CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	0.8335	0.8310	-0.0025	-0.3%	0.8439
High	0.8344	0.8323	-0.0021	-0.3%	0.8670
Low	0.8296	0.8310	0.0014	0.2%	0.8375
Close	0.8298	0.8317	0.0019	0.2%	0.8382
Range	0.0048	0.0013	-0.0035	-72.9%	0.0295
ATR	0.0081	0.0077	-0.0004	-4.9%	0.0000
Volume	82	391	309	376.8%	1,855

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8356	0.8349	0.8324
R3	0.8343	0.8336	0.8321
R2	0.8330	0.8330	0.8319
R1	0.8323	0.8323	0.8318	0.8327
PP	0.8317	0.8317	0.8317	0.8318
S1	0.8310	0.8310	0.8316	0.8314
S2	0.8304	0.8304	0.8315
S3	0.8291	0.8297	0.8313
S4	0.8278	0.8284	0.8310

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9361	0.9166	0.8544
R3	0.9066	0.8871	0.8463
R2	0.8771	0.8771	0.8436
R1	0.8576	0.8576	0.8409	0.8526
PP	0.8476	0.8476	0.8476	0.8451
S1	0.8281	0.8281	0.8355	0.8231
S2	0.8181	0.8181	0.8328
S3	0.7886	0.7986	0.8301
S4	0.7591	0.7691	0.8220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8463	0.8296	0.0167	2.0%	0.0044	0.5%	13%	False	False	425
10	0.8670	0.8296	0.0374	4.5%	0.0081	1.0%	6%	False	False	293
20	0.8670	0.8229	0.0441	5.3%	0.0082	1.0%	20%	False	False	180
40	0.9246	0.8229	0.1017	12.2%	0.0063	0.8%	9%	False	False	96
60	0.9489	0.8229	0.1260	15.1%	0.0049	0.6%	7%	False	False	65
80	0.9566	0.8229	0.1337	16.1%	0.0039	0.5%	7%	False	False	49
100	0.9849	0.8229	0.1620	19.5%	0.0033	0.4%	5%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8378
2.618	0.8357
1.618	0.8344
1.000	0.8336
0.618	0.8331
HIGH	0.8323
0.618	0.8318
0.500	0.8317
0.382	0.8315
LOW	0.8310
0.618	0.8302
1.000	0.8297
1.618	0.8289
2.618	0.8276
4.250	0.8255

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8317	0.8341
PP	0.8317	0.8333
S1	0.8317	0.8325

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