CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 0.8169 0.8167 -0.0002 0.0% 0.8130
High 0.8209 0.8175 -0.0034 -0.4% 0.8130
Low 0.8156 0.8120 -0.0036 -0.4% 0.8048
Close 0.8183 0.8127 -0.0056 -0.7% 0.8083
Range 0.0053 0.0055 0.0002 3.8% 0.0082
ATR 0.0659 0.0616 -0.0043 -6.5% 0.0000
Volume 138,547 99,482 -39,065 -28.2% 398,714
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8304 0.8270 0.8156
R3 0.8249 0.8215 0.8141
R2 0.8195 0.8195 0.8136
R1 0.8161 0.8161 0.8131 0.8151
PP 0.8140 0.8140 0.8140 0.8135
S1 0.8106 0.8106 0.8122 0.8096
S2 0.8086 0.8086 0.8117
S3 0.8031 0.8052 0.8112
S4 0.7977 0.7997 0.8097
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8333 0.8290 0.8128
R3 0.8251 0.8208 0.8106
R2 0.8169 0.8169 0.8098
R1 0.8126 0.8126 0.8091 0.8107
PP 0.8087 0.8087 0.8087 0.8077
S1 0.8044 0.8044 0.8075 0.8025
S2 0.8005 0.8005 0.8068
S3 0.7923 0.7962 0.8060
S4 0.7841 0.7880 0.8038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8209 0.8073 0.0136 1.7% 0.0055 0.7% 40% False False 112,983
10 0.8209 0.0810 0.7399 91.0% 0.0044 0.5% 99% False False 104,585
20 0.8209 0.0810 0.7399 91.0% 0.0059 0.7% 99% False False 94,881
40 0.8423 0.0810 0.7613 93.7% 0.0058 0.7% 96% False False 48,868
60 0.8455 0.0810 0.7645 94.1% 0.0055 0.7% 96% False False 32,645
80 0.8470 0.0810 0.7660 94.3% 0.0054 0.7% 96% False False 24,504
100 0.8470 0.0810 0.7660 94.3% 0.0049 0.6% 96% False False 19,610
120 0.8640 0.0810 0.7830 96.4% 0.0047 0.6% 93% False False 16,343
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 0.8406
2.618 0.8317
1.618 0.8263
1.000 0.8229
0.618 0.8208
HIGH 0.8175
0.618 0.8154
0.500 0.8147
0.382 0.8141
LOW 0.8120
0.618 0.8086
1.000 0.8066
1.618 0.8032
2.618 0.7977
4.250 0.7888
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 0.8147 0.8164
PP 0.8140 0.8152
S1 0.8133 0.8139

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

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