CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	0.8128	0.8145	0.0018	0.2%	0.8194
High	0.8149	0.8207	0.0058	0.7%	0.8219
Low	0.8107	0.8144	0.0037	0.5%	0.8107
Close	0.8144	0.8188	0.0044	0.5%	0.8144
Range	0.0042	0.0063	0.0021	50.0%	0.0112
ATR	0.0051	0.0052	0.0001	1.6%	0.0000
Volume	334	313	-21	-6.3%	1,534

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8341	0.8223
R3	0.8306	0.8278	0.8205
R2	0.8243	0.8243	0.8200
R1	0.8215	0.8215	0.8194	0.8229
PP	0.8180	0.8180	0.8180	0.8187
S1	0.8152	0.8152	0.8182	0.8166
S2	0.8117	0.8117	0.8176
S3	0.8054	0.8089	0.8171
S4	0.7991	0.8026	0.8153

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8493	0.8430	0.8206
R3	0.8381	0.8318	0.8175
R2	0.8269	0.8269	0.8165
R1	0.8206	0.8206	0.8154	0.8182
PP	0.8157	0.8157	0.8157	0.8144
S1	0.8094	0.8094	0.8134	0.8070
S2	0.8045	0.8045	0.8123
S3	0.7933	0.7982	0.8113
S4	0.7821	0.7870	0.8082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8219	0.8107	0.0112	1.4%	0.0051	0.6%	72%	False	False	369
10	0.8219	0.8061	0.0158	1.9%	0.0044	0.5%	80%	False	False	212
20	0.8219	0.7977	0.0242	3.0%	0.0050	0.6%	87%	False	False	177
40	0.8434	0.7977	0.0457	5.6%	0.0045	0.6%	46%	False	False	111
60	0.8455	0.7977	0.0478	5.8%	0.0039	0.5%	44%	False	False	80
80	0.8470	0.7977	0.0493	6.0%	0.0036	0.4%	43%	False	False	62
100	0.8492	0.7977	0.0515	6.3%	0.0033	0.4%	41%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8475
2.618	0.8372
1.618	0.8309
1.000	0.8270
0.618	0.8246
HIGH	0.8207
0.618	0.8183
0.500	0.8176
0.382	0.8168
LOW	0.8144
0.618	0.8105
1.000	0.8081
1.618	0.8042
2.618	0.7979
4.250	0.7876

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	0.8184	0.8178
PP	0.8180	0.8167
S1	0.8176	0.8157

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