CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	0.8013	0.8057	0.0044	0.5%	0.8228
High	0.8081	0.8079	-0.0002	0.0%	0.8236
Low	0.7997	0.8021	0.0024	0.3%	0.8035
Close	0.8061	0.8042	-0.0019	-0.2%	0.8062
Range	0.0084	0.0058	-0.0026	-31.0%	0.0201
ATR	0.0062	0.0061	0.0000	-0.4%	0.0000
Volume	181,904	151,528	-30,376	-16.7%	679,498

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8221	0.8190	0.8074
R3	0.8163	0.8132	0.8058
R2	0.8105	0.8105	0.8053
R1	0.8074	0.8074	0.8047	0.8061
PP	0.8047	0.8047	0.8047	0.8041
S1	0.8016	0.8016	0.8037	0.8003
S2	0.7989	0.7989	0.8031
S3	0.7931	0.7958	0.8026
S4	0.7873	0.7900	0.8010

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8714	0.8589	0.8173
R3	0.8513	0.8388	0.8117
R2	0.8312	0.8312	0.8099
R1	0.8187	0.8187	0.8080	0.8149
PP	0.8111	0.8111	0.8111	0.8092
S1	0.7986	0.7986	0.8044	0.7948
S2	0.7910	0.7910	0.8025
S3	0.7709	0.7785	0.8007
S4	0.7508	0.7584	0.7951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8098	0.7997	0.0101	1.3%	0.0062	0.8%	45%	False	False	153,166
10	0.8295	0.7997	0.0298	3.7%	0.0068	0.8%	15%	False	False	151,591
20	0.8414	0.7997	0.0417	5.2%	0.0059	0.7%	11%	False	False	133,306
40	0.8446	0.7997	0.0449	5.6%	0.0057	0.7%	10%	False	False	124,973
60	0.8460	0.7997	0.0463	5.8%	0.0059	0.7%	10%	False	False	119,253
80	0.8469	0.7997	0.0472	5.9%	0.0059	0.7%	10%	False	False	90,460
100	0.8646	0.7997	0.0649	8.1%	0.0065	0.8%	7%	False	False	72,450
120	0.8670	0.7997	0.0673	8.4%	0.0066	0.8%	7%	False	False	60,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8326
2.618	0.8231
1.618	0.8173
1.000	0.8137
0.618	0.8115
HIGH	0.8079
0.618	0.8057
0.500	0.8050
0.382	0.8043
LOW	0.8021
0.618	0.7985
1.000	0.7963
1.618	0.7927
2.618	0.7869
4.250	0.7775

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	0.8050	0.8041
PP	0.8047	0.8040
S1	0.8045	0.8039

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols