CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	0.9358	0.9366	0.0008	0.1%	0.9308
High	0.9376	0.9418	0.0042	0.4%	0.9513
Low	0.9329	0.9366	0.0037	0.4%	0.9308
Close	0.9374	0.9374	0.0000	0.0%	0.9388
Range	0.0047	0.0052	0.0005	10.6%	0.0205
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	168	719	551	328.0%	1,132

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9542	0.9510	0.9403
R3	0.9490	0.9458	0.9388
R2	0.9438	0.9438	0.9384
R1	0.9406	0.9406	0.9379	0.9422
PP	0.9386	0.9386	0.9386	0.9394
S1	0.9354	0.9354	0.9369	0.9370
S2	0.9334	0.9334	0.9364
S3	0.9282	0.9302	0.9360
S4	0.9230	0.9250	0.9345

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0018	0.9908	0.9501
R3	0.9813	0.9703	0.9444
R2	0.9608	0.9608	0.9426
R1	0.9498	0.9498	0.9407	0.9553
PP	0.9403	0.9403	0.9403	0.9431
S1	0.9293	0.9293	0.9369	0.9348
S2	0.9198	0.9198	0.9350
S3	0.8993	0.9088	0.9332
S4	0.8788	0.8883	0.9275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9513	0.9326	0.0187	2.0%	0.0082	0.9%	26%	False	False	358
10	0.9513	0.9229	0.0284	3.0%	0.0066	0.7%	51%	False	False	262
20	0.9513	0.9103	0.0410	4.4%	0.0068	0.7%	66%	False	False	235
40	0.9663	0.9103	0.0560	6.0%	0.0048	0.5%	48%	False	False	159
60	0.9836	0.9103	0.0733	7.8%	0.0035	0.4%	37%	False	False	113
80	0.9896	0.9103	0.0793	8.5%	0.0027	0.3%	34%	False	False	89
100	0.9921	0.9103	0.0818	8.7%	0.0024	0.3%	33%	False	False	72
120	0.9921	0.9103	0.0818	8.7%	0.0020	0.2%	33%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9554
1.618	0.9502
1.000	0.9470
0.618	0.9450
HIGH	0.9418
0.618	0.9398
0.500	0.9392
0.382	0.9386
LOW	0.9366
0.618	0.9334
1.000	0.9314
1.618	0.9282
2.618	0.9230
4.250	0.9145

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	0.9392	0.9379
PP	0.9386	0.9377
S1	0.9380	0.9376

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