CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.8447 0.8378 -0.0069 -0.8% 0.8545
High 0.8457 0.8386 -0.0071 -0.8% 0.8562
Low 0.8374 0.8315 -0.0059 -0.7% 0.8402
Close 0.8385 0.8327 -0.0058 -0.7% 0.8406
Range 0.0083 0.0071 -0.0012 -14.5% 0.0160
ATR 0.0079 0.0079 -0.0001 -0.7% 0.0000
Volume 269 309 40 14.9% 1,719
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8556 0.8512 0.8366
R3 0.8485 0.8441 0.8347
R2 0.8414 0.8414 0.8340
R1 0.8370 0.8370 0.8334 0.8357
PP 0.8343 0.8343 0.8343 0.8336
S1 0.8299 0.8299 0.8320 0.8286
S2 0.8272 0.8272 0.8314
S3 0.8201 0.8228 0.8307
S4 0.8130 0.8157 0.8288
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8937 0.8831 0.8494
R3 0.8777 0.8671 0.8450
R2 0.8617 0.8617 0.8435
R1 0.8511 0.8511 0.8421 0.8484
PP 0.8457 0.8457 0.8457 0.8443
S1 0.8351 0.8351 0.8391 0.8324
S2 0.8297 0.8297 0.8377
S3 0.8137 0.8191 0.8362
S4 0.7977 0.8031 0.8318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8550 0.8315 0.0235 2.8% 0.0077 0.9% 5% False True 354
10 0.8562 0.8315 0.0247 3.0% 0.0070 0.8% 5% False True 345
20 0.8646 0.8315 0.0331 4.0% 0.0085 1.0% 4% False True 414
40 0.8670 0.8295 0.0375 4.5% 0.0078 0.9% 9% False False 360
60 0.8670 0.8229 0.0441 5.3% 0.0073 0.9% 22% False False 257
80 0.9401 0.8229 0.1172 14.1% 0.0064 0.8% 8% False False 194
100 0.9489 0.8229 0.1260 15.1% 0.0055 0.7% 8% False False 156
120 0.9676 0.8229 0.1447 17.4% 0.0047 0.6% 7% False False 130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8688
2.618 0.8572
1.618 0.8501
1.000 0.8457
0.618 0.8430
HIGH 0.8386
0.618 0.8359
0.500 0.8351
0.382 0.8342
LOW 0.8315
0.618 0.8271
1.000 0.8244
1.618 0.8200
2.618 0.8129
4.250 0.8013
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.8351 0.8389
PP 0.8343 0.8368
S1 0.8335 0.8348

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

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