CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 0.0811 0.8141 0.7330 903.7% 0.8123
High 0.0818 0.8169 0.7351 898.7% 0.8169
Low 0.0810 0.8124 0.7314 903.1% 0.0810
Close 0.0814 0.8161 0.7347 902.8% 0.8161
Range 0.0008 0.0045 0.0037 455.6% 0.7359
ATR 0.0582 0.1066 0.0484 83.1% 0.0000
Volume 162,824 80,995 -81,829 -50.3% 533,138
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8286 0.8269 0.8186
R3 0.8241 0.8224 0.8173
R2 0.8196 0.8196 0.8169
R1 0.8179 0.8179 0.8165 0.8188
PP 0.8151 0.8151 0.8151 0.8156
S1 0.8134 0.8134 0.8157 0.8143
S2 0.8106 0.8106 0.8153
S3 0.8061 0.8089 0.8149
S4 0.8016 0.8044 0.8136
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.7791 2.5335 1.2209
R3 2.0432 1.7976 1.0185
R2 1.3072 1.3072 0.9510
R1 1.0617 1.0617 0.8836 1.1845
PP 0.5713 0.5713 0.5713 0.6327
S1 0.3258 0.3258 0.7486 0.4485
S2 -0.1646 -0.1646 0.6812
S3 -0.9005 -0.4102 0.6137
S4 -1.6364 -1.1461 0.4113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8169 0.0810 0.7359 90.2% 0.0041 0.5% 100% True False 106,627
10 0.8174 0.0810 0.7364 90.2% 0.0063 0.8% 100% False False 106,839
20 0.8300 0.0810 0.7490 91.8% 0.0068 0.8% 98% False False 57,375
40 0.8455 0.0810 0.7645 93.7% 0.0057 0.7% 96% False False 28,875
60 0.8455 0.0810 0.7645 93.7% 0.0055 0.7% 96% False False 19,289
80 0.8470 0.0810 0.7660 93.9% 0.0052 0.6% 96% False False 14,481
100 0.8559 0.0810 0.7749 95.0% 0.0046 0.6% 95% False False 11,590
120 0.8640 0.0810 0.7830 95.9% 0.0045 0.6% 94% False False 9,659
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8360
2.618 0.8287
1.618 0.8242
1.000 0.8214
0.618 0.8197
HIGH 0.8169
0.618 0.8152
0.500 0.8147
0.382 0.8141
LOW 0.8124
0.618 0.8096
1.000 0.8079
1.618 0.8051
2.618 0.8006
4.250 0.7933
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 0.8156 0.6937
PP 0.8151 0.5713
S1 0.8147 0.4489

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

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