CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 0.8033 0.7966 -0.0067 -0.8% 0.8054
High 0.8042 0.8046 0.0004 0.0% 0.8081
Low 0.7945 0.7957 0.0012 0.2% 0.7945
Close 0.7962 0.8026 0.0064 0.8% 0.7962
Range 0.0097 0.0089 -0.0008 -8.2% 0.0136
ATR 0.0064 0.0065 0.0002 2.8% 0.0000
Volume 164,259 186,630 22,371 13.6% 775,486
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8277 0.8240 0.8075
R3 0.8188 0.8151 0.8050
R2 0.8099 0.8099 0.8042
R1 0.8062 0.8062 0.8034 0.8081
PP 0.8010 0.8010 0.8010 0.8019
S1 0.7973 0.7973 0.8018 0.7992
S2 0.7921 0.7921 0.8010
S3 0.7832 0.7884 0.8002
S4 0.7743 0.7795 0.7977
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% 0.0077 1.0% 60% False False 165,545
10 0.8236 0.7945 0.0291 3.6% 0.0077 1.0% 28% False False 164,161
20 0.8414 0.7945 0.0469 5.8% 0.0063 0.8% 17% False False 138,800
40 0.8446 0.7945 0.0501 6.2% 0.0060 0.7% 16% False False 129,759
60 0.8460 0.7945 0.0515 6.4% 0.0060 0.7% 16% False False 123,588
80 0.8469 0.7945 0.0524 6.5% 0.0060 0.7% 15% False False 96,628
100 0.8646 0.7945 0.0701 8.7% 0.0065 0.8% 12% False False 77,385
120 0.8670 0.7945 0.0725 9.0% 0.0066 0.8% 11% False False 64,538
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8424
2.618 0.8279
1.618 0.8190
1.000 0.8135
0.618 0.8101
HIGH 0.8046
0.618 0.8012
0.500 0.8002
0.382 0.7991
LOW 0.7957
0.618 0.7902
1.000 0.7868
1.618 0.7813
2.618 0.7724
4.250 0.7579
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 0.8018 0.8021
PP 0.8010 0.8017
S1 0.8002 0.8012

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

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