CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 0.8057 0.8048 -0.0009 -0.1% 0.8228
High 0.8079 0.8079 0.0000 0.0% 0.8236
Low 0.8021 0.8020 -0.0001 0.0% 0.8035
Close 0.8042 0.8040 -0.0002 0.0% 0.8062
Range 0.0058 0.0059 0.0001 1.7% 0.0201
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 151,528 143,405 -8,123 -5.4% 679,498
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8223 0.8191 0.8072
R3 0.8164 0.8132 0.8056
R2 0.8105 0.8105 0.8051
R1 0.8073 0.8073 0.8045 0.8060
PP 0.8046 0.8046 0.8046 0.8040
S1 0.8014 0.8014 0.8035 0.8001
S2 0.7987 0.7987 0.8029
S3 0.7928 0.7955 0.8024
S4 0.7869 0.7896 0.8008
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 0.8091 0.7997 0.0094 1.2% 0.0061 0.8% 46% False False 148,112
10 0.8291 0.7997 0.0294 3.7% 0.0068 0.8% 15% False False 150,424
20 0.8414 0.7997 0.0417 5.2% 0.0059 0.7% 10% False False 133,814
40 0.8446 0.7997 0.0449 5.6% 0.0058 0.7% 10% False False 125,822
60 0.8460 0.7997 0.0463 5.8% 0.0059 0.7% 9% False False 120,537
80 0.8469 0.7997 0.0472 5.9% 0.0059 0.7% 9% False False 92,249
100 0.8646 0.7997 0.0649 8.1% 0.0064 0.8% 7% False False 73,882
120 0.8670 0.7997 0.0673 8.4% 0.0066 0.8% 6% False False 61,616
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8330
2.618 0.8233
1.618 0.8174
1.000 0.8138
0.618 0.8115
HIGH 0.8079
0.618 0.8056
0.500 0.8050
0.382 0.8043
LOW 0.8020
0.618 0.7984
1.000 0.7961
1.618 0.7925
2.618 0.7866
4.250 0.7769
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 0.8050 0.8040
PP 0.8046 0.8039
S1 0.8043 0.8039

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

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