CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8396 0.8393 -0.0003 0.0% 0.8350
High 0.8414 0.8394 -0.0020 -0.2% 0.8414
Low 0.8382 0.8340 -0.0042 -0.5% 0.8316
Close 0.8391 0.8387 -0.0004 0.0% 0.8387
Range 0.0032 0.0054 0.0022 68.8% 0.0098
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 105,997 124,212 18,215 17.2% 535,323
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8536 0.8515 0.8417
R3 0.8482 0.8461 0.8402
R2 0.8428 0.8428 0.8397
R1 0.8407 0.8407 0.8392 0.8391
PP 0.8374 0.8374 0.8374 0.8365
S1 0.8353 0.8353 0.8382 0.8337
S2 0.8320 0.8320 0.8377
S3 0.8266 0.8299 0.8372
S4 0.8212 0.8245 0.8357
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8666 0.8625 0.8441
R3 0.8568 0.8527 0.8414
R2 0.8470 0.8470 0.8405
R1 0.8429 0.8429 0.8396 0.8450
PP 0.8372 0.8372 0.8372 0.8383
S1 0.8331 0.8331 0.8378 0.8352
S2 0.8274 0.8274 0.8369
S3 0.8176 0.8233 0.8360
S4 0.8078 0.8135 0.8333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8414 0.8316 0.0098 1.2% 0.0044 0.5% 72% False False 107,064
10 0.8414 0.8301 0.0113 1.3% 0.0046 0.6% 76% False False 112,628
20 0.8446 0.8301 0.0145 1.7% 0.0051 0.6% 59% False False 116,144
40 0.8460 0.8260 0.0200 2.4% 0.0056 0.7% 64% False False 114,430
60 0.8464 0.8205 0.0259 3.1% 0.0056 0.7% 70% False False 91,430
80 0.8562 0.8205 0.0357 4.3% 0.0060 0.7% 51% False False 68,674
100 0.8646 0.8205 0.0441 5.3% 0.0063 0.8% 41% False False 55,021
120 0.8670 0.8205 0.0465 5.5% 0.0066 0.8% 39% False False 45,874
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8624
2.618 0.8535
1.618 0.8481
1.000 0.8448
0.618 0.8427
HIGH 0.8394
0.618 0.8373
0.500 0.8367
0.382 0.8361
LOW 0.8340
0.618 0.8307
1.000 0.8286
1.618 0.8253
2.618 0.8199
4.250 0.8111
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8380 0.8383
PP 0.8374 0.8380
S1 0.8367 0.8376

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

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