CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 0.8095 0.8053 -0.0042 -0.5% 0.8230
High 0.8099 0.8094 -0.0005 -0.1% 0.8239
Low 0.8039 0.8045 0.0006 0.1% 0.8068
Close 0.8065 0.8063 -0.0002 0.0% 0.8085
Range 0.0060 0.0049 -0.0011 -18.3% 0.0171
ATR 0.0046 0.0046 0.0000 0.5% 0.0000
Volume 41 55 14 34.1% 290
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8214 0.8188 0.8090
R3 0.8165 0.8139 0.8076
R2 0.8116 0.8116 0.8072
R1 0.8090 0.8090 0.8067 0.8103
PP 0.8067 0.8067 0.8067 0.8074
S1 0.8041 0.8041 0.8059 0.8054
S2 0.8018 0.8018 0.8054
S3 0.7969 0.7992 0.8050
S4 0.7920 0.7943 0.8036
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 0.8106 0.8028 0.0078 1.0% 0.0051 0.6% 45% False False 68
10 0.8299 0.8028 0.0271 3.4% 0.0053 0.7% 13% False False 52
20 0.8434 0.8028 0.0406 5.0% 0.0040 0.5% 9% False False 39
40 0.8455 0.8028 0.0427 5.3% 0.0033 0.4% 8% False False 25
60 0.8470 0.8028 0.0442 5.5% 0.0032 0.4% 8% False False 19
80 0.8492 0.8028 0.0464 5.8% 0.0029 0.4% 8% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8302
2.618 0.8222
1.618 0.8173
1.000 0.8143
0.618 0.8124
HIGH 0.8094
0.618 0.8075
0.500 0.8070
0.382 0.8064
LOW 0.8045
0.618 0.8015
1.000 0.7996
1.618 0.7966
2.618 0.7917
4.250 0.7837
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 0.8070 0.8068
PP 0.8067 0.8066
S1 0.8065 0.8065

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

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