
2005 12/05/2005 82.37 01/17/2005 98.34 12/30/2005 84.77 90.92
2004 05/14/2004 87.04 12/02/2004 98.20 12/31/2004 97.63 92.55
2003 03/21/2003 82.05 12/09/2003 93.69 12/31/2003 93.13 86.47
2002 01/31/2002 74.00 07/16/2002 86.55 12/31/2002 84.18 80.05
2001 12/27/2001 75.71 01/04/2001 88.05 12/31/2001 76.01 82.30
2000 12/29/2000 86.93 01/04/2000 98.48 12/29/2000 87.41 92.74
1999 05/19/1999 80.25 12/23/1999 98.62 12/31/1999 97.82 88.32
1998 08/11/1998 67.84 12/31/1998 88.63 12/31/1998 88.51 76.85

The table below represents Scenario Analysis for the September Japanese Yen(CME) futures contracts.

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