CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 0.8445 0.8494 0.0049 0.6% 0.8466
High 0.8545 0.8539 -0.0006 -0.1% 0.8646
Low 0.8440 0.8443 0.0003 0.0% 0.8401
Close 0.8494 0.8463 -0.0031 -0.4% 0.8527
Range 0.0105 0.0096 -0.0009 -8.6% 0.0245
ATR 0.0090 0.0090 0.0000 0.5% 0.0000
Volume 1,666 178 -1,488 -89.3% 1,970
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8770 0.8712 0.8516
R3 0.8674 0.8616 0.8489
R2 0.8578 0.8578 0.8481
R1 0.8520 0.8520 0.8472 0.8501
PP 0.8482 0.8482 0.8482 0.8472
S1 0.8424 0.8424 0.8454 0.8405
S2 0.8386 0.8386 0.8445
S3 0.8290 0.8328 0.8437
S4 0.8194 0.8232 0.8410
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9260 0.9138 0.8662
R3 0.9015 0.8893 0.8594
R2 0.8770 0.8770 0.8572
R1 0.8648 0.8648 0.8549 0.8709
PP 0.8525 0.8525 0.8525 0.8555
S1 0.8403 0.8403 0.8505 0.8464
S2 0.8280 0.8280 0.8482
S3 0.8035 0.8158 0.8460
S4 0.7790 0.7913 0.8392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8646 0.8430 0.0216 2.6% 0.0117 1.4% 15% False False 773
10 0.8646 0.8359 0.0287 3.4% 0.0100 1.2% 36% False False 555
20 0.8646 0.8295 0.0351 4.1% 0.0078 0.9% 48% False False 396
40 0.8670 0.8229 0.0441 5.2% 0.0080 0.9% 53% False False 278
60 0.9310 0.8229 0.1081 12.8% 0.0067 0.8% 22% False False 188
80 0.9489 0.8229 0.1260 14.9% 0.0055 0.7% 19% False False 142
100 0.9662 0.8229 0.1433 16.9% 0.0047 0.6% 16% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8947
2.618 0.8790
1.618 0.8694
1.000 0.8635
0.618 0.8598
HIGH 0.8539
0.618 0.8502
0.500 0.8491
0.382 0.8480
LOW 0.8443
0.618 0.8384
1.000 0.8347
1.618 0.8288
2.618 0.8192
4.250 0.8035
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 0.8491 0.8495
PP 0.8482 0.8484
S1 0.8472 0.8474

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

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