CME Japanese Yen Future June 2015

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

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.8328	0.8408	0.0080	1.0%	0.8409
High	0.8446	0.8453	0.0007	0.1%	0.8462
Low	0.8322	0.8402	0.0080	1.0%	0.8315
Close	0.8424	0.8430	0.0006	0.1%	0.8430
Range	0.0124	0.0051	-0.0073	-58.9%	0.0147
ATR	0.0082	0.0080	-0.0002	-2.7%	0.0000
Volume	1,272	1,056	-216	-17.0%	3,225

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8581	0.8557	0.8458
R3	0.8530	0.8506	0.8444
R2	0.8479	0.8479	0.8439
R1	0.8455	0.8455	0.8435	0.8467
PP	0.8428	0.8428	0.8428	0.8435
S1	0.8404	0.8404	0.8425	0.8416
S2	0.8377	0.8377	0.8421
S3	0.8326	0.8353	0.8416
S4	0.8275	0.8302	0.8402

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8843	0.8784	0.8511
R3	0.8696	0.8637	0.8470
R2	0.8549	0.8549	0.8457
R1	0.8490	0.8490	0.8443	0.8520
PP	0.8402	0.8402	0.8402	0.8417
S1	0.8343	0.8343	0.8417	0.8373
S2	0.8255	0.8255	0.8403
S3	0.8108	0.8196	0.8390
S4	0.7961	0.8049	0.8349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8462	0.8315	0.0147	1.7%	0.0077	0.9%	78%	False	False	645
10	0.8562	0.8315	0.0247	2.9%	0.0073	0.9%	47%	False	False	494
20	0.8646	0.8315	0.0331	3.9%	0.0082	1.0%	35%	False	False	503
40	0.8646	0.8295	0.0351	4.2%	0.0076	0.9%	38%	False	False	415
60	0.8670	0.8229	0.0441	5.2%	0.0075	0.9%	46%	False	False	295
80	0.9401	0.8229	0.1172	13.9%	0.0066	0.8%	17%	False	False	223
100	0.9489	0.8229	0.1260	14.9%	0.0057	0.7%	16%	False	False	179
120	0.9674	0.8229	0.1445	17.1%	0.0049	0.6%	14%	False	False	149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8670
2.618	0.8587
1.618	0.8536
1.000	0.8504
0.618	0.8485
HIGH	0.8453
0.618	0.8434
0.500	0.8428
0.382	0.8421
LOW	0.8402
0.618	0.8370
1.000	0.8351
1.618	0.8319
2.618	0.8268
4.250	0.8185

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.8429	0.8415
PP	0.8428	0.8399
S1	0.8428	0.8384

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