CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 0.7969 0.8038 0.0069 0.9% 0.8062
High 0.8056 0.8083 0.0027 0.3% 0.8091
Low 0.7966 0.8027 0.0061 0.8% 0.7956
Close 0.8035 0.8050 0.0015 0.2% 0.7971
Range 0.0090 0.0056 -0.0034 -37.8% 0.0135
ATR 0.0063 0.0063 -0.0001 -0.8% 0.0000
Volume 64,308 72,609 8,301 12.9% 60,337
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8221 0.8192 0.8081
R3 0.8165 0.8136 0.8065
R2 0.8109 0.8109 0.8060
R1 0.8080 0.8080 0.8055 0.8095
PP 0.8053 0.8053 0.8053 0.8061
S1 0.8024 0.8024 0.8045 0.8039
S2 0.7997 0.7997 0.8040
S3 0.7941 0.7968 0.8035
S4 0.7885 0.7912 0.8019
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8411 0.8326 0.8045
R3 0.8276 0.8191 0.8008
R2 0.8141 0.8141 0.7996
R1 0.8056 0.8056 0.7983 0.8031
PP 0.8006 0.8006 0.8006 0.7994
S1 0.7921 0.7921 0.7959 0.7896
S2 0.7871 0.7871 0.7946
S3 0.7736 0.7786 0.7934
S4 0.7601 0.7651 0.7897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8089 0.7956 0.0133 1.7% 0.0071 0.9% 71% False False 36,846
10 0.8154 0.7956 0.0198 2.5% 0.0070 0.9% 47% False False 21,289
20 0.8423 0.7956 0.0467 5.8% 0.0063 0.8% 20% False False 11,004
40 0.8455 0.7956 0.0499 6.2% 0.0055 0.7% 19% False False 5,619
60 0.8470 0.7956 0.0514 6.4% 0.0056 0.7% 18% False False 3,775
80 0.8470 0.7956 0.0514 6.4% 0.0048 0.6% 18% False False 2,838
100 0.8640 0.7956 0.0684 8.5% 0.0045 0.6% 14% False False 2,276
120 0.8640 0.7956 0.0684 8.5% 0.0043 0.5% 14% False False 1,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8321
2.618 0.8230
1.618 0.8174
1.000 0.8139
0.618 0.8118
HIGH 0.8083
0.618 0.8062
0.500 0.8055
0.382 0.8048
LOW 0.8027
0.618 0.7992
1.000 0.7971
1.618 0.7936
2.618 0.7880
4.250 0.7789
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 0.8055 0.8040
PP 0.8053 0.8030
S1 0.8052 0.8020

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

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