CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 0.8305 0.8312 0.0007 0.1% 0.8386
High 0.8331 0.8425 0.0094 1.1% 0.8386
Low 0.8298 0.8312 0.0014 0.2% 0.8296
Close 0.8298 0.8380 0.0082 1.0% 0.8322
Range 0.0033 0.0113 0.0080 242.4% 0.0090
ATR 0.0069 0.0074 0.0004 5.9% 0.0000
Volume 7 80 73 1,042.9% 955
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8711 0.8659 0.8442
R3 0.8598 0.8546 0.8411
R2 0.8485 0.8485 0.8401
R1 0.8433 0.8433 0.8390 0.8459
PP 0.8372 0.8372 0.8372 0.8386
S1 0.8320 0.8320 0.8370 0.8346
S2 0.8259 0.8259 0.8359
S3 0.8146 0.8207 0.8349
S4 0.8033 0.8094 0.8318
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8605 0.8553 0.8372
R3 0.8515 0.8463 0.8347
R2 0.8425 0.8425 0.8339
R1 0.8373 0.8373 0.8330 0.8354
PP 0.8335 0.8335 0.8335 0.8325
S1 0.8283 0.8283 0.8314 0.8264
S2 0.8245 0.8245 0.8306
S3 0.8155 0.8193 0.8297
S4 0.8065 0.8103 0.8273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8425 0.8296 0.0129 1.5% 0.0043 0.5% 65% True False 123
10 0.8670 0.8296 0.0374 4.5% 0.0070 0.8% 22% False False 285
20 0.8670 0.8229 0.0441 5.3% 0.0081 1.0% 34% False False 182
40 0.8866 0.8229 0.0637 7.6% 0.0063 0.7% 24% False False 98
60 0.9489 0.8229 0.1260 15.0% 0.0050 0.6% 12% False False 67
80 0.9494 0.8229 0.1265 15.1% 0.0041 0.5% 12% False False 51
100 0.9831 0.8229 0.1602 19.1% 0.0034 0.4% 9% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8905
2.618 0.8721
1.618 0.8608
1.000 0.8538
0.618 0.8495
HIGH 0.8425
0.618 0.8382
0.500 0.8369
0.382 0.8355
LOW 0.8312
0.618 0.8242
1.000 0.8199
1.618 0.8129
2.618 0.8016
4.250 0.7832
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 0.8376 0.8374
PP 0.8372 0.8368
S1 0.8369 0.8362

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

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