CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	0.8439	0.8384	-0.0055	-0.7%	0.8314
High	0.8443	0.8397	-0.0046	-0.5%	0.8419
Low	0.8362	0.8340	-0.0022	-0.3%	0.8286
Close	0.8412	0.8360	-0.0052	-0.6%	0.8315
Range	0.0081	0.0057	-0.0024	-29.6%	0.0133
ATR	0.0085	0.0084	-0.0001	-1.1%	0.0000
Volume	193,647	145,285	-48,362	-25.0%	347,553

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8537	0.8505	0.8391
R3	0.8480	0.8448	0.8376
R2	0.8423	0.8423	0.8370
R1	0.8391	0.8391	0.8365	0.8379
PP	0.8366	0.8366	0.8366	0.8359
S1	0.8334	0.8334	0.8355	0.8322
S2	0.8309	0.8309	0.8350
S3	0.8252	0.8277	0.8344
S4	0.8195	0.8220	0.8329

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8739	0.8660	0.8388
R3	0.8606	0.8527	0.8352
R2	0.8473	0.8473	0.8339
R1	0.8394	0.8394	0.8327	0.8434
PP	0.8340	0.8340	0.8340	0.8360
S1	0.8261	0.8261	0.8303	0.8301
S2	0.8207	0.8207	0.8291
S3	0.8074	0.8128	0.8278
S4	0.7941	0.7995	0.8242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8476	0.8286	0.0190	2.3%	0.0080	1.0%	39%	False	False	174,666
10	0.8476	0.8286	0.0190	2.3%	0.0067	0.8%	39%	False	False	117,912
20	0.8663	0.8282	0.0381	4.6%	0.0089	1.1%	20%	False	False	152,344
40	0.8734	0.8219	0.0515	6.2%	0.0087	1.0%	27%	False	False	82,262
60	0.9513	0.8219	0.1294	15.5%	0.0085	1.0%	11%	False	False	54,986
80	0.9513	0.8219	0.1294	15.5%	0.0079	0.9%	11%	False	False	41,290
100	0.9765	0.8219	0.1546	18.5%	0.0066	0.8%	9%	False	False	33,036
120	0.9886	0.8219	0.1667	19.9%	0.0056	0.7%	8%	False	False	27,533

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8639
2.618	0.8546
1.618	0.8489
1.000	0.8454
0.618	0.8432
HIGH	0.8397
0.618	0.8375
0.500	0.8369
0.382	0.8362
LOW	0.8340
0.618	0.8305
1.000	0.8283
1.618	0.8248
2.618	0.8191
4.250	0.8098

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	0.8369	0.8408
PP	0.8366	0.8392
S1	0.8363	0.8376

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