CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	0.8409	0.8419	0.0010	0.1%	0.8440
High	0.8428	0.8428	0.0000	0.0%	0.8469
Low	0.8393	0.8358	-0.0035	-0.4%	0.8388
Close	0.8423	0.8423	0.0000	0.0%	0.8411
Range	0.0035	0.0070	0.0035	100.0%	0.0081
ATR	0.0072	0.0072	0.0000	-0.2%	0.0000
Volume	539	258	-281	-52.1%	1,610

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8613	0.8588	0.8462
R3	0.8543	0.8518	0.8442
R2	0.8473	0.8473	0.8436
R1	0.8448	0.8448	0.8429	0.8461
PP	0.8403	0.8403	0.8403	0.8409
S1	0.8378	0.8378	0.8417	0.8391
S2	0.8333	0.8333	0.8410
S3	0.8263	0.8308	0.8404
S4	0.8193	0.8238	0.8385

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8666	0.8619	0.8456
R3	0.8585	0.8538	0.8433
R2	0.8504	0.8504	0.8426
R1	0.8457	0.8457	0.8418	0.8440
PP	0.8423	0.8423	0.8423	0.8414
S1	0.8376	0.8376	0.8404	0.8359
S2	0.8342	0.8342	0.8396
S3	0.8261	0.8295	0.8389
S4	0.8180	0.8214	0.8366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8464	0.8358	0.0106	1.3%	0.0055	0.6%	61%	False	True	385
10	0.8469	0.8315	0.0154	1.8%	0.0068	0.8%	70%	False	False	531
20	0.8562	0.8315	0.0247	2.9%	0.0069	0.8%	44%	False	False	429
40	0.8646	0.8295	0.0351	4.2%	0.0075	0.9%	36%	False	False	410
60	0.8670	0.8229	0.0441	5.2%	0.0077	0.9%	44%	False	False	333
80	0.9246	0.8229	0.1017	12.1%	0.0069	0.8%	19%	False	False	253
100	0.9489	0.8229	0.1260	15.0%	0.0059	0.7%	15%	False	False	203
120	0.9566	0.8229	0.1337	15.9%	0.0051	0.6%	15%	False	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8726
2.618	0.8611
1.618	0.8541
1.000	0.8498
0.618	0.8471
HIGH	0.8428
0.618	0.8401
0.500	0.8393
0.382	0.8385
LOW	0.8358
0.618	0.8315
1.000	0.8288
1.618	0.8245
2.618	0.8175
4.250	0.8061

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	0.8413	0.8419
PP	0.8403	0.8415
S1	0.8393	0.8411

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