CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.8127 0.8086 -0.0041 -0.5% 0.8377
High 0.8146 0.8098 -0.0048 -0.6% 0.8382
Low 0.8061 0.8035 -0.0026 -0.3% 0.8226
Close 0.8074 0.8073 -0.0001 0.0% 0.8233
Range 0.0085 0.0063 -0.0022 -25.9% 0.0156
ATR 0.0061 0.0061 0.0000 0.3% 0.0000
Volume 172,667 168,676 -3,991 -2.3% 599,067
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.8258 0.8228 0.8108
R3 0.8195 0.8165 0.8090
R2 0.8132 0.8132 0.8085
R1 0.8102 0.8102 0.8079 0.8086
PP 0.8069 0.8069 0.8069 0.8060
S1 0.8039 0.8039 0.8067 0.8023
S2 0.8006 0.8006 0.8061
S3 0.7943 0.7976 0.8056
S4 0.7880 0.7913 0.8038
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8748 0.8647 0.8319
R3 0.8592 0.8491 0.8276
R2 0.8436 0.8436 0.8262
R1 0.8335 0.8335 0.8247 0.8308
PP 0.8280 0.8280 0.8280 0.8267
S1 0.8179 0.8179 0.8219 0.8152
S2 0.8124 0.8124 0.8204
S3 0.7968 0.8023 0.8190
S4 0.7812 0.7867 0.8147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8291 0.8035 0.0256 3.2% 0.0074 0.9% 15% False True 152,735
10 0.8414 0.8035 0.0379 4.7% 0.0063 0.8% 10% False True 137,943
20 0.8446 0.8035 0.0411 5.1% 0.0059 0.7% 9% False True 130,015
40 0.8446 0.8035 0.0411 5.1% 0.0057 0.7% 9% False True 120,059
60 0.8460 0.8035 0.0425 5.3% 0.0059 0.7% 9% False True 110,378
80 0.8562 0.8035 0.0527 6.5% 0.0060 0.7% 7% False True 83,011
100 0.8646 0.8035 0.0611 7.6% 0.0065 0.8% 6% False True 66,498
120 0.8670 0.8035 0.0635 7.9% 0.0068 0.8% 6% False True 55,449
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8366
2.618 0.8263
1.618 0.8200
1.000 0.8161
0.618 0.8137
HIGH 0.8098
0.618 0.8074
0.500 0.8067
0.382 0.8059
LOW 0.8035
0.618 0.7996
1.000 0.7972
1.618 0.7933
2.618 0.7870
4.250 0.7767
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.8071 0.8136
PP 0.8069 0.8115
S1 0.8067 0.8094

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

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