CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 0.8346 0.8376 0.0030 0.4% 0.8416
High 0.8393 0.8402 0.0009 0.1% 0.8446
Low 0.8333 0.8345 0.0012 0.1% 0.8315
Close 0.8384 0.8351 -0.0033 -0.4% 0.8316
Range 0.0060 0.0057 -0.0003 -5.0% 0.0131
ATR 0.0057 0.0057 0.0000 0.0% 0.0000
Volume 133,253 124,299 -8,954 -6.7% 701,812
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 0.8537 0.8501 0.8382
R3 0.8480 0.8444 0.8367
R2 0.8423 0.8423 0.8361
R1 0.8387 0.8387 0.8356 0.8377
PP 0.8366 0.8366 0.8366 0.8361
S1 0.8330 0.8330 0.8346 0.8320
S2 0.8309 0.8309 0.8341
S3 0.8252 0.8273 0.8335
S4 0.8195 0.8216 0.8320
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8752 0.8665 0.8388
R3 0.8621 0.8534 0.8352
R2 0.8490 0.8490 0.8340
R1 0.8403 0.8403 0.8328 0.8381
PP 0.8359 0.8359 0.8359 0.8348
S1 0.8272 0.8272 0.8304 0.8250
S2 0.8228 0.8228 0.8292
S3 0.8097 0.8141 0.8280
S4 0.7966 0.8010 0.8244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8402 0.8301 0.0101 1.2% 0.0051 0.6% 50% True False 115,408
10 0.8446 0.8301 0.0145 1.7% 0.0055 0.7% 34% False False 128,838
20 0.8446 0.8280 0.0166 2.0% 0.0056 0.7% 43% False False 118,818
40 0.8460 0.8229 0.0231 2.8% 0.0059 0.7% 53% False False 114,828
60 0.8469 0.8205 0.0264 3.2% 0.0059 0.7% 55% False False 80,461
80 0.8646 0.8205 0.0441 5.3% 0.0066 0.8% 33% False False 60,447
100 0.8670 0.8205 0.0465 5.6% 0.0066 0.8% 31% False False 48,418
120 0.8671 0.8205 0.0466 5.6% 0.0065 0.8% 31% False False 40,356
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8644
2.618 0.8551
1.618 0.8494
1.000 0.8459
0.618 0.8437
HIGH 0.8402
0.618 0.8380
0.500 0.8374
0.382 0.8367
LOW 0.8345
0.618 0.8310
1.000 0.8288
1.618 0.8253
2.618 0.8196
4.250 0.8103
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 0.8374 0.8352
PP 0.8366 0.8351
S1 0.8359 0.8351

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

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