CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8350 0.8327 -0.0023 -0.3% 0.8318
High 0.8356 0.8351 -0.0005 -0.1% 0.8402
Low 0.8325 0.8316 -0.0009 -0.1% 0.8301
Close 0.8330 0.8345 0.0015 0.2% 0.8350
Range 0.0031 0.0035 0.0004 12.9% 0.0101
ATR 0.0055 0.0053 -0.0001 -2.6% 0.0000
Volume 74,356 100,021 25,665 34.5% 590,961
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8442 0.8429 0.8364
R3 0.8407 0.8394 0.8355
R2 0.8372 0.8372 0.8351
R1 0.8359 0.8359 0.8348 0.8366
PP 0.8337 0.8337 0.8337 0.8341
S1 0.8324 0.8324 0.8342 0.8331
S2 0.8302 0.8302 0.8339
S3 0.8267 0.8289 0.8335
S4 0.8232 0.8254 0.8326
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8654 0.8603 0.8406
R3 0.8553 0.8502 0.8378
R2 0.8452 0.8452 0.8369
R1 0.8401 0.8401 0.8359 0.8427
PP 0.8351 0.8351 0.8351 0.8364
S1 0.8300 0.8300 0.8341 0.8326
S2 0.8250 0.8250 0.8331
S3 0.8149 0.8199 0.8322
S4 0.8048 0.8098 0.8294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8402 0.8316 0.0086 1.0% 0.0047 0.6% 34% False True 111,759
10 0.8446 0.8301 0.0145 1.7% 0.0053 0.6% 30% False False 125,283
20 0.8446 0.8301 0.0145 1.7% 0.0052 0.6% 30% False False 115,526
40 0.8460 0.8238 0.0222 2.7% 0.0059 0.7% 48% False False 115,328
60 0.8469 0.8205 0.0264 3.2% 0.0057 0.7% 53% False False 85,438
80 0.8646 0.8205 0.0441 5.3% 0.0063 0.8% 32% False False 64,204
100 0.8646 0.8205 0.0441 5.3% 0.0064 0.8% 32% False False 51,429
120 0.8670 0.8205 0.0465 5.6% 0.0066 0.8% 30% False False 42,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8500
2.618 0.8443
1.618 0.8408
1.000 0.8386
0.618 0.8373
HIGH 0.8351
0.618 0.8338
0.500 0.8334
0.382 0.8329
LOW 0.8316
0.618 0.8294
1.000 0.8281
1.618 0.8259
2.618 0.8224
4.250 0.8167
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8341 0.8345
PP 0.8337 0.8344
S1 0.8334 0.8344

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

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