CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	0.8366	0.8416	0.0050	0.6%	0.8413
High	0.8420	0.8424	0.0004	0.0%	0.8442
Low	0.8361	0.8377	0.0016	0.2%	0.8330
Close	0.8416	0.8402	-0.0014	-0.2%	0.8416
Range	0.0059	0.0047	-0.0012	-20.3%	0.0112
ATR	0.0059	0.0058	-0.0001	-1.4%	0.0000
Volume	122,475	98,252	-24,223	-19.8%	494,786

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8542	0.8519	0.8428
R3	0.8495	0.8472	0.8415
R2	0.8448	0.8448	0.8411
R1	0.8425	0.8425	0.8406	0.8413
PP	0.8401	0.8401	0.8401	0.8395
S1	0.8378	0.8378	0.8398	0.8366
S2	0.8354	0.8354	0.8393
S3	0.8307	0.8331	0.8389
S4	0.8260	0.8284	0.8376

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8686	0.8478
R3	0.8620	0.8574	0.8447
R2	0.8508	0.8508	0.8437
R1	0.8462	0.8462	0.8426	0.8485
PP	0.8396	0.8396	0.8396	0.8408
S1	0.8350	0.8350	0.8406	0.8373
S2	0.8284	0.8284	0.8395
S3	0.8172	0.8238	0.8385
S4	0.8060	0.8126	0.8354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8424	0.8330	0.0094	1.1%	0.0049	0.6%	77%	True	False	101,593
10	0.8442	0.8327	0.0115	1.4%	0.0055	0.7%	65%	False	False	109,239
20	0.8442	0.8280	0.0162	1.9%	0.0057	0.7%	75%	False	False	106,603
40	0.8460	0.8205	0.0255	3.0%	0.0059	0.7%	77%	False	False	93,752
60	0.8562	0.8205	0.0357	4.2%	0.0061	0.7%	55%	False	False	62,714
80	0.8646	0.8205	0.0441	5.2%	0.0067	0.8%	45%	False	False	47,140
100	0.8670	0.8205	0.0465	5.5%	0.0070	0.8%	42%	False	False	37,749
120	0.8866	0.8205	0.0661	7.9%	0.0066	0.8%	30%	False	False	31,460

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8624
2.618	0.8547
1.618	0.8500
1.000	0.8471
0.618	0.8453
HIGH	0.8424
0.618	0.8406
0.500	0.8401
0.382	0.8395
LOW	0.8377
0.618	0.8348
1.000	0.8330
1.618	0.8301
2.618	0.8254
4.250	0.8177

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	0.8402	0.8394
PP	0.8401	0.8385
S1	0.8401	0.8377

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