CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 0.8091 0.8062 -0.0029 -0.4% 0.8235
High 0.8101 0.8084 -0.0017 -0.2% 0.8244
Low 0.8065 0.8015 -0.0050 -0.6% 0.8045
Close 0.8072 0.8021 -0.0051 -0.6% 0.8072
Range 0.0036 0.0069 0.0033 91.7% 0.0199
ATR 0.0056 0.0056 0.0001 1.7% 0.0000
Volume 7,833 5,001 -2,832 -36.2% 18,329
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8247 0.8203 0.8059
R3 0.8178 0.8134 0.8040
R2 0.8109 0.8109 0.8034
R1 0.8065 0.8065 0.8027 0.8053
PP 0.8040 0.8040 0.8040 0.8034
S1 0.7996 0.7996 0.8015 0.7984
S2 0.7971 0.7971 0.8008
S3 0.7902 0.7927 0.8002
S4 0.7833 0.7858 0.7983
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8717 0.8594 0.8181
R3 0.8518 0.8395 0.8127
R2 0.8319 0.8319 0.8108
R1 0.8196 0.8196 0.8090 0.8158
PP 0.8120 0.8120 0.8120 0.8102
S1 0.7997 0.7997 0.8054 0.7959
S2 0.7921 0.7921 0.8036
S3 0.7722 0.7798 0.8017
S4 0.7523 0.7599 0.7963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8244 0.8015 0.0229 2.9% 0.0075 0.9% 3% False True 4,666
10 0.8390 0.8015 0.0375 4.7% 0.0064 0.8% 2% False True 2,639
20 0.8423 0.8015 0.0408 5.1% 0.0053 0.7% 1% False True 1,479
40 0.8455 0.8015 0.0440 5.5% 0.0052 0.6% 1% False True 825
60 0.8470 0.8015 0.0455 5.7% 0.0051 0.6% 1% False True 576
80 0.8472 0.8015 0.0457 5.7% 0.0045 0.6% 1% False True 441
100 0.8640 0.8015 0.0625 7.8% 0.0044 0.5% 1% False True 354
120 0.8640 0.8015 0.0625 7.8% 0.0041 0.5% 1% False True 295
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8265
1.618 0.8196
1.000 0.8153
0.618 0.8127
HIGH 0.8084
0.618 0.8058
0.500 0.8050
0.382 0.8041
LOW 0.8015
0.618 0.7972
1.000 0.7946
1.618 0.7903
2.618 0.7834
4.250 0.7722
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 0.8050 0.8062
PP 0.8040 0.8048
S1 0.8031 0.8035

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

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