CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	0.8393	0.8442	0.0049	0.6%	0.8305
High	0.8482	0.8442	-0.0040	-0.5%	0.8425
Low	0.8388	0.8374	-0.0014	-0.2%	0.8295
Close	0.8443	0.8420	-0.0023	-0.3%	0.8319
Range	0.0094	0.0068	-0.0026	-27.7%	0.0130
ATR	0.0073	0.0073	0.0000	-0.4%	0.0000
Volume	225	1,044	819	364.0%	535

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8586	0.8457
R3	0.8548	0.8518	0.8439
R2	0.8480	0.8480	0.8432
R1	0.8450	0.8450	0.8426	0.8431
PP	0.8412	0.8412	0.8412	0.8403
S1	0.8382	0.8382	0.8414	0.8363
S2	0.8344	0.8344	0.8408
S3	0.8276	0.8314	0.8401
S4	0.8208	0.8246	0.8383

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8736	0.8658	0.8391
R3	0.8606	0.8528	0.8355
R2	0.8476	0.8476	0.8343
R1	0.8398	0.8398	0.8331	0.8437
PP	0.8346	0.8346	0.8346	0.8366
S1	0.8268	0.8268	0.8307	0.8307
S2	0.8216	0.8216	0.8295
S3	0.8086	0.8138	0.8283
S4	0.7956	0.8008	0.8248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8482	0.8295	0.0187	2.2%	0.0069	0.8%	67%	False	False	353
10	0.8482	0.8295	0.0187	2.2%	0.0056	0.7%	67%	False	False	238
20	0.8670	0.8295	0.0375	4.5%	0.0081	1.0%	33%	False	False	260
40	0.8784	0.8229	0.0555	6.6%	0.0063	0.7%	34%	False	False	141
60	0.9489	0.8229	0.1260	15.0%	0.0055	0.7%	15%	False	False	96
80	0.9489	0.8229	0.1260	15.0%	0.0044	0.5%	15%	False	False	73
100	0.9801	0.8229	0.1572	18.7%	0.0037	0.4%	12%	False	False	59

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8731
2.618	0.8620
1.618	0.8552
1.000	0.8510
0.618	0.8484
HIGH	0.8442
0.618	0.8416
0.500	0.8408
0.382	0.8400
LOW	0.8374
0.618	0.8332
1.000	0.8306
1.618	0.8264
2.618	0.8196
4.250	0.8085

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	0.8416	0.8411
PP	0.8412	0.8402
S1	0.8408	0.8393

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