CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	0.8338	0.8359	0.0021	0.3%	0.8351
High	0.8383	0.8379	-0.0004	0.0%	0.8460
Low	0.8319	0.8348	0.0029	0.3%	0.8331
Close	0.8369	0.8362	-0.0007	-0.1%	0.8405
Range	0.0064	0.0031	-0.0033	-51.6%	0.0129
ATR	0.0064	0.0061	-0.0002	-3.7%	0.0000
Volume	145,911	84,733	-61,178	-41.9%	587,522

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8440	0.8379
R3	0.8425	0.8409	0.8371
R2	0.8394	0.8394	0.8368
R1	0.8378	0.8378	0.8365	0.8386
PP	0.8363	0.8363	0.8363	0.8367
S1	0.8347	0.8347	0.8359	0.8355
S2	0.8332	0.8332	0.8356
S3	0.8301	0.8316	0.8353
S4	0.8270	0.8285	0.8345

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8786	0.8724	0.8476
R3	0.8657	0.8595	0.8440
R2	0.8528	0.8528	0.8429
R1	0.8466	0.8466	0.8417	0.8497
PP	0.8399	0.8399	0.8399	0.8414
S1	0.8337	0.8337	0.8393	0.8368
S2	0.8270	0.8270	0.8381
S3	0.8141	0.8208	0.8370
S4	0.8012	0.8079	0.8334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8418	0.8316	0.0102	1.2%	0.0051	0.6%	45%	False	False	108,194
10	0.8460	0.8260	0.0200	2.4%	0.0059	0.7%	51%	False	False	115,474
20	0.8460	0.8205	0.0255	3.0%	0.0063	0.8%	62%	False	False	101,889
40	0.8550	0.8205	0.0345	4.1%	0.0062	0.7%	46%	False	False	51,720
60	0.8646	0.8205	0.0441	5.3%	0.0069	0.8%	36%	False	False	34,631
80	0.8670	0.8205	0.0465	5.6%	0.0073	0.9%	34%	False	False	26,026
100	0.8784	0.8205	0.0579	6.9%	0.0067	0.8%	27%	False	False	20,825
120	0.9489	0.8205	0.1284	15.4%	0.0062	0.7%	12%	False	False	17,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8511
2.618	0.8460
1.618	0.8429
1.000	0.8410
0.618	0.8398
HIGH	0.8379
0.618	0.8367
0.500	0.8364
0.382	0.8360
LOW	0.8348
0.618	0.8329
1.000	0.8317
1.618	0.8298
2.618	0.8267
4.250	0.8216

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	0.8364	0.8358
PP	0.8363	0.8354
S1	0.8363	0.8350

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