CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 0.8050 0.8095 0.0045 0.6% 0.8230
High 0.8100 0.8099 -0.0001 0.0% 0.8239
Low 0.8036 0.8039 0.0003 0.0% 0.8068
Close 0.8084 0.8065 -0.0019 -0.2% 0.8085
Range 0.0064 0.0060 -0.0004 -6.3% 0.0171
ATR 0.0045 0.0046 0.0001 2.4% 0.0000
Volume 53 41 -12 -22.6% 290
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8248 0.8216 0.8098
R3 0.8188 0.8156 0.8082
R2 0.8128 0.8128 0.8076
R1 0.8096 0.8096 0.8071 0.8082
PP 0.8068 0.8068 0.8068 0.8061
S1 0.8036 0.8036 0.8060 0.8022
S2 0.8008 0.8008 0.8054
S3 0.7948 0.7976 0.8049
S4 0.7888 0.7916 0.8032
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8644 0.8535 0.8179
R3 0.8473 0.8364 0.8132
R2 0.8302 0.8302 0.8116
R1 0.8193 0.8193 0.8101 0.8162
PP 0.8131 0.8131 0.8131 0.8115
S1 0.8022 0.8022 0.8069 0.7991
S2 0.7960 0.7960 0.8054
S3 0.7789 0.7851 0.8038
S4 0.7618 0.7680 0.7991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8111 0.8028 0.0083 1.0% 0.0050 0.6% 45% False False 74
10 0.8304 0.8028 0.0276 3.4% 0.0052 0.6% 13% False False 51
20 0.8434 0.8028 0.0406 5.0% 0.0038 0.5% 9% False False 43
40 0.8455 0.8028 0.0427 5.3% 0.0032 0.4% 9% False False 24
60 0.8470 0.8028 0.0442 5.5% 0.0031 0.4% 8% False False 18
80 0.8492 0.8028 0.0464 5.8% 0.0029 0.4% 8% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8354
2.618 0.8256
1.618 0.8196
1.000 0.8159
0.618 0.8136
HIGH 0.8099
0.618 0.8076
0.500 0.8069
0.382 0.8062
LOW 0.8039
0.618 0.8002
1.000 0.7979
1.618 0.7942
2.618 0.7882
4.250 0.7784
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 0.8069 0.8065
PP 0.8068 0.8064
S1 0.8066 0.8064

These figures are updated between 7pm and 10pm EST after a trading day.

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