CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 0.8053 0.8020 -0.0033 -0.4% 0.8076
High 0.8094 0.8020 -0.0074 -0.9% 0.8100
Low 0.8045 0.7980 -0.0065 -0.8% 0.7980
Close 0.8063 0.7985 -0.0078 -1.0% 0.7985
Range 0.0049 0.0040 -0.0009 -18.4% 0.0120
ATR 0.0046 0.0049 0.0003 5.7% 0.0000
Volume 55 240 185 336.4% 455
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8115 0.8090 0.8007
R3 0.8075 0.8050 0.7996
R2 0.8035 0.8035 0.7992
R1 0.8010 0.8010 0.7989 0.8003
PP 0.7995 0.7995 0.7995 0.7991
S1 0.7970 0.7970 0.7981 0.7963
S2 0.7955 0.7955 0.7978
S3 0.7915 0.7930 0.7974
S4 0.7875 0.7890 0.7963
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8382 0.8303 0.8051
R3 0.8262 0.8183 0.8018
R2 0.8142 0.8142 0.8007
R1 0.8063 0.8063 0.7996 0.8043
PP 0.8022 0.8022 0.8022 0.8011
S1 0.7943 0.7943 0.7974 0.7923
S2 0.7902 0.7902 0.7963
S3 0.7782 0.7823 0.7952
S4 0.7662 0.7703 0.7919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8100 0.7980 0.0120 1.5% 0.0055 0.7% 4% False True 91
10 0.8299 0.7980 0.0319 4.0% 0.0055 0.7% 2% False True 75
20 0.8434 0.7980 0.0454 5.7% 0.0041 0.5% 1% False True 45
40 0.8455 0.7980 0.0475 5.9% 0.0034 0.4% 1% False True 31
60 0.8470 0.7980 0.0490 6.1% 0.0032 0.4% 1% False True 23
80 0.8492 0.7980 0.0512 6.4% 0.0029 0.4% 1% False True 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8190
2.618 0.8125
1.618 0.8085
1.000 0.8060
0.618 0.8045
HIGH 0.8020
0.618 0.8005
0.500 0.8000
0.382 0.7995
LOW 0.7980
0.618 0.7955
1.000 0.7940
1.618 0.7915
2.618 0.7875
4.250 0.7810
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 0.8000 0.8040
PP 0.7995 0.8021
S1 0.7990 0.8003

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

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