CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	0.8466	0.8461	-0.0005	-0.1%	0.8306
High	0.8475	0.8508	0.0033	0.4%	0.8482
Low	0.8401	0.8431	0.0030	0.4%	0.8304
Close	0.8464	0.8508	0.0044	0.5%	0.8447
Range	0.0074	0.0077	0.0003	4.1%	0.0178
ATR	0.0074	0.0074	0.0000	0.3%	0.0000
Volume	519	123	-396	-76.3%	2,156

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8713	0.8688	0.8550
R3	0.8636	0.8611	0.8529
R2	0.8559	0.8559	0.8522
R1	0.8534	0.8534	0.8515	0.8547
PP	0.8482	0.8482	0.8482	0.8489
S1	0.8457	0.8457	0.8501	0.8470
S2	0.8405	0.8405	0.8494
S3	0.8328	0.8380	0.8487
S4	0.8251	0.8303	0.8466

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8945	0.8874	0.8545
R3	0.8767	0.8696	0.8496
R2	0.8589	0.8589	0.8480
R1	0.8518	0.8518	0.8463	0.8554
PP	0.8411	0.8411	0.8411	0.8429
S1	0.8340	0.8340	0.8431	0.8376
S2	0.8233	0.8233	0.8414
S3	0.8055	0.8162	0.8398
S4	0.7877	0.7984	0.8349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8508	0.8359	0.0149	1.8%	0.0070	0.8%	100%	True	False	504
10	0.8508	0.8295	0.0213	2.5%	0.0074	0.9%	100%	True	False	332
20	0.8670	0.8295	0.0375	4.4%	0.0071	0.8%	57%	False	False	307
40	0.8670	0.8229	0.0441	5.2%	0.0066	0.8%	63%	False	False	178
60	0.9401	0.8229	0.1172	13.8%	0.0057	0.7%	24%	False	False	121
80	0.9489	0.8229	0.1260	14.8%	0.0048	0.6%	22%	False	False	91
100	0.9676	0.8229	0.1447	17.0%	0.0040	0.5%	19%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8835
2.618	0.8710
1.618	0.8633
1.000	0.8585
0.618	0.8556
HIGH	0.8508
0.618	0.8479
0.500	0.8470
0.382	0.8460
LOW	0.8431
0.618	0.8383
1.000	0.8354
1.618	0.8306
2.618	0.8229
4.250	0.8104

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	0.8495	0.8483
PP	0.8482	0.8459
S1	0.8470	0.8434

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