CME Japanese Yen Future December 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 0.8101 0.8076 -0.0025 -0.3% 0.8230
High 0.8106 0.8091 -0.0015 -0.2% 0.8239
Low 0.8085 0.8028 -0.0057 -0.7% 0.8068
Close 0.8085 0.8034 -0.0051 -0.6% 0.8085
Range 0.0021 0.0063 0.0042 200.0% 0.0171
ATR 0.0042 0.0043 0.0002 3.6% 0.0000
Volume 127 66 -61 -48.0% 290
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8240 0.8200 0.8069
R3 0.8177 0.8137 0.8051
R2 0.8114 0.8114 0.8046
R1 0.8074 0.8074 0.8040 0.8063
PP 0.8051 0.8051 0.8051 0.8045
S1 0.8011 0.8011 0.8028 0.8000
S2 0.7988 0.7988 0.8022
S3 0.7925 0.7948 0.8017
S4 0.7862 0.7885 0.7999
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8644 0.8535 0.8179
R3 0.8473 0.8364 0.8132
R2 0.8302 0.8302 0.8116
R1 0.8193 0.8193 0.8101 0.8162
PP 0.8131 0.8131 0.8131 0.8115
S1 0.8022 0.8022 0.8069 0.7991
S2 0.7960 0.7960 0.8054
S3 0.7789 0.7851 0.8038
S4 0.7618 0.7680 0.7991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8239 0.8028 0.0211 2.6% 0.0059 0.7% 3% False True 71
10 0.8381 0.8028 0.0353 4.4% 0.0046 0.6% 2% False True 42
20 0.8434 0.8028 0.0406 5.1% 0.0035 0.4% 1% False True 39
40 0.8455 0.8028 0.0427 5.3% 0.0029 0.4% 1% False True 22
60 0.8470 0.8028 0.0442 5.5% 0.0030 0.4% 1% False True 17
80 0.8492 0.8028 0.0464 5.8% 0.0028 0.3% 1% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8359
2.618 0.8256
1.618 0.8193
1.000 0.8154
0.618 0.8130
HIGH 0.8091
0.618 0.8067
0.500 0.8060
0.382 0.8052
LOW 0.8028
0.618 0.7989
1.000 0.7965
1.618 0.7926
2.618 0.7863
4.250 0.7760
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 0.8060 0.8070
PP 0.8051 0.8058
S1 0.8043 0.8046

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

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