CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 0.8306 0.8393 0.0087 1.0% 0.8305
High 0.8388 0.8482 0.0094 1.1% 0.8425
Low 0.8304 0.8388 0.0084 1.0% 0.8295
Close 0.8380 0.8443 0.0063 0.8% 0.8319
Range 0.0084 0.0094 0.0010 11.9% 0.0130
ATR 0.0071 0.0073 0.0002 3.1% 0.0000
Volume 51 225 174 341.2% 535
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8720 0.8675 0.8495
R3 0.8626 0.8581 0.8469
R2 0.8532 0.8532 0.8460
R1 0.8487 0.8487 0.8452 0.8510
PP 0.8438 0.8438 0.8438 0.8449
S1 0.8393 0.8393 0.8434 0.8416
S2 0.8344 0.8344 0.8426
S3 0.8250 0.8299 0.8417
S4 0.8156 0.8205 0.8391
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8736 0.8658 0.8391
R3 0.8606 0.8528 0.8355
R2 0.8476 0.8476 0.8343
R1 0.8398 0.8398 0.8331 0.8437
PP 0.8346 0.8346 0.8346 0.8366
S1 0.8268 0.8268 0.8307 0.8307
S2 0.8216 0.8216 0.8295
S3 0.8086 0.8138 0.8283
S4 0.7956 0.8008 0.8248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8482 0.8295 0.0187 2.2% 0.0078 0.9% 79% True False 160
10 0.8482 0.8295 0.0187 2.2% 0.0053 0.6% 79% True False 176
20 0.8670 0.8229 0.0441 5.2% 0.0082 1.0% 49% False False 211
40 0.8784 0.8229 0.0555 6.6% 0.0063 0.7% 39% False False 116
60 0.9489 0.8229 0.1260 14.9% 0.0054 0.6% 17% False False 79
80 0.9489 0.8229 0.1260 14.9% 0.0044 0.5% 17% False False 60
100 0.9801 0.8229 0.1572 18.6% 0.0037 0.4% 14% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8882
2.618 0.8728
1.618 0.8634
1.000 0.8576
0.618 0.8540
HIGH 0.8482
0.618 0.8446
0.500 0.8435
0.382 0.8424
LOW 0.8388
0.618 0.8330
1.000 0.8294
1.618 0.8236
2.618 0.8142
4.250 0.7989
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 0.8440 0.8425
PP 0.8438 0.8407
S1 0.8435 0.8389

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

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