CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	0.8262	0.8259	-0.0003	0.0%	0.8365
High	0.8281	0.8283	0.0002	0.0%	0.8387
Low	0.8205	0.8232	0.0027	0.3%	0.8256
Close	0.8268	0.8239	-0.0029	-0.4%	0.8296
Range	0.0076	0.0051	-0.0025	-32.9%	0.0131
ATR	0.0064	0.0063	-0.0001	-1.4%	0.0000
Volume	66,377	87,118	20,741	31.2%	31,914

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8404	0.8373	0.8267
R3	0.8353	0.8322	0.8253
R2	0.8302	0.8302	0.8248
R1	0.8271	0.8271	0.8244	0.8261
PP	0.8251	0.8251	0.8251	0.8247
S1	0.8220	0.8220	0.8234	0.8210
S2	0.8200	0.8200	0.8230
S3	0.8149	0.8169	0.8225
S4	0.8098	0.8118	0.8211

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8706	0.8632	0.8368
R3	0.8575	0.8501	0.8332
R2	0.8444	0.8444	0.8320
R1	0.8370	0.8370	0.8308	0.8342
PP	0.8313	0.8313	0.8313	0.8299
S1	0.8239	0.8239	0.8284	0.8211
S2	0.8182	0.8182	0.8272
S3	0.8051	0.8108	0.8260
S4	0.7920	0.7977	0.8224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8371	0.8205	0.0166	2.0%	0.0067	0.8%	20%	False	False	42,701
10	0.8435	0.8205	0.0230	2.8%	0.0056	0.7%	15%	False	False	22,848
20	0.8469	0.8205	0.0264	3.2%	0.0060	0.7%	13%	False	False	11,726
40	0.8646	0.8205	0.0441	5.4%	0.0072	0.9%	8%	False	False	6,065
60	0.8670	0.8205	0.0465	5.6%	0.0071	0.9%	7%	False	False	4,144
80	0.8671	0.8205	0.0466	5.7%	0.0069	0.8%	7%	False	False	3,120
100	0.9489	0.8205	0.1284	15.6%	0.0063	0.8%	3%	False	False	2,497
120	0.9489	0.8205	0.1284	15.6%	0.0055	0.7%	3%	False	False	2,081

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8500
2.618	0.8417
1.618	0.8366
1.000	0.8334
0.618	0.8315
HIGH	0.8283
0.618	0.8264
0.500	0.8258
0.382	0.8251
LOW	0.8232
0.618	0.8200
1.000	0.8181
1.618	0.8149
2.618	0.8098
4.250	0.8015

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	0.8258	0.8253
PP	0.8251	0.8248
S1	0.8245	0.8244

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