CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	0.8414	0.8376	-0.0038	-0.5%	0.8398
High	0.8428	0.8396	-0.0032	-0.4%	0.8431
Low	0.8369	0.8348	-0.0021	-0.3%	0.8345
Close	0.8375	0.8354	-0.0021	-0.3%	0.8354
Range	0.0059	0.0048	-0.0011	-18.6%	0.0086
ATR	0.0075	0.0073	-0.0002	-2.6%	0.0000
Volume	117,649	105,091	-12,558	-10.7%	531,401

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8480	0.8380
R3	0.8462	0.8432	0.8367
R2	0.8414	0.8414	0.8363
R1	0.8384	0.8384	0.8358	0.8375
PP	0.8366	0.8366	0.8366	0.8362
S1	0.8336	0.8336	0.8350	0.8327
S2	0.8318	0.8318	0.8345
S3	0.8270	0.8288	0.8341
S4	0.8222	0.8240	0.8328

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8635	0.8580	0.8401
R3	0.8549	0.8494	0.8378
R2	0.8463	0.8463	0.8370
R1	0.8408	0.8408	0.8362	0.8393
PP	0.8377	0.8377	0.8377	0.8369
S1	0.8322	0.8322	0.8346	0.8307
S2	0.8291	0.8291	0.8338
S3	0.8205	0.8236	0.8330
S4	0.8119	0.8150	0.8307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8431	0.8345	0.0086	1.0%	0.0052	0.6%	10%	False	False	106,280
10	0.8469	0.8345	0.0124	1.5%	0.0059	0.7%	7%	False	False	114,483
20	0.8561	0.8302	0.0259	3.1%	0.0071	0.8%	20%	False	False	137,664
40	0.8637	0.8286	0.0351	4.2%	0.0084	1.0%	19%	False	False	166,517
60	0.8663	0.8219	0.0444	5.3%	0.0089	1.1%	30%	False	False	149,992
80	0.8893	0.8219	0.0674	8.1%	0.0086	1.0%	20%	False	False	112,913
100	0.9513	0.8219	0.1294	15.5%	0.0084	1.0%	10%	False	False	90,370
120	0.9513	0.8219	0.1294	15.5%	0.0078	0.9%	10%	False	False	75,337

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8600
2.618	0.8522
1.618	0.8474
1.000	0.8444
0.618	0.8426
HIGH	0.8396
0.618	0.8378
0.500	0.8372
0.382	0.8366
LOW	0.8348
0.618	0.8318
1.000	0.8300
1.618	0.8270
2.618	0.8222
4.250	0.8144

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	0.8372	0.8390
PP	0.8366	0.8378
S1	0.8360	0.8366

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