CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	0.9366	0.9358	-0.0008	-0.1%	0.9308
High	0.9418	0.9378	-0.0040	-0.4%	0.9513
Low	0.9366	0.9331	-0.0035	-0.4%	0.9308
Close	0.9374	0.9344	-0.0030	-0.3%	0.9388
Range	0.0052	0.0047	-0.0005	-9.6%	0.0205
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	719	79	-640	-89.0%	1,132

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9492	0.9465	0.9370
R3	0.9445	0.9418	0.9357
R2	0.9398	0.9398	0.9353
R1	0.9371	0.9371	0.9348	0.9361
PP	0.9351	0.9351	0.9351	0.9346
S1	0.9324	0.9324	0.9340	0.9314
S2	0.9304	0.9304	0.9335
S3	0.9257	0.9277	0.9331
S4	0.9210	0.9230	0.9318

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	0.9489	0.9329	0.0160	1.7%	0.0054	0.6%	9%	False	False	358
10	0.9513	0.9266	0.0247	2.6%	0.0065	0.7%	32%	False	False	259
20	0.9513	0.9103	0.0410	4.4%	0.0068	0.7%	59%	False	False	237
40	0.9663	0.9103	0.0560	6.0%	0.0048	0.5%	43%	False	False	161
60	0.9836	0.9103	0.0733	7.8%	0.0036	0.4%	33%	False	False	114
80	0.9896	0.9103	0.0793	8.5%	0.0028	0.3%	30%	False	False	90
100	0.9921	0.9103	0.0818	8.8%	0.0024	0.3%	29%	False	False	73
120	0.9921	0.9103	0.0818	8.8%	0.0020	0.2%	29%	False	False	62

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9578
2.618	0.9501
1.618	0.9454
1.000	0.9425
0.618	0.9407
HIGH	0.9378
0.618	0.9360
0.500	0.9355
0.382	0.9349
LOW	0.9331
0.618	0.9302
1.000	0.9284
1.618	0.9255
2.618	0.9208
4.250	0.9131

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	0.9355	0.9374
PP	0.9351	0.9364
S1	0.9348	0.9354

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