CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	0.9873	0.9875	0.0002	0.0%	0.9811
High	0.9873	0.9875	0.0002	0.0%	0.9875
Low	0.9873	0.9875	0.0002	0.0%	0.9798
Close	0.9873	0.9875	0.0002	0.0%	0.9875
Range
ATR	0.0000	0.0024	0.0024		0.0000
Volume	1	1	0	0.0%	35

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9875	0.9875
R3	0.9875	0.9875	0.9875
R2	0.9875	0.9875	0.9875
R1	0.9875	0.9875	0.9875	0.9875
PP	0.9875	0.9875	0.9875	0.9875
S1	0.9875	0.9875	0.9875	0.9875
S2	0.9875	0.9875	0.9875
S3	0.9875	0.9875	0.9875
S4	0.9875	0.9875	0.9875

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0080	1.0055	0.9917
R3	1.0003	0.9978	0.9896
R2	0.9926	0.9926	0.9889
R1	0.9901	0.9901	0.9882	0.9914
PP	0.9849	0.9849	0.9849	0.9856
S1	0.9824	0.9824	0.9868	0.9837
S2	0.9772	0.9772	0.9861
S3	0.9695	0.9747	0.9854
S4	0.9618	0.9670	0.9833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9875	0.9798	0.0077	0.8%	0.0002	0.0%	100%	True	False	7
10	0.9877	0.9798	0.0079	0.8%	0.0001	0.0%	97%	False	False	9

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9875
1.618	0.9875
1.000	0.9875
0.618	0.9875
HIGH	0.9875
0.618	0.9875
0.500	0.9875
0.382	0.9875
LOW	0.9875
0.618	0.9875
1.000	0.9875
1.618	0.9875
2.618	0.9875
4.250	0.9875

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	0.9875	0.9869
PP	0.9875	0.9863
S1	0.9875	0.9858

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols