CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	0.9193	0.9167	-0.0026	-0.3%	0.9255
High	0.9198	0.9167	-0.0031	-0.3%	0.9305
Low	0.9150	0.8906	-0.0244	-2.7%	0.8906
Close	0.9159	0.8919	-0.0240	-2.6%	0.8919
Range	0.0048	0.0261	0.0213	443.8%	0.0399
ATR	0.0063	0.0077	0.0014	22.5%	0.0000
Volume	78	372	294	376.9%	834

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9611	0.9063
R3	0.9519	0.9350	0.8991
R2	0.9258	0.9258	0.8967
R1	0.9089	0.9089	0.8943	0.9043
PP	0.8997	0.8997	0.8997	0.8975
S1	0.8828	0.8828	0.8895	0.8782
S2	0.8736	0.8736	0.8871
S3	0.8475	0.8567	0.8847
S4	0.8214	0.8306	0.8775

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0240	0.9979	0.9138
R3	0.9841	0.9580	0.9029
R2	0.9442	0.9442	0.8992
R1	0.9181	0.9181	0.8956	0.9112
PP	0.9043	0.9043	0.9043	0.9009
S1	0.8782	0.8782	0.8882	0.8713
S2	0.8644	0.8644	0.8846
S3	0.8245	0.8383	0.8809
S4	0.7846	0.7984	0.8700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9305	0.8906	0.0399	4.5%	0.0092	1.0%	3%	False	True	166
10	0.9418	0.8906	0.0512	5.7%	0.0074	0.8%	3%	False	True	197
20	0.9513	0.8906	0.0607	6.8%	0.0072	0.8%	2%	False	True	198
40	0.9513	0.8906	0.0607	6.8%	0.0061	0.7%	2%	False	True	185
60	0.9819	0.8906	0.0913	10.2%	0.0045	0.5%	1%	False	True	129
80	0.9892	0.8906	0.0986	11.1%	0.0034	0.4%	1%	False	True	99
100	0.9921	0.8906	0.1015	11.4%	0.0029	0.3%	1%	False	True	83
120	0.9921	0.8906	0.1015	11.4%	0.0025	0.3%	1%	False	True	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	1.0276
2.618	0.9850
1.618	0.9589
1.000	0.9428
0.618	0.9328
HIGH	0.9167
0.618	0.9067
0.500	0.9037
0.382	0.9006
LOW	0.8906
0.618	0.8745
1.000	0.8645
1.618	0.8484
2.618	0.8223
4.250	0.7797

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	0.9037	0.9088
PP	0.8997	0.9032
S1	0.8958	0.8975

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