CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8382 0.8495 0.0113 1.3% 0.8433
High 0.8502 0.8524 0.0022 0.3% 0.8489
Low 0.8382 0.8388 0.0006 0.1% 0.8243
Close 0.8489 0.8415 -0.0074 -0.9% 0.8257
Range 0.0120 0.0136 0.0016 13.3% 0.0246
ATR 0.0075 0.0080 0.0004 5.7% 0.0000
Volume 149 148 -1 -0.7% 151
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8850 0.8769 0.8490
R3 0.8714 0.8633 0.8452
R2 0.8578 0.8578 0.8440
R1 0.8497 0.8497 0.8427 0.8470
PP 0.8442 0.8442 0.8442 0.8429
S1 0.8361 0.8361 0.8403 0.8334
S2 0.8306 0.8306 0.8390
S3 0.8170 0.8225 0.8378
S4 0.8034 0.8089 0.8340
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9068 0.8908 0.8392
R3 0.8822 0.8662 0.8325
R2 0.8576 0.8576 0.8302
R1 0.8416 0.8416 0.8280 0.8373
PP 0.8330 0.8330 0.8330 0.8308
S1 0.8170 0.8170 0.8234 0.8127
S2 0.8084 0.8084 0.8212
S3 0.7838 0.7924 0.8189
S4 0.7592 0.7678 0.8122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8524 0.8229 0.0295 3.5% 0.0133 1.6% 63% True False 127
10 0.8527 0.8229 0.0298 3.5% 0.0094 1.1% 62% False False 82
20 0.8671 0.8229 0.0442 5.3% 0.0060 0.7% 42% False False 48
40 0.9489 0.8229 0.1260 15.0% 0.0050 0.6% 15% False False 27
60 0.9489 0.8229 0.1260 15.0% 0.0039 0.5% 15% False False 19
80 0.9703 0.8229 0.1474 17.5% 0.0032 0.4% 13% False False 15
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9102
2.618 0.8880
1.618 0.8744
1.000 0.8660
0.618 0.8608
HIGH 0.8524
0.618 0.8472
0.500 0.8456
0.382 0.8440
LOW 0.8388
0.618 0.8304
1.000 0.8252
1.618 0.8168
2.618 0.8032
4.250 0.7810
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8456 0.8414
PP 0.8442 0.8412
S1 0.8429 0.8411

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

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