CME Japanese Yen Future September 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	0.8389	0.8382	-0.0007	-0.1%	0.8356
High	0.8392	0.8385	-0.0007	-0.1%	0.8470
Low	0.8335	0.8364	0.0029	0.3%	0.8350
Close	0.8381	0.8374	-0.0007	-0.1%	0.8417
Range	0.0057	0.0021	-0.0036	-63.2%	0.0120
ATR	0.0051	0.0049	-0.0002	-4.2%	0.0000
Volume	60	39	-21	-35.0%	452

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8437	0.8427	0.8386
R3	0.8416	0.8406	0.8380
R2	0.8395	0.8395	0.8378
R1	0.8385	0.8385	0.8376	0.8380
PP	0.8374	0.8374	0.8374	0.8372
S1	0.8364	0.8364	0.8372	0.8359
S2	0.8353	0.8353	0.8370
S3	0.8332	0.8343	0.8368
S4	0.8311	0.8322	0.8362

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8772	0.8715	0.8483
R3	0.8652	0.8595	0.8450
R2	0.8532	0.8532	0.8439
R1	0.8475	0.8475	0.8428	0.8504
PP	0.8412	0.8412	0.8412	0.8427
S1	0.8355	0.8355	0.8406	0.8384
S2	0.8292	0.8292	0.8395
S3	0.8172	0.8235	0.8384
S4	0.8052	0.8115	0.8351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8428	0.8335	0.0093	1.1%	0.0044	0.5%	42%	False	False	106
10	0.8470	0.8278	0.0192	2.3%	0.0050	0.6%	50%	False	False	95
20	0.8470	0.8217	0.0253	3.0%	0.0048	0.6%	62%	False	False	76
40	0.8532	0.8217	0.0315	3.8%	0.0037	0.4%	50%	False	False	56
60	0.8640	0.8217	0.0423	5.1%	0.0037	0.4%	37%	False	False	39
80	0.8640	0.8217	0.0423	5.1%	0.0035	0.4%	37%	False	False	29
100	0.8803	0.8217	0.0586	7.0%	0.0031	0.4%	27%	False	False	24

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	0.0006
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8440
1.618	0.8419
1.000	0.8406
0.618	0.8398
HIGH	0.8385
0.618	0.8377
0.500	0.8375
0.382	0.8372
LOW	0.8364
0.618	0.8351
1.000	0.8343
1.618	0.8330
2.618	0.8309
4.250	0.8275

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	0.8375	0.8371
PP	0.8374	0.8367
S1	0.8374	0.8364

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