CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 0.8495 0.8439 -0.0056 -0.7% 0.8234
High 0.8524 0.8471 -0.0053 -0.6% 0.8524
Low 0.8388 0.8429 0.0041 0.5% 0.8229
Close 0.8415 0.8439 0.0024 0.3% 0.8439
Range 0.0136 0.0042 -0.0094 -69.1% 0.0295
ATR 0.0080 0.0078 -0.0002 -2.1% 0.0000
Volume 148 29 -119 -80.4% 615
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8572 0.8548 0.8462
R3 0.8530 0.8506 0.8451
R2 0.8488 0.8488 0.8447
R1 0.8464 0.8464 0.8443 0.8460
PP 0.8446 0.8446 0.8446 0.8445
S1 0.8422 0.8422 0.8435 0.8418
S2 0.8404 0.8404 0.8431
S3 0.8362 0.8380 0.8427
S4 0.8320 0.8338 0.8416
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9282 0.9156 0.8601
R3 0.8987 0.8861 0.8520
R2 0.8692 0.8692 0.8493
R1 0.8566 0.8566 0.8466 0.8629
PP 0.8397 0.8397 0.8397 0.8429
S1 0.8271 0.8271 0.8412 0.8334
S2 0.8102 0.8102 0.8385
S3 0.7807 0.7976 0.8358
S4 0.7512 0.7681 0.8277
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% 0.0116 1.4% 71% False False 123
10 0.8524 0.8229 0.0295 3.5% 0.0089 1.1% 71% False False 76
20 0.8628 0.8229 0.0399 4.7% 0.0062 0.7% 53% False False 49
40 0.9401 0.8229 0.1172 13.9% 0.0050 0.6% 18% False False 28
60 0.9489 0.8229 0.1260 14.9% 0.0040 0.5% 17% False False 19
80 0.9676 0.8229 0.1447 17.1% 0.0032 0.4% 15% False False 15
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8650
2.618 0.8581
1.618 0.8539
1.000 0.8513
0.618 0.8497
HIGH 0.8471
0.618 0.8455
0.500 0.8450
0.382 0.8445
LOW 0.8429
0.618 0.8403
1.000 0.8387
1.618 0.8361
2.618 0.8319
4.250 0.8251
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 0.8450 0.8453
PP 0.8446 0.8448
S1 0.8443 0.8444

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

View Archives - Comment on this page... - Back to Index of Symbols