CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	0.8333	0.8289	-0.0044	-0.5%	0.8463
High	0.8337	0.8321	-0.0016	-0.2%	0.8663
Low	0.8282	0.8288	0.0006	0.1%	0.8366
Close	0.8289	0.8308	0.0019	0.2%	0.8373
Range	0.0055	0.0033	-0.0022	-40.0%	0.0297
ATR	0.0098	0.0093	-0.0005	-4.7%	0.0000
Volume	53,103	37,848	-15,255	-28.7%	1,255,143

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8405	0.8389	0.8326
R3	0.8372	0.8356	0.8317
R2	0.8339	0.8339	0.8314
R1	0.8323	0.8323	0.8311	0.8331
PP	0.8306	0.8306	0.8306	0.8310
S1	0.8290	0.8290	0.8305	0.8298
S2	0.8273	0.8273	0.8302
S3	0.8240	0.8257	0.8299
S4	0.8207	0.8224	0.8290

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9358	0.9163	0.8536
R3	0.9061	0.8866	0.8455
R2	0.8764	0.8764	0.8427
R1	0.8569	0.8569	0.8400	0.8518
PP	0.8467	0.8467	0.8467	0.8442
S1	0.8272	0.8272	0.8346	0.8221
S2	0.8170	0.8170	0.8319
S3	0.7873	0.7975	0.8291
S4	0.7576	0.7678	0.8210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8464	0.8282	0.0182	2.2%	0.0055	0.7%	14%	False	False	95,106
10	0.8663	0.8282	0.0381	4.6%	0.0098	1.2%	7%	False	False	180,809
20	0.8663	0.8219	0.0444	5.3%	0.0101	1.2%	20%	False	False	106,613
40	0.9270	0.8219	0.1051	12.7%	0.0094	1.1%	8%	False	False	53,884
60	0.9513	0.8219	0.1294	15.6%	0.0085	1.0%	7%	False	False	35,990
80	0.9555	0.8219	0.1336	16.1%	0.0073	0.9%	7%	False	False	27,028
100	0.9836	0.8219	0.1617	19.5%	0.0061	0.7%	6%	False	False	21,627
120	0.9896	0.8219	0.1677	20.2%	0.0051	0.6%	5%	False	False	18,024

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8461
2.618	0.8407
1.618	0.8374
1.000	0.8354
0.618	0.8341
HIGH	0.8321
0.618	0.8308
0.500	0.8305
0.382	0.8301
LOW	0.8288
0.618	0.8268
1.000	0.8255
1.618	0.8235
2.618	0.8202
4.250	0.8148

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8307	0.8335
PP	0.8306	0.8326
S1	0.8305	0.8317

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