CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.8483	0.8435	-0.0048	-0.6%	0.8523
High	0.8532	0.8512	-0.0020	-0.2%	0.8558
Low	0.8430	0.8420	-0.0010	-0.1%	0.8417
Close	0.8452	0.8497	0.0045	0.5%	0.8497
Range	0.0102	0.0092	-0.0010	-9.8%	0.0141
ATR	0.0101	0.0100	-0.0001	-0.6%	0.0000
Volume	164,383	171,726	7,343	4.5%	780,933

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8717	0.8548
R3	0.8660	0.8625	0.8522
R2	0.8568	0.8568	0.8514
R1	0.8533	0.8533	0.8505	0.8551
PP	0.8476	0.8476	0.8476	0.8485
S1	0.8441	0.8441	0.8489	0.8459
S2	0.8384	0.8384	0.8480
S3	0.8292	0.8349	0.8472
S4	0.8200	0.8257	0.8446

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8914	0.8846	0.8575
R3	0.8773	0.8705	0.8536
R2	0.8632	0.8632	0.8523
R1	0.8564	0.8564	0.8510	0.8528
PP	0.8491	0.8491	0.8491	0.8472
S1	0.8423	0.8423	0.8484	0.8387
S2	0.8350	0.8350	0.8471
S3	0.8209	0.8282	0.8458
S4	0.8068	0.8141	0.8419

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%	0.0118	1.4%	36%	False	False	205,663
10	0.8637	0.8347	0.0290	3.4%	0.0114	1.3%	52%	False	False	236,374
20	0.8637	0.8286	0.0351	4.1%	0.0091	1.1%	60%	False	False	177,143
40	0.8663	0.8219	0.0444	5.2%	0.0096	1.1%	63%	False	False	140,969
60	0.9287	0.8219	0.1068	12.6%	0.0093	1.1%	26%	False	False	94,341
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	21%	False	False	70,812
100	0.9555	0.8219	0.1336	15.7%	0.0077	0.9%	21%	False	False	56,673
120	0.9836	0.8219	0.1617	19.0%	0.0065	0.8%	17%	False	False	47,231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8903
2.618	0.8753
1.618	0.8661
1.000	0.8604
0.618	0.8569
HIGH	0.8512
0.618	0.8477
0.500	0.8466
0.382	0.8455
LOW	0.8420
0.618	0.8363
1.000	0.8328
1.618	0.8271
2.618	0.8179
4.250	0.8029

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.8487	0.8491
PP	0.8476	0.8485
S1	0.8466	0.8480

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