CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	0.8523	0.8430	-0.0093	-1.1%	0.8454
High	0.8558	0.8539	-0.0019	-0.2%	0.8637
Low	0.8417	0.8425	0.0008	0.1%	0.8385
Close	0.8420	0.8483	0.0063	0.7%	0.8517
Range	0.0141	0.0114	-0.0027	-19.1%	0.0252
ATR	0.0100	0.0101	0.0001	1.4%	0.0000
Volume	230,801	214,023	-16,778	-7.3%	1,323,572

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8824	0.8768	0.8546
R3	0.8710	0.8654	0.8514
R2	0.8596	0.8596	0.8504
R1	0.8540	0.8540	0.8493	0.8568
PP	0.8482	0.8482	0.8482	0.8497
S1	0.8426	0.8426	0.8473	0.8454
S2	0.8368	0.8368	0.8462
S3	0.8254	0.8312	0.8452
S4	0.8140	0.8198	0.8420

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9269	0.9145	0.8656
R3	0.9017	0.8893	0.8586
R2	0.8765	0.8765	0.8563
R1	0.8641	0.8641	0.8540	0.8703
PP	0.8513	0.8513	0.8513	0.8544
S1	0.8389	0.8389	0.8494	0.8451
S2	0.8261	0.8261	0.8471
S3	0.8009	0.8137	0.8448
S4	0.7757	0.7885	0.8378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8637	0.8417	0.0220	2.6%	0.0133	1.6%	30%	False	False	264,475
10	0.8637	0.8340	0.0297	3.5%	0.0109	1.3%	48%	False	False	236,656
20	0.8637	0.8282	0.0355	4.2%	0.0086	1.0%	57%	False	False	166,391
40	0.8663	0.8219	0.0444	5.2%	0.0095	1.1%	59%	False	False	132,703
60	0.9305	0.8219	0.1086	12.8%	0.0091	1.1%	24%	False	False	88,745
80	0.9513	0.8219	0.1294	15.3%	0.0086	1.0%	20%	False	False	66,617
100	0.9663	0.8219	0.1444	17.0%	0.0075	0.9%	18%	False	False	53,312
120	0.9836	0.8219	0.1617	19.1%	0.0064	0.8%	16%	False	False	44,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9024
2.618	0.8837
1.618	0.8723
1.000	0.8653
0.618	0.8609
HIGH	0.8539
0.618	0.8495
0.500	0.8482
0.382	0.8469
LOW	0.8425
0.618	0.8355
1.000	0.8311
1.618	0.8241
2.618	0.8127
4.250	0.7941

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	0.8483	0.8527
PP	0.8482	0.8512
S1	0.8482	0.8498

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