CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	0.8448	0.8495	0.0047	0.6%	0.8523
High	0.8527	0.8535	0.0008	0.1%	0.8558
Low	0.8431	0.8460	0.0029	0.3%	0.8417
Close	0.8497	0.8503	0.0006	0.1%	0.8497
Range	0.0096	0.0075	-0.0021	-21.9%	0.0141
ATR	0.0099	0.0098	-0.0002	-1.8%	0.0000
Volume	171,051	155,715	-15,336	-9.0%	780,933

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8724	0.8689	0.8544
R3	0.8649	0.8614	0.8524
R2	0.8574	0.8574	0.8517
R1	0.8539	0.8539	0.8510	0.8557
PP	0.8499	0.8499	0.8499	0.8508
S1	0.8464	0.8464	0.8496	0.8482
S2	0.8424	0.8424	0.8489
S3	0.8349	0.8389	0.8482
S4	0.8274	0.8314	0.8462

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	0.8535	0.8420	0.0115	1.4%	0.0091	1.1%	72%	True	False	156,356
10	0.8637	0.8417	0.0220	2.6%	0.0112	1.3%	39%	False	False	210,416
20	0.8637	0.8286	0.0351	4.1%	0.0099	1.2%	62%	False	False	193,071
40	0.8663	0.8219	0.0444	5.2%	0.0098	1.1%	64%	False	False	151,908
60	0.9167	0.8219	0.0948	11.1%	0.0095	1.1%	30%	False	False	101,765
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	22%	False	False	76,373
100	0.9534	0.8219	0.1315	15.5%	0.0079	0.9%	22%	False	False	61,129
120	0.9819	0.8219	0.1600	18.8%	0.0067	0.8%	18%	False	False	50,945

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8854
2.618	0.8731
1.618	0.8656
1.000	0.8610
0.618	0.8581
HIGH	0.8535
0.618	0.8506
0.500	0.8498
0.382	0.8489
LOW	0.8460
0.618	0.8414
1.000	0.8385
1.618	0.8339
2.618	0.8264
4.250	0.8141

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	0.8501	0.8496
PP	0.8499	0.8490
S1	0.8498	0.8483

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