CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.8327 0.8345 0.0018 0.2% 0.8318
High 0.8351 0.8404 0.0053 0.6% 0.8402
Low 0.8316 0.8338 0.0022 0.3% 0.8301
Close 0.8345 0.8399 0.0054 0.6% 0.8350
Range 0.0035 0.0066 0.0031 88.6% 0.0101
ATR 0.0053 0.0054 0.0001 1.7% 0.0000
Volume 100,021 130,737 30,716 30.7% 590,961
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8578 0.8555 0.8435
R3 0.8512 0.8489 0.8417
R2 0.8446 0.8446 0.8411
R1 0.8423 0.8423 0.8405 0.8435
PP 0.8380 0.8380 0.8380 0.8386
S1 0.8357 0.8357 0.8393 0.8369
S2 0.8314 0.8314 0.8387
S3 0.8248 0.8291 0.8381
S4 0.8182 0.8225 0.8363
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 0.8404 0.8316 0.0088 1.0% 0.0048 0.6% 94% True False 111,256
10 0.8446 0.8301 0.0145 1.7% 0.0054 0.6% 68% False False 122,086
20 0.8446 0.8301 0.0145 1.7% 0.0052 0.6% 68% False False 116,757
40 0.8460 0.8246 0.0214 2.5% 0.0059 0.7% 71% False False 116,520
60 0.8464 0.8205 0.0259 3.1% 0.0057 0.7% 75% False False 87,609
80 0.8562 0.8205 0.0357 4.3% 0.0062 0.7% 54% False False 65,828
100 0.8646 0.8205 0.0441 5.3% 0.0064 0.8% 44% False False 52,731
120 0.8670 0.8205 0.0465 5.5% 0.0066 0.8% 42% False False 43,956
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 0.0015
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8685
2.618 0.8577
1.618 0.8511
1.000 0.8470
0.618 0.8445
HIGH 0.8404
0.618 0.8379
0.500 0.8371
0.382 0.8363
LOW 0.8338
0.618 0.8297
1.000 0.8272
1.618 0.8231
2.618 0.8165
4.250 0.8058
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8390 0.8386
PP 0.8380 0.8373
S1 0.8371 0.8360

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

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