CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 0.8461 0.8500 0.0039 0.5% 0.8306
High 0.8508 0.8628 0.0120 1.4% 0.8482
Low 0.8431 0.8500 0.0069 0.8% 0.8304
Close 0.8508 0.8541 0.0033 0.4% 0.8447
Range 0.0077 0.0128 0.0051 66.2% 0.0178
ATR 0.0074 0.0078 0.0004 5.2% 0.0000
Volume 123 209 86 69.9% 2,156
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8940 0.8869 0.8611
R3 0.8812 0.8741 0.8576
R2 0.8684 0.8684 0.8564
R1 0.8613 0.8613 0.8553 0.8649
PP 0.8556 0.8556 0.8556 0.8574
S1 0.8485 0.8485 0.8529 0.8521
S2 0.8428 0.8428 0.8518
S3 0.8300 0.8357 0.8506
S4 0.8172 0.8229 0.8471
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8945 0.8874 0.8545
R3 0.8767 0.8696 0.8496
R2 0.8589 0.8589 0.8480
R1 0.8518 0.8518 0.8463 0.8554
PP 0.8411 0.8411 0.8411 0.8429
S1 0.8340 0.8340 0.8431 0.8376
S2 0.8233 0.8233 0.8414
S3 0.8055 0.8162 0.8398
S4 0.7877 0.7984 0.8349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8628 0.8359 0.0269 3.1% 0.0082 1.0% 68% True False 337
10 0.8628 0.8295 0.0333 3.9% 0.0075 0.9% 74% True False 345
20 0.8670 0.8295 0.0375 4.4% 0.0073 0.9% 66% False False 315
40 0.8670 0.8229 0.0441 5.2% 0.0069 0.8% 71% False False 183
60 0.9401 0.8229 0.1172 13.7% 0.0059 0.7% 27% False False 124
80 0.9489 0.8229 0.1260 14.8% 0.0049 0.6% 25% False False 94
100 0.9674 0.8229 0.1445 16.9% 0.0041 0.5% 22% False False 75
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 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9172
2.618 0.8963
1.618 0.8835
1.000 0.8756
0.618 0.8707
HIGH 0.8628
0.618 0.8579
0.500 0.8564
0.382 0.8549
LOW 0.8500
0.618 0.8421
1.000 0.8372
1.618 0.8293
2.618 0.8165
4.250 0.7956
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 0.8564 0.8532
PP 0.8556 0.8523
S1 0.8549 0.8515

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

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