CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 0.8048 0.8033 -0.0015 -0.2% 0.8054
High 0.8079 0.8042 -0.0037 -0.5% 0.8081
Low 0.8020 0.7945 -0.0075 -0.9% 0.7945
Close 0.8040 0.7962 -0.0078 -1.0% 0.7962
Range 0.0059 0.0097 0.0038 64.4% 0.0136
ATR 0.0061 0.0064 0.0003 4.2% 0.0000
Volume 143,405 164,259 20,854 14.5% 775,486
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8274 0.8215 0.8015
R3 0.8177 0.8118 0.7989
R2 0.8080 0.8080 0.7980
R1 0.8021 0.8021 0.7971 0.8002
PP 0.7983 0.7983 0.7983 0.7974
S1 0.7924 0.7924 0.7953 0.7905
S2 0.7886 0.7886 0.7944
S3 0.7789 0.7827 0.7935
S4 0.7692 0.7730 0.7909
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8404 0.8319 0.8037
R3 0.8268 0.8183 0.7999
R2 0.8132 0.8132 0.7987
R1 0.8047 0.8047 0.7974 0.8022
PP 0.7996 0.7996 0.7996 0.7983
S1 0.7911 0.7911 0.7950 0.7886
S2 0.7860 0.7860 0.7937
S3 0.7724 0.7775 0.7925
S4 0.7588 0.7639 0.7887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8081 0.7945 0.0136 1.7% 0.0073 0.9% 13% False True 155,097
10 0.8291 0.7945 0.0346 4.3% 0.0074 0.9% 5% False True 156,601
20 0.8414 0.7945 0.0469 5.9% 0.0061 0.8% 4% False True 135,812
40 0.8446 0.7945 0.0501 6.3% 0.0059 0.7% 3% False True 127,315
60 0.8460 0.7945 0.0515 6.5% 0.0060 0.7% 3% False True 121,823
80 0.8469 0.7945 0.0524 6.6% 0.0060 0.7% 3% False True 94,299
100 0.8646 0.7945 0.0701 8.8% 0.0065 0.8% 2% False True 75,520
120 0.8670 0.7945 0.0725 9.1% 0.0065 0.8% 2% False True 62,983
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 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8454
2.618 0.8296
1.618 0.8199
1.000 0.8139
0.618 0.8102
HIGH 0.8042
0.618 0.8005
0.500 0.7994
0.382 0.7982
LOW 0.7945
0.618 0.7885
1.000 0.7848
1.618 0.7788
2.618 0.7691
4.250 0.7533
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 0.7994 0.8012
PP 0.7983 0.7995
S1 0.7973 0.7979

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

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