CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	0.8411	0.8422	0.0011	0.1%	0.8336
High	0.8431	0.8450	0.0019	0.2%	0.8450
Low	0.8395	0.8401	0.0006	0.1%	0.8295
Close	0.8431	0.8436	0.0005	0.1%	0.8436
Range	0.0036	0.0049	0.0013	36.1%	0.0155
ATR	0.0054	0.0053	0.0000	-0.6%	0.0000
Volume	37	62	25	67.6%	613

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8576	0.8555	0.8463
R3	0.8527	0.8506	0.8449
R2	0.8478	0.8478	0.8445
R1	0.8457	0.8457	0.8440	0.8468
PP	0.8429	0.8429	0.8429	0.8434
S1	0.8408	0.8408	0.8432	0.8419
S2	0.8380	0.8380	0.8427
S3	0.8331	0.8359	0.8423
S4	0.8282	0.8310	0.8409

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8859	0.8802	0.8521
R3	0.8704	0.8647	0.8479
R2	0.8549	0.8549	0.8464
R1	0.8492	0.8492	0.8450	0.8521
PP	0.8394	0.8394	0.8394	0.8408
S1	0.8337	0.8337	0.8422	0.8366
S2	0.8239	0.8239	0.8408
S3	0.8084	0.8182	0.8393
S4	0.7929	0.8027	0.8351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8450	0.8295	0.0155	1.8%	0.0058	0.7%	91%	True	False	122
10	0.8450	0.8295	0.0155	1.8%	0.0054	0.6%	91%	True	False	101
20	0.8470	0.8295	0.0175	2.1%	0.0052	0.6%	81%	False	False	92
40	0.8470	0.8217	0.0253	3.0%	0.0043	0.5%	87%	False	False	68
60	0.8559	0.8217	0.0342	4.1%	0.0038	0.5%	64%	False	False	55
80	0.8640	0.8217	0.0423	5.0%	0.0037	0.4%	52%	False	False	42
100	0.8640	0.8217	0.0423	5.0%	0.0035	0.4%	52%	False	False	34
120	0.9322	0.8217	0.1105	13.1%	0.0033	0.4%	20%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8658
2.618	0.8578
1.618	0.8529
1.000	0.8499
0.618	0.8480
HIGH	0.8450
0.618	0.8431
0.500	0.8426
0.382	0.8420
LOW	0.8401
0.618	0.8371
1.000	0.8352
1.618	0.8322
2.618	0.8273
4.250	0.8193

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	0.8433	0.8428
PP	0.8429	0.8420
S1	0.8426	0.8412

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