CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	0.8286	0.8351	0.0065	0.8%	0.8245
High	0.8350	0.8371	0.0021	0.3%	0.8395
Low	0.8260	0.8331	0.0071	0.9%	0.8238
Close	0.8330	0.8356	0.0026	0.3%	0.8330
Range	0.0090	0.0040	-0.0050	-55.6%	0.0157
ATR	0.0067	0.0065	-0.0002	-2.8%	0.0000
Volume	127,804	101,569	-26,235	-20.5%	611,340

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8473	0.8454	0.8378
R3	0.8433	0.8414	0.8367
R2	0.8393	0.8393	0.8363
R1	0.8374	0.8374	0.8360	0.8384
PP	0.8353	0.8353	0.8353	0.8357
S1	0.8334	0.8334	0.8352	0.8344
S2	0.8313	0.8313	0.8349
S3	0.8273	0.8294	0.8345
S4	0.8233	0.8254	0.8334

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8792	0.8718	0.8416
R3	0.8635	0.8561	0.8373
R2	0.8478	0.8478	0.8359
R1	0.8404	0.8404	0.8344	0.8441
PP	0.8321	0.8321	0.8321	0.8340
S1	0.8247	0.8247	0.8316	0.8284
S2	0.8164	0.8164	0.8301
S3	0.8007	0.8090	0.8287
S4	0.7850	0.7933	0.8244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8395	0.8238	0.0157	1.9%	0.0080	1.0%	75%	False	False	125,247
10	0.8395	0.8205	0.0190	2.3%	0.0066	0.8%	79%	False	False	106,097
20	0.8441	0.8205	0.0236	2.8%	0.0060	0.7%	64%	False	False	56,861
40	0.8562	0.8205	0.0357	4.3%	0.0064	0.8%	42%	False	False	28,644
60	0.8646	0.8205	0.0441	5.3%	0.0069	0.8%	34%	False	False	19,229
80	0.8670	0.8205	0.0465	5.6%	0.0072	0.9%	32%	False	False	14,462
100	0.9277	0.8205	0.1072	12.8%	0.0066	0.8%	14%	False	False	11,572
120	0.9489	0.8205	0.1284	15.4%	0.0059	0.7%	12%	False	False	9,644

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8541
2.618	0.8476
1.618	0.8436
1.000	0.8411
0.618	0.8396
HIGH	0.8371
0.618	0.8356
0.500	0.8351
0.382	0.8346
LOW	0.8331
0.618	0.8306
1.000	0.8291
1.618	0.8266
2.618	0.8226
4.250	0.8161

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	0.8354	0.8343
PP	0.8353	0.8329
S1	0.8351	0.8316

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