CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8386 0.8335 -0.0051 -0.6% 0.8439
High 0.8386 0.8344 -0.0042 -0.5% 0.8670
Low 0.8343 0.8296 -0.0047 -0.6% 0.8375
Close 0.8351 0.8298 -0.0053 -0.6% 0.8382
Range 0.0043 0.0048 0.0005 11.6% 0.0295
ATR 0.0083 0.0081 -0.0002 -2.4% 0.0000
Volume 427 82 -345 -80.8% 1,855
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8457 0.8425 0.8324
R3 0.8409 0.8377 0.8311
R2 0.8361 0.8361 0.8307
R1 0.8329 0.8329 0.8302 0.8321
PP 0.8313 0.8313 0.8313 0.8309
S1 0.8281 0.8281 0.8294 0.8273
S2 0.8265 0.8265 0.8289
S3 0.8217 0.8233 0.8285
S4 0.8169 0.8185 0.8272
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9361 0.9166 0.8544
R3 0.9066 0.8871 0.8463
R2 0.8771 0.8771 0.8436
R1 0.8576 0.8576 0.8409 0.8526
PP 0.8476 0.8476 0.8476 0.8451
S1 0.8281 0.8281 0.8355 0.8231
S2 0.8181 0.8181 0.8328
S3 0.7886 0.7986 0.8301
S4 0.7591 0.7691 0.8220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8600 0.8296 0.0304 3.7% 0.0071 0.9% 1% False True 445
10 0.8670 0.8296 0.0374 4.5% 0.0092 1.1% 1% False True 269
20 0.8670 0.8229 0.0441 5.3% 0.0082 1.0% 16% False False 163
40 0.9277 0.8229 0.1048 12.6% 0.0063 0.8% 7% False False 86
60 0.9489 0.8229 0.1260 15.2% 0.0049 0.6% 5% False False 58
80 0.9566 0.8229 0.1337 16.1% 0.0039 0.5% 5% False False 44
100 0.9849 0.8229 0.1620 19.5% 0.0032 0.4% 4% False False 36
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8470
1.618 0.8422
1.000 0.8392
0.618 0.8374
HIGH 0.8344
0.618 0.8326
0.500 0.8320
0.382 0.8314
LOW 0.8296
0.618 0.8266
1.000 0.8248
1.618 0.8218
2.618 0.8170
4.250 0.8092
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8320 0.8362
PP 0.8313 0.8340
S1 0.8305 0.8319

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

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